feat: implement immediate re-entry after closing position on reverse signal

- Added `_close_and_reenter` method to handle immediate re-entry after closing a position when a reverse signal is detected, contingent on passing the ML filter.
- Updated `process_candle` to call `_close_and_reenter` instead of `_close_position` for reverse signals.
- Enhanced test coverage for the new functionality, ensuring correct behavior under various conditions, including ML filter checks and position limits.

tests/test_bot.py

@@ -69,3 +69,88 @@ async def test_bot_processes_signal(config, sample_df):
         mock_ind.get_atr_stop.return_value = (0.48, 0.56)
         MockInd.return_value = mock_ind
         await bot.process_candle(sample_df)
+
+
+@pytest.mark.asyncio
+async def test_close_and_reenter_calls_open_when_ml_passes(config, sample_df):
+    """반대 시그널 + ML 필터 통과 시 청산 후 재진입해야 한다."""
+    with patch("src.bot.BinanceFuturesClient"):
+        bot = TradingBot(config)
+
+    bot._close_position = AsyncMock()
+    bot._open_position = AsyncMock()
+    bot.ml_filter = MagicMock()
+    bot.ml_filter.is_model_loaded.return_value = True
+    bot.ml_filter.should_enter.return_value = True
+
+    position = {"positionAmt": "100", "entryPrice": "0.5", "markPrice": "0.52"}
+    await bot._close_and_reenter(position, "SHORT", sample_df)
+
+    bot._close_position.assert_awaited_once_with(position)
+    bot._open_position.assert_awaited_once_with("SHORT", sample_df)
+
+
+@pytest.mark.asyncio
+async def test_close_and_reenter_skips_open_when_ml_blocks(config, sample_df):
+    """ML 필터 차단 시 청산만 하고 재진입하지 않아야 한다."""
+    with patch("src.bot.BinanceFuturesClient"):
+        bot = TradingBot(config)
+
+    bot._close_position = AsyncMock()
+    bot._open_position = AsyncMock()
+    bot.ml_filter = MagicMock()
+    bot.ml_filter.is_model_loaded.return_value = True
+    bot.ml_filter.should_enter.return_value = False
+
+    position = {"positionAmt": "100", "entryPrice": "0.5", "markPrice": "0.52"}
+    await bot._close_and_reenter(position, "SHORT", sample_df)
+
+    bot._close_position.assert_awaited_once_with(position)
+    bot._open_position.assert_not_called()
+
+
+@pytest.mark.asyncio
+async def test_close_and_reenter_skips_open_when_max_positions_reached(config, sample_df):
+    """최대 포지션 수 도달 시 청산만 하고 재진입하지 않아야 한다."""
+    with patch("src.bot.BinanceFuturesClient"):
+        bot = TradingBot(config)
+
+    bot._close_position = AsyncMock()
+    bot._open_position = AsyncMock()
+    bot.risk = MagicMock()
+    bot.risk.can_open_new_position.return_value = False
+
+    position = {"positionAmt": "100", "entryPrice": "0.5", "markPrice": "0.52"}
+    await bot._close_and_reenter(position, "SHORT", sample_df)
+
+    bot._close_position.assert_awaited_once_with(position)
+    bot._open_position.assert_not_called()
+
+
+@pytest.mark.asyncio
+async def test_process_candle_calls_close_and_reenter_on_reverse_signal(config, sample_df):
+    """반대 시그널 시 process_candle이 _close_and_reenter를 호출해야 한다."""
+    with patch("src.bot.BinanceFuturesClient"):
+        bot = TradingBot(config)
+
+    bot.exchange = AsyncMock()
+    bot.exchange.get_position = AsyncMock(return_value={
+        "positionAmt": "100",
+        "entryPrice": "0.5",
+        "markPrice": "0.52",
+    })
+    bot._close_and_reenter = AsyncMock()
+    bot.ml_filter = MagicMock()
+    bot.ml_filter.is_model_loaded.return_value = False
+    bot.ml_filter.should_enter.return_value = True
+
+    with patch("src.bot.Indicators") as MockInd:
+        mock_ind = MagicMock()
+        mock_ind.calculate_all.return_value = sample_df
+        mock_ind.get_signal.return_value = "SHORT"  # 현재 LONG 포지션에 반대 시그널
+        MockInd.return_value = mock_ind
+        await bot.process_candle(sample_df)
+
+    bot._close_and_reenter.assert_awaited_once()
+    call_args = bot._close_and_reenter.call_args
+    assert call_args.args[1] == "SHORT"