fix: resolve 6 warning issues from code review

5. Add daily PnL reset loop — UTC midnight auto-reset via
   _daily_reset_loop in main.py, prevents stale daily_pnl accumulation
6. Fix set_base_balance race condition — call once in main.py before
   spawning bots, instead of each bot calling independently
7. Remove realized_pnl != 0 from close detection — prevents entry
   orders with small rp values being misclassified as closes
8. Rename xrp_btc_rs/xrp_eth_rs → primary_btc_rs/primary_eth_rs —
   generic column names for multi-symbol support (dataset_builder,
   ml_features, and tests updated consistently)
9. Replace asyncio.get_event_loop() → get_running_loop() — fixes
   DeprecationWarning on Python 3.10+
10. Parallelize candle preload — asyncio.gather for all symbols
    instead of sequential REST calls, ~3x faster startup

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

src/bot.py

@@ -432,9 +432,6 @@ class TradingBot:
         logger.info(f"[{self.symbol}] 봇 시작, 레버리지 {self.config.leverage}x")
         await self._recover_position()
         await self._init_oi_history()
-        balance = await self.exchange.get_balance()
-        self.risk.set_base_balance(balance)
-        logger.info(f"[{self.symbol}] 기준 잔고 설정: {balance:.2f} USDT (동적 증거금 비율 기준점)")
 
         user_stream = UserDataStream(
             symbol=self.symbol,

src/data_stream.py

@@ -161,26 +161,31 @@ class MultiSymbolStream:
         df.set_index("timestamp", inplace=True)
         return df
 
+    async def _preload_one(self, client: AsyncClient, symbol: str, limit: int):
+        """단일 심볼의 과거 캔들을 버퍼에 채운다."""
+        logger.info(f"{symbol.upper()} 과거 캔들 {limit}개 로드 중...")
+        klines = await client.futures_klines(
+            symbol=symbol.upper(),
+            interval=self.interval,
+            limit=limit,
+        )
+        for k in klines[:-1]:
+            self.buffers[symbol].append({
+                "timestamp": k[0],
+                "open":      float(k[1]),
+                "high":      float(k[2]),
+                "low":       float(k[3]),
+                "close":     float(k[4]),
+                "volume":    float(k[5]),
+                "is_closed": True,
+            })
+        logger.info(f"{symbol.upper()} {len(self.buffers[symbol])}개 로드 완료")
+
     async def _preload_history(self, client: AsyncClient, limit: int = _PRELOAD_LIMIT):
-        """REST API로 모든 심볼의 과거 캔들을 버퍼에 미리 채운다."""
-        for symbol in self.symbols:
-            logger.info(f"{symbol.upper()} 과거 캔들 {limit}개 로드 중...")
-            klines = await client.futures_klines(
-                symbol=symbol.upper(),
-                interval=self.interval,
-                limit=limit,
-            )
-            for k in klines[:-1]:
-                self.buffers[symbol].append({
-                    "timestamp": k[0],
-                    "open":      float(k[1]),
-                    "high":      float(k[2]),
-                    "low":       float(k[3]),
-                    "close":     float(k[4]),
-                    "volume":    float(k[5]),
-                    "is_closed": True,
-                })
-            logger.info(f"{symbol.upper()} {len(self.buffers[symbol])}개 로드 완료")
+        """REST API로 모든 심볼의 과거 캔들을 병렬로 버퍼에 미리 채운다."""
+        await asyncio.gather(*[
+            self._preload_one(client, symbol, limit) for symbol in self.symbols
+        ])
 
     async def start(self, api_key: str, api_secret: str):
         client = await AsyncClient.create(

src/dataset_builder.py

@@ -266,15 +266,15 @@ def _calc_features_vectorized(
         eth_r3 = _align(eth_ret_3, n).astype(np.float32)
         eth_r5 = _align(eth_ret_5, n).astype(np.float32)
 
