feat: replace risk_per_trade with margin_ratio in calculate_quantity

Made-with: Cursor

src/exchange.py

@@ -15,14 +15,12 @@ class BinanceFuturesClient:
 
     MIN_NOTIONAL = 5.0  # 바이낸스 선물 최소 명목금액 (USDT)
 
-    def calculate_quantity(self, balance: float, price: float, leverage: int) -> float:
+    def calculate_quantity(self, balance: float, price: float, leverage: int, margin_ratio: float) -> float:
-        """리스크 기반 포지션 크기 계산 (최소 명목금액 $5 보장)"""
+        """동적 증거금 비율 기반 포지션 크기 계산 (최소 명목금액 $5 보장)"""
-        risk_amount = balance * self.config.risk_per_trade
+        notional = balance * margin_ratio * leverage
-        notional = risk_amount * leverage
         if notional < self.MIN_NOTIONAL:
             notional = self.MIN_NOTIONAL
         quantity = notional / price
-        # XRP는 소수점 1자리, 단 최소 명목금액 충족 여부 재확인
         qty_rounded = round(quantity, 1)
         if qty_rounded * price < self.MIN_NOTIONAL:
             qty_rounded = round(self.MIN_NOTIONAL / price + 0.05, 1)

tests/test_exchange.py

@@ -12,11 +12,19 @@ def config():
         "BINANCE_API_SECRET": "test_secret",
         "SYMBOL": "XRPUSDT",
         "LEVERAGE": "10",
-        "RISK_PER_TRADE": "0.02",
     })
     return Config()
 
 
+@pytest.fixture
+def client():
+    config = Config()
+    config.leverage = 10
+    c = BinanceFuturesClient.__new__(BinanceFuturesClient)
+    c.config = config
+    return c
+
+
 @pytest.mark.asyncio
 async def test_set_leverage(config):
     with patch("src.exchange.Client") as MockClient:
@@ -28,11 +36,21 @@ async def test_set_leverage(config):
         assert result is not None
 
 
-def test_calculate_quantity(config):
+def test_calculate_quantity_basic(client):
-    with patch("src.exchange.Client") as MockClient:
+    """잔고 22, 비율 50%, 레버리지 10배 → 명목금액 110, XRP 가격 2.5 → 수량 44.0"""
-        MockClient.return_value = MagicMock()
+    qty = client.calculate_quantity(balance=22.0, price=2.5, leverage=10, margin_ratio=0.50)
-        client = BinanceFuturesClient(config)
+    # 명목금액 = 22 * 0.5 * 10 = 110, 수량 = 110 / 2.5 = 44.0
-        # 잔고 1000 USDT, 리스크 2%, 레버리지 10, 가격 0.5
+    assert qty == pytest.approx(44.0, abs=0.1)
-        qty = client.calculate_quantity(balance=1000.0, price=0.5, leverage=10)
+
-        # 1000 * 0.02 * 10 / 0.5 = 400
+
-        assert qty == pytest.approx(400.0, rel=0.01)
+def test_calculate_quantity_min_notional(client):
+    """명목금액이 최소(5 USDT) 미만이면 최소값으로 올림"""
+    qty = client.calculate_quantity(balance=1.0, price=2.5, leverage=1, margin_ratio=0.01)
+    # 명목금액 = 1 * 0.01 * 1 = 0.01 < 5 → 최소 5 USDT
+    assert qty * 2.5 >= 5.0
+
+
+def test_calculate_quantity_zero_balance(client):
+    """잔고 0이면 최소 명목금액 기반 수량 반환"""
+    qty = client.calculate_quantity(balance=0.0, price=2.5, leverage=10, margin_ratio=0.50)
+    assert qty > 0