feat: enhance trading bot functionality and documentation

- Updated README.md to reflect new features including dynamic margin ratio, model hot-reload, and multi-symbol streaming.
- Modified bot logic to ensure raw signals are passed to the `_close_and_reenter` method, even when the ML filter is loaded.
- Introduced a new script `run_tests.sh` for streamlined test execution.
- Improved test coverage for signal processing and re-entry logic, ensuring correct behavior under various conditions.
This commit is contained in:
21in7
2026-03-02 01:51:53 +09:00
parent 9ec78d76bd
commit c89374410e
4 changed files with 175 additions and 66 deletions

View File

@@ -79,6 +79,8 @@ async def test_close_and_reenter_calls_open_when_ml_passes(config, sample_df):
bot._close_position = AsyncMock()
bot._open_position = AsyncMock()
bot.risk = MagicMock()
bot.risk.can_open_new_position.return_value = True
bot.ml_filter = MagicMock()
bot.ml_filter.is_model_loaded.return_value = True
bot.ml_filter.should_enter.return_value = True
@@ -154,3 +156,35 @@ async def test_process_candle_calls_close_and_reenter_on_reverse_signal(config,
bot._close_and_reenter.assert_awaited_once()
call_args = bot._close_and_reenter.call_args
assert call_args.args[1] == "SHORT"
@pytest.mark.asyncio
async def test_process_candle_passes_raw_signal_to_close_and_reenter_even_if_ml_loaded(config, sample_df):
"""포지션 보유 시 ML 필터가 로드되어 있어도 process_candle은 raw signal을 _close_and_reenter에 전달한다."""
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 = True # 모델 로드됨
bot.ml_filter.should_enter.return_value = False # ML이 차단하더라도
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"
MockInd.return_value = mock_ind
await bot.process_candle(sample_df)
# ML 필터가 차단해도 _close_and_reenter는 호출되어야 한다 (ML 재평가는 내부에서)
bot._close_and_reenter.assert_awaited_once()
call_args = bot._close_and_reenter.call_args
assert call_args.args[1] == "SHORT"
# process_candle에서 ml_filter.should_enter가 호출되지 않아야 한다
bot.ml_filter.should_enter.assert_not_called()