feat: apply dynamic margin ratio in bot position sizing

Made-with: Cursor

src/bot.py

@@ -85,9 +85,11 @@ class TradingBot:
     async def _open_position(self, signal: str, df):
         balance = await self.exchange.get_balance()
         price = df["close"].iloc[-1]
+        margin_ratio = self.risk.get_dynamic_margin_ratio(balance)
         quantity = self.exchange.calculate_quantity(
-            balance=balance, price=price, leverage=self.config.leverage
+            balance=balance, price=price, leverage=self.config.leverage, margin_ratio=margin_ratio
         )
+        logger.info(f"포지션 크기: 잔고={balance:.2f} USDT, 증거금비율={margin_ratio:.1%}, 수량={quantity}")
         stop_loss, take_profit = Indicators(df).get_atr_stop(df, signal, price)
 
         notional = quantity * price
@@ -165,6 +167,9 @@ class TradingBot:
     async def run(self):
         logger.info(f"봇 시작: {self.config.symbol}, 레버리지 {self.config.leverage}x")
         await self._recover_position()
+        balance = await self.exchange.get_balance()
+        self.risk.set_base_balance(balance)
+        logger.info(f"기준 잔고 설정: {balance:.2f} USDT (동적 증거금 비율 기준점)")
         await self.stream.start(
             api_key=self.config.api_key,
             api_secret=self.config.api_secret,

tests/test_config.py

@@ -6,16 +6,16 @@ from src.config import Config
 def test_config_loads_symbol():
     os.environ["SYMBOL"] = "XRPUSDT"
     os.environ["LEVERAGE"] = "10"
-    os.environ["RISK_PER_TRADE"] = "0.02"
     cfg = Config()
     assert cfg.symbol == "XRPUSDT"
     assert cfg.leverage == 10
-    assert cfg.risk_per_trade == 0.02
 
 
-def test_config_notion_keys():
+def test_config_dynamic_margin_params():
-    os.environ["NOTION_TOKEN"] = "secret_test"
+    os.environ["MARGIN_MAX_RATIO"] = "0.50"
-    os.environ["NOTION_DATABASE_ID"] = "db_test_id"
+    os.environ["MARGIN_MIN_RATIO"] = "0.20"
+    os.environ["MARGIN_DECAY_RATE"] = "0.0006"
     cfg = Config()
-    assert cfg.notion_token == "secret_test"
+    assert cfg.margin_max_ratio == 0.50
-    assert cfg.notion_database_id == "db_test_id"
+    assert cfg.margin_min_ratio == 0.20
+    assert cfg.margin_decay_rate == 0.0006