feat: add multi-symbol config (symbols list, correlation_symbols, max_same_direction)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-05 23:05:22 +09:00
parent 39e55368fd
commit 7aef391b69
3 changed files with 47 additions and 1 deletions

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@@ -1,9 +1,11 @@
BINANCE_API_KEY= BINANCE_API_KEY=
BINANCE_API_SECRET= BINANCE_API_SECRET=
SYMBOL=XRPUSDT SYMBOLS=XRPUSDT
CORRELATION_SYMBOLS=BTCUSDT,ETHUSDT
LEVERAGE=10 LEVERAGE=10
RISK_PER_TRADE=0.02 RISK_PER_TRADE=0.02
DISCORD_WEBHOOK_URL= DISCORD_WEBHOOK_URL=
ML_THRESHOLD=0.55 ML_THRESHOLD=0.55
MAX_SAME_DIRECTION=2
BINANCE_TESTNET_API_KEY= BINANCE_TESTNET_API_KEY=
BINANCE_TESTNET_API_SECRET= BINANCE_TESTNET_API_SECRET=

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@@ -10,8 +10,11 @@ class Config:
api_key: str = "" api_key: str = ""
api_secret: str = "" api_secret: str = ""
symbol: str = "XRPUSDT" symbol: str = "XRPUSDT"
symbols: list = None
correlation_symbols: list = None
leverage: int = 10 leverage: int = 10
max_positions: int = 3 max_positions: int = 3
max_same_direction: int = 2
stop_loss_pct: float = 0.015 # 1.5% stop_loss_pct: float = 0.015 # 1.5%
take_profit_pct: float = 0.045 # 4.5% (3:1 RR) take_profit_pct: float = 0.045 # 4.5% (3:1 RR)
trailing_stop_pct: float = 0.01 # 1% trailing_stop_pct: float = 0.01 # 1%
@@ -31,3 +34,15 @@ class Config:
self.margin_min_ratio = float(os.getenv("MARGIN_MIN_RATIO", "0.20")) self.margin_min_ratio = float(os.getenv("MARGIN_MIN_RATIO", "0.20"))
self.margin_decay_rate = float(os.getenv("MARGIN_DECAY_RATE", "0.0006")) self.margin_decay_rate = float(os.getenv("MARGIN_DECAY_RATE", "0.0006"))
self.ml_threshold = float(os.getenv("ML_THRESHOLD", "0.55")) self.ml_threshold = float(os.getenv("ML_THRESHOLD", "0.55"))
self.max_same_direction = int(os.getenv("MAX_SAME_DIRECTION", "2"))
# symbols: SYMBOLS 환경변수 우선, 없으면 SYMBOL에서 변환
symbols_env = os.getenv("SYMBOLS", "")
if symbols_env:
self.symbols = [s.strip() for s in symbols_env.split(",") if s.strip()]
else:
self.symbols = [self.symbol]
# correlation_symbols
corr_env = os.getenv("CORRELATION_SYMBOLS", "BTCUSDT,ETHUSDT")
self.correlation_symbols = [s.strip() for s in corr_env.split(",") if s.strip()]

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@@ -19,3 +19,32 @@ def test_config_dynamic_margin_params():
assert cfg.margin_max_ratio == 0.50 assert cfg.margin_max_ratio == 0.50
assert cfg.margin_min_ratio == 0.20 assert cfg.margin_min_ratio == 0.20
assert cfg.margin_decay_rate == 0.0006 assert cfg.margin_decay_rate == 0.0006
def test_config_loads_symbols_list():
"""SYMBOLS 환경변수로 쉼표 구분 리스트를 로드한다."""
os.environ["SYMBOLS"] = "XRPUSDT,TRXUSDT,DOGEUSDT"
os.environ.pop("SYMBOL", None)
cfg = Config()
assert cfg.symbols == ["XRPUSDT", "TRXUSDT", "DOGEUSDT"]
def test_config_fallback_to_symbol():
"""SYMBOLS 미설정 시 SYMBOL에서 1개짜리 리스트로 변환한다."""
os.environ.pop("SYMBOLS", None)
os.environ["SYMBOL"] = "XRPUSDT"
cfg = Config()
assert cfg.symbols == ["XRPUSDT"]
def test_config_correlation_symbols():
"""상관관계 심볼 로드."""
os.environ["CORRELATION_SYMBOLS"] = "BTCUSDT,ETHUSDT"
cfg = Config()
assert cfg.correlation_symbols == ["BTCUSDT", "ETHUSDT"]
def test_config_max_same_direction_default():
"""동일 방향 최대 수 기본값 2."""
cfg = Config()
assert cfg.max_same_direction == 2