feat: shared RiskManager with async lock, same-direction limit, per-symbol tracking

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

src/risk_manager.py

@@ -1,3 +1,4 @@
+import asyncio
 from loguru import logger
 from src.config import Config
 
@@ -5,10 +6,11 @@ from src.config import Config
 class RiskManager:
     def __init__(self, config: Config, max_daily_loss_pct: float = 0.05):
         self.config = config
-        self.max_daily_loss_pct = max_daily_loss_pct  # 일일 최대 손실 5%
+        self.max_daily_loss_pct = max_daily_loss_pct
         self.daily_pnl: float = 0.0
         self.initial_balance: float = 0.0
-        self.open_positions: list = []
+        self.open_positions: dict[str, str] = {}  # {symbol: side}
+        self._lock = asyncio.Lock()
 
     def is_trading_allowed(self) -> bool:
         """일일 최대 손실 초과 시 거래 중단"""
@@ -22,9 +24,33 @@ class RiskManager:
             return False
         return True
 
-    def can_open_new_position(self) -> bool:
+    async def can_open_new_position(self, symbol: str, side: str) -> bool:
-        """최대 동시 포지션 수 체크"""
+        """포지션 오픈 가능 여부 (전체 한도 + 중복 진입 + 동일 방향 제한)"""
-        return len(self.open_positions) < self.config.max_positions
+        async with self._lock:
+            if len(self.open_positions) >= self.config.max_positions:
+                logger.info(f"최대 포지션 수 도달: {len(self.open_positions)}/{self.config.max_positions}")
+                return False
+            if symbol in self.open_positions:
+                logger.info(f"{symbol} 이미 포지션 보유 중")
+                return False
+            same_dir = sum(1 for s in self.open_positions.values() if s == side)
+            if same_dir >= self.config.max_same_direction:
+                logger.info(f"동일 방향({side}) 한도 도달: {same_dir}/{self.config.max_same_direction}")
+                return False
+            return True
+
+    async def register_position(self, symbol: str, side: str):
+        """포지션 등록"""
+        async with self._lock:
+            self.open_positions[symbol] = side
+            logger.info(f"포지션 등록: {symbol} {side} (현재 {len(self.open_positions)}개)")
+
+    async def close_position(self, symbol: str, pnl: float):
+        """포지션 닫기 + PnL 기록"""
+        async with self._lock:
+            self.open_positions.pop(symbol, None)
+            self.daily_pnl += pnl
+            logger.info(f"포지션 종료: {symbol}, PnL={pnl:+.4f}, 누적={self.daily_pnl:+.4f}")
 
     def record_pnl(self, pnl: float):
         self.daily_pnl += pnl
@@ -36,7 +62,7 @@ class RiskManager:
         logger.info("일일 PnL 초기화")
 
     def set_base_balance(self, balance: float) -> None:
-        """봇 시작 시 기준 잔고 설정 (동적 비율 계산 기준점)"""
+        """봇 시작 시 기준 잔고 설정"""
         self.initial_balance = balance
 
     def get_dynamic_margin_ratio(self, balance: float) -> float:

tests/test_risk_manager.py

@@ -29,10 +29,13 @@ def test_trading_allowed_normal(config):
     assert rm.is_trading_allowed() is True
 
 
-def test_position_size_capped(config):
+@pytest.mark.asyncio
+async def test_position_size_capped(config):
     rm = RiskManager(config, max_daily_loss_pct=0.05)
-    rm.open_positions = ["pos1", "pos2", "pos3"]
+    await rm.register_position("XRPUSDT", "LONG")
-    assert rm.can_open_new_position() is False
+    await rm.register_position("TRXUSDT", "SHORT")
+    await rm.register_position("DOGEUSDT", "LONG")
+    assert await rm.can_open_new_position("SOLUSDT", "SHORT") is False
 
 
 # --- 동적 증거금 비율 테스트 ---
@@ -81,3 +84,54 @@ def test_ratio_clamped_at_max(risk):
     """잔고가 기준보다 작아도 최대 비율(50%) 초과하지 않음"""
     ratio = risk.get_dynamic_margin_ratio(5.0)
     assert ratio == pytest.approx(0.50, abs=1e-6)
+
+
+# --- 멀티심볼 공유 RiskManager 테스트 ---
+
+@pytest.fixture
+def shared_risk(config):
+    config.max_same_direction = 2
+    return RiskManager(config)
+
+
+@pytest.mark.asyncio
+async def test_can_open_new_position_async(shared_risk):
+    """비동기 포지션 오픈 허용 체크."""
+    assert await shared_risk.can_open_new_position("XRPUSDT", "LONG") is True
+
+
+@pytest.mark.asyncio
+async def test_register_and_close_position(shared_risk):
+    """포지션 등록 후 닫기."""
+    await shared_risk.register_position("XRPUSDT", "LONG")
+    assert "XRPUSDT" in shared_risk.open_positions
+    await shared_risk.close_position("XRPUSDT", pnl=1.5)
+    assert "XRPUSDT" not in shared_risk.open_positions
+    assert shared_risk.daily_pnl == 1.5
+
+
+@pytest.mark.asyncio
+async def test_same_symbol_blocked(shared_risk):
+    """같은 심볼 중복 진입 차단."""
+    await shared_risk.register_position("XRPUSDT", "LONG")
+    assert await shared_risk.can_open_new_position("XRPUSDT", "SHORT") is False
+
+
+@pytest.mark.asyncio
+async def test_max_same_direction_limit(shared_risk):
+    """같은 방향 2개 초과 차단."""
+    await shared_risk.register_position("XRPUSDT", "LONG")
+    await shared_risk.register_position("TRXUSDT", "LONG")
+    # 3번째 LONG 차단
+    assert await shared_risk.can_open_new_position("DOGEUSDT", "LONG") is False
+    # SHORT은 허용
+    assert await shared_risk.can_open_new_position("DOGEUSDT", "SHORT") is True
+
+
+@pytest.mark.asyncio
+async def test_max_positions_global_limit(shared_risk):
+    """전체 포지션 수 한도 초과 차단."""
+    shared_risk.config.max_positions = 2
+    await shared_risk.register_position("XRPUSDT", "LONG")
+    await shared_risk.register_position("TRXUSDT", "SHORT")
+    assert await shared_risk.can_open_new_position("DOGEUSDT", "LONG") is False