-        xrp_r1 = ret_1.astype(np.float32)
-        xrp_btc_rs_raw = np.divide(
-            xrp_r1, btc_r1,
-            out=np.zeros_like(xrp_r1),
+        primary_r1 = ret_1.astype(np.float32)
+        primary_btc_rs_raw = np.divide(
+            primary_r1, btc_r1,
+            out=np.zeros_like(primary_r1),
             where=(btc_r1 != 0),
         ).astype(np.float32)
-        xrp_eth_rs_raw = np.divide(
-            xrp_r1, eth_r1,
-            out=np.zeros_like(xrp_r1),
+        primary_eth_rs_raw = np.divide(
+            primary_r1, eth_r1,
+            out=np.zeros_like(primary_r1),
             where=(eth_r1 != 0),
         ).astype(np.float32)
 
@@ -285,8 +285,8 @@ def _calc_features_vectorized(
             "eth_ret_1":  _rolling_zscore(eth_r1),
             "eth_ret_3":  _rolling_zscore(eth_r3),
             "eth_ret_5":  _rolling_zscore(eth_r5),
-            "xrp_btc_rs": _rolling_zscore(xrp_btc_rs_raw),
-            "xrp_eth_rs": _rolling_zscore(xrp_eth_rs_raw),
+            "primary_btc_rs": _rolling_zscore(primary_btc_rs_raw),
+            "primary_eth_rs": _rolling_zscore(primary_eth_rs_raw),
         }, index=d.index)
         result = pd.concat([result, extra], axis=1)
 

src/exchange.py

@@ -73,7 +73,7 @@ class BinanceFuturesClient:
         return qty_rounded
 
     async def set_leverage(self, leverage: int) -> dict:
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         return await loop.run_in_executor(
             None,
             lambda: self.client.futures_change_leverage(
@@ -82,7 +82,7 @@ class BinanceFuturesClient:
         )
 
     async def get_balance(self) -> float:
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         balances = await loop.run_in_executor(
             None, self.client.futures_account_balance
         )
@@ -100,7 +100,7 @@ class BinanceFuturesClient:
         stop_price: float = None,
         reduce_only: bool = False,
     ) -> dict:
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
 
         params = dict(
             symbol=self.symbol,
@@ -123,7 +123,7 @@ class BinanceFuturesClient:
             raise
 
     async def get_position(self) -> dict | None:
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         positions = await loop.run_in_executor(
             None,
             lambda: self.client.futures_position_information(
@@ -137,7 +137,7 @@ class BinanceFuturesClient:
 
     async def cancel_all_orders(self):
         """오픈 주문을 모두 취소한다."""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         await loop.run_in_executor(
             None,
             lambda: self.client.futures_cancel_all_open_orders(
@@ -147,7 +147,7 @@ class BinanceFuturesClient:
 
     async def get_recent_income(self, limit: int = 5) -> list[dict]:
         """최근 REALIZED_PNL + COMMISSION 내역을 조회한다."""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         try:
             rows = await loop.run_in_executor(
                 None,
@@ -168,7 +168,7 @@ class BinanceFuturesClient:
 
     async def get_open_interest(self) -> float | None:
         """현재 미결제약정(OI)을 조회한다. 오류 시 None 반환."""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         try:
             result = await loop.run_in_executor(
                 None,
@@ -181,7 +181,7 @@ class BinanceFuturesClient:
 
     async def get_funding_rate(self) -> float | None:
         """현재 펀딩비를 조회한다. 오류 시 None 반환."""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         try:
             result = await loop.run_in_executor(
                 None,
@@ -194,7 +194,7 @@ class BinanceFuturesClient:
 
     async def get_oi_history(self, limit: int = 5) -> list[float]:
         """최근 OI 변화율 히스토리를 조회한다 (봇 초기화용). 실패 시 빈 리스트."""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         try:
             result = await loop.run_in_executor(
                 None,
@@ -218,7 +218,7 @@ class BinanceFuturesClient:
 
     async def create_listen_key(self) -> str:
         """POST /fapi/v1/listenKey — listenKey 신규 발급"""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         result = await loop.run_in_executor(
             None,
             lambda: self.client.futures_stream_get_listen_key(),
@@ -227,7 +227,7 @@ class BinanceFuturesClient:
 
