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>
This commit is contained in:
@@ -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
|
||||
|
||||
|
||||
Reference in New Issue
Block a user