feat: TradingBot 메인 루프 구현 (진입/청산/손절/익절)
Made-with: Cursor
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21in7
126
src/bot.py
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126
src/bot.py
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import asyncio
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import os
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from loguru import logger
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from src.config import Config
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from src.exchange import BinanceFuturesClient
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from src.indicators import Indicators
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from src.data_stream import KlineStream
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from src.database import TradeRepository
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from src.risk_manager import RiskManager
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class TradingBot:
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def __init__(self, config: Config):
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self.config = config
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self.exchange = BinanceFuturesClient(config)
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self.db = TradeRepository(
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token=config.notion_token,
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database_id=config.notion_database_id,
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)
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self.risk = RiskManager(config)
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self.current_trade_id: str | None = None
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self.stream = KlineStream(
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symbol=config.symbol,
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interval="1m",
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on_candle=self._on_candle_closed,
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)
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def _on_candle_closed(self, candle: dict):
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df = self.stream.get_dataframe()
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if df is not None:
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asyncio.create_task(self.process_candle(df))
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async def process_candle(self, df):
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if not self.risk.is_trading_allowed():
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logger.warning("리스크 한도 초과 - 거래 중단")
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return
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ind = Indicators(df)
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df_with_indicators = ind.calculate_all()
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signal = ind.get_signal(df_with_indicators)
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logger.info(f"신호: {signal}")
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position = await self.exchange.get_position()
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if position is None and signal != "HOLD":
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if not self.risk.can_open_new_position():
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logger.info("최대 포지션 수 도달")
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return
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await self._open_position(signal, df_with_indicators)
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elif position is not None:
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pos_side = "LONG" if float(position["positionAmt"]) > 0 else "SHORT"
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if (pos_side == "LONG" and signal == "SHORT") or \
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(pos_side == "SHORT" and signal == "LONG"):
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await self._close_position(position)
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async def _open_position(self, signal: str, df):
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balance = await self.exchange.get_balance()
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price = df["close"].iloc[-1]
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quantity = self.exchange.calculate_quantity(
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balance=balance, price=price, leverage=self.config.leverage
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)
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stop_loss, take_profit = Indicators(df).get_atr_stop(df, signal, price)
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side = "BUY" if signal == "LONG" else "SELL"
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await self.exchange.set_leverage(self.config.leverage)
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await self.exchange.place_order(side=side, quantity=quantity)
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last_row = df.iloc[-1]
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signal_snapshot = {
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"rsi": float(last_row.get("rsi", 0)),
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"macd_hist": float(last_row.get("macd_hist", 0)),
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"atr": float(last_row.get("atr", 0)),
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}
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trade = self.db.save_trade(
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symbol=self.config.symbol,
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side=signal,
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entry_price=price,
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quantity=quantity,
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leverage=self.config.leverage,
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signal_data=signal_snapshot,
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)
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self.current_trade_id = trade["id"]
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logger.success(
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f"{signal} 진입: 가격={price}, 수량={quantity}, "
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f"SL={stop_loss:.4f}, TP={take_profit:.4f}"
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)
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sl_side = "SELL" if signal == "LONG" else "BUY"
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await self.exchange.place_order(
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side=sl_side,
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quantity=quantity,
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order_type="STOP_MARKET",
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stop_price=round(stop_loss, 4),
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reduce_only=True,
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)
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await self.exchange.place_order(
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side=sl_side,
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quantity=quantity,
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order_type="TAKE_PROFIT_MARKET",
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stop_price=round(take_profit, 4),
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reduce_only=True,
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)
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async def _close_position(self, position: dict):
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amt = abs(float(position["positionAmt"]))
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side = "SELL" if float(position["positionAmt"]) > 0 else "BUY"
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await self.exchange.cancel_all_orders()
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await self.exchange.place_order(side=side, quantity=amt, reduce_only=True)
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entry = float(position["entryPrice"])
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mark = float(position["markPrice"])
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pnl = (mark - entry) * amt if side == "SELL" else (entry - mark) * amt
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if self.current_trade_id:
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self.db.close_trade(self.current_trade_id, exit_price=mark, pnl=pnl)
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self.risk.record_pnl(pnl)
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self.current_trade_id = None
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logger.success(f"포지션 청산: PnL={pnl:.4f} USDT")
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async def run(self):
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logger.info(f"봇 시작: {self.config.symbol}, 레버리지 {self.config.leverage}x")
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await self.stream.start(
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api_key=self.config.api_key,
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api_secret=self.config.api_secret,
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)
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60
tests/test_bot.py
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60
tests/test_bot.py
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import pytest
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from unittest.mock import AsyncMock, MagicMock, patch
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import pandas as pd
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import numpy as np
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import os
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from src.bot import TradingBot
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from src.config import Config
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@pytest.fixture
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def config():
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os.environ.update({
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"BINANCE_API_KEY": "k",
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"BINANCE_API_SECRET": "s",
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"SYMBOL": "XRPUSDT",
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"LEVERAGE": "10",
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"RISK_PER_TRADE": "0.02",
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"NOTION_TOKEN": "secret_test",
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"NOTION_DATABASE_ID": "db_test",
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})
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return Config()
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@pytest.fixture
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def sample_df():
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np.random.seed(0)
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n = 100
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close = np.cumsum(np.random.randn(n) * 0.01) + 0.5
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return pd.DataFrame({
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"open": close,
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"high": close * 1.005,
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"low": close * 0.995,
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"close": close,
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"volume": np.random.randint(100000, 1000000, n).astype(float),
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})
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@pytest.mark.asyncio
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async def test_bot_processes_signal(config, sample_df):
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with patch("src.bot.BinanceFuturesClient") as MockExchange, \
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patch("src.bot.TradeRepository") as MockRepo:
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MockExchange.return_value = AsyncMock()
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MockRepo.return_value = MagicMock()
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bot = TradingBot(config)
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bot.exchange = AsyncMock()
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bot.exchange.get_balance = AsyncMock(return_value=1000.0)
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bot.exchange.get_position = AsyncMock(return_value=None)
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bot.exchange.place_order = AsyncMock(return_value={"orderId": "123"})
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bot.exchange.set_leverage = AsyncMock(return_value={})
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bot.db = MagicMock()
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bot.db.save_trade = MagicMock(return_value={"id": "trade1"})
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with patch("src.bot.Indicators") as MockInd:
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mock_ind = MagicMock()
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mock_ind.calculate_all.return_value = sample_df
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mock_ind.get_signal.return_value = "LONG"
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mock_ind.get_atr_stop.return_value = (0.48, 0.56)
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MockInd.return_value = mock_ind
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await bot.process_candle(sample_df)
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