     async def keepalive_listen_key(self, listen_key: str) -> None:
         """PUT /fapi/v1/listenKey — listenKey 만료 연장 (60분 → 리셋)"""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         await loop.run_in_executor(
             None,
             lambda: self.client.futures_stream_keepalive(listenKey=listen_key),
@@ -235,7 +235,7 @@ class BinanceFuturesClient:
 
     async def delete_listen_key(self, listen_key: str) -> None:
         """DELETE /fapi/v1/listenKey — listenKey 삭제 (정상 종료 시)"""
-        loop = asyncio.get_event_loop()
+        loop = asyncio.get_running_loop()
         try:
             await loop.run_in_executor(
                 None,

src/ml_features.py

@@ -7,7 +7,7 @@ FEATURE_COLS = [
     "ret_1", "ret_3", "ret_5", "signal_strength", "side",
     "btc_ret_1", "btc_ret_3", "btc_ret_5",
     "eth_ret_1", "eth_ret_3", "eth_ret_5",
-    "xrp_btc_rs", "xrp_eth_rs",
+    "primary_btc_rs", "primary_eth_rs",
     # 시장 미시구조: OI 변화율(z-score), 펀딩비(z-score)
     "oi_change", "funding_rate",
     # OI 파생 피처
@@ -28,11 +28,11 @@ def _calc_ret(closes: pd.Series, n: int) -> float:
     return (closes.iloc[-1] - prev) / prev if prev != 0 else 0.0
 
 
-def _calc_rs(xrp_ret: float, other_ret: float) -> float:
-    """상대강도 = xrp_ret / other_ret. 분모 0이면 0.0."""
+def _calc_rs(primary_ret: float, other_ret: float) -> float:
+    """상대강도 = primary_ret / other_ret. 분모 0이면 0.0."""
     if other_ret == 0.0:
         return 0.0
-    return xrp_ret / other_ret
+    return primary_ret / other_ret
 
 
 def _rolling_zscore_last(arr: np.ndarray, window: int = _ZSCORE_WINDOW) -> float:
@@ -144,8 +144,8 @@ def build_features(
             "eth_ret_1":  float(eth_ret_1),
             "eth_ret_3":  float(eth_ret_3),
             "eth_ret_5":  float(eth_ret_5),
-            "xrp_btc_rs": float(_calc_rs(ret_1, btc_ret_1)),
-            "xrp_eth_rs": float(_calc_rs(ret_1, eth_ret_1)),
+            "primary_btc_rs": float(_calc_rs(ret_1, btc_ret_1)),
+            "primary_eth_rs": float(_calc_rs(ret_1, eth_ret_1)),
         })
 
     # 실시간에서 실제 값이 제공되면 사용, 없으면 0으로 채운다
@@ -293,8 +293,8 @@ def build_features_aligned(
             "eth_ret_1":  _rolling_zscore_last(eth_r1),
             "eth_ret_3":  _rolling_zscore_last(eth_r3),
             "eth_ret_5":  _rolling_zscore_last(eth_r5),
-            "xrp_btc_rs": _rolling_zscore_last(rs_btc),
-            "xrp_eth_rs": _rolling_zscore_last(rs_eth),
+            "primary_btc_rs": _rolling_zscore_last(rs_btc),
+            "primary_eth_rs": _rolling_zscore_last(rs_eth),
         })
 
     # OI/펀딩비 z-score (실시간 값이 제공되면 히스토리 끝에 추가하여 z-score)

src/user_data_stream.py

@@ -85,8 +85,8 @@ class UserDataStream:
         is_reduce    = order.get("R", False)
         realized_pnl = float(order.get("rp", "0"))
 
-        # 청산 주문 판별: reduceOnly이거나, TP/SL 타입이거나, rp != 0
-        is_close = is_reduce or order_type in _CLOSE_ORDER_TYPES or realized_pnl != 0
+        # 청산 주문 판별: reduceOnly이거나 TP/SL 타입
+        is_close = is_reduce or order_type in _CLOSE_ORDER_TYPES
         if not is_close:
             return