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fix: resolve 6 warning issues from code review

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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>
This commit is contained in:
21in7
2026-03-16 22:44:40 +09:00
parent 8803c71bf9
commit 64f56806d2
10 changed files with 85 additions and 61 deletions
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18
src/dataset_builder.py
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@@ -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)