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feat: implement multi-symbol dashboard with updated data handling

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- Added support for multi-symbol trading (XRP, TRX, DOGE) in the dashboard.
- Updated bot log messages to include [SYMBOL] prefix for better tracking.
- Enhanced log parser for multi-symbol state tracking and updated database schema.
- Introduced new API endpoints and UI components for symbol filtering and display.
- Added new model files and backtest results for multi-symbol strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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21in7
2026-03-06 23:43:41 +09:00
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# Multi-Symbol Dashboard Design
## 배경
멀티심볼 트레이딩(XRP, TRX, DOGE) 지원 이후 대시보드가 단일 심볼 기준으로 되어있어 수정 필요. 봇 로그 형식 통일, 파서/DB/API/UI 전체 레이어 변경.
## 접근 방식
**A안 채택**: 기존 단일 DB에 `symbol` 컬럼 추가. 대시보드 DB는 로그 파싱으로 재생성 가능하므로 초기화 비용 없음.
## 1. 봇 로그 수정
모든 핵심 로그에 `[SYMBOL]` 프리픽스를 일관되게 추가.
변경 대상 (`src/bot.py`):
- `신호: {signal} | 현재가:` → `[{self.symbol}] 신호: ...`
- `{signal} 진입: 가격=` → `[{self.symbol}] {signal} 진입: ...`
- `기존 포지션 복구:` → `[{self.symbol}] 기존 포지션 복구: ...`
- `기준 잔고 설정:` → `[{self.symbol}] 기준 잔고 설정: ...`
- `포지션 청산(...)` → `[{self.symbol}] 포지션 청산(...)`
- `OI=..., OI변화율=...` → `[{self.symbol}] OI=...` (debug→info로 변경 또는 그대로 debug 유지)
변경 대상 (`src/user_data_stream.py`):
- `청산 감지({reason}):` → `[{self.symbol}] 청산 감지({reason}): ...`
이미 `[{self.symbol}]`이 있는 로그는 그대로 유지.
## 2. Log Parser (`log_parser.py`)
### 정규식 변경
모든 패턴에 `\[(?P<symbol>\w+)\]` 프리픽스 추가:
```python
"signal": re.compile(
r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
r".*\[(?P<symbol>\w+)\] 신호: (?P<signal>\w+) \| 현재가: (?P<price>[\d.]+) USDT"
),
```
### 상태 추적 멀티심볼 대응
- `_current_position: dict` → `_current_positions: dict[str, dict]` (심볼별)
- `_pending_candle: dict` → `_pending_candles: dict[str, dict[str, dict]]` (심볼별 타임스탬프별)
- `_bot_config["symbol"]` 제거, 정규식에서 심볼 직접 파싱
### 핸들러 변경
**`_handle_entry`**: symbol을 정규식에서 직접 받음. 중복 체크를 `symbol+direction` 기준으로.
**`_handle_close`**: `WHERE status='OPEN' AND symbol=?`로 해당 심볼만 닫음.
### bot_status 키 형식
- 심볼별: `{symbol}:current_price`, `{symbol}:position_status`, `{symbol}:current_signal` 등
- 전역: `balance`, `ml_threshold` 그대로
## 3. DB 스키마 변경
### candles 테이블
```sql
CREATE TABLE candles (
id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT NOT NULL,
ts TEXT NOT NULL,
price REAL NOT NULL,
signal TEXT,
adx REAL,
oi REAL,
oi_change REAL,
funding_rate REAL,
UNIQUE(symbol, ts)
);
CREATE INDEX idx_candles_symbol_ts ON candles(symbol, ts);
```
### daily_pnl 테이블
```sql
CREATE TABLE daily_pnl (
symbol TEXT NOT NULL,
date TEXT NOT NULL,
cumulative_pnl REAL DEFAULT 0,
trade_count INTEGER DEFAULT 0,
wins INTEGER DEFAULT 0,
losses INTEGER DEFAULT 0,
last_updated TEXT,
PRIMARY KEY(symbol, date)
);
```
### trades 테이블
기존 `symbol` 컬럼 있음. `DEFAULT 'XRPUSDT'` 제거, 파서에서 항상 명시적으로 심볼 전달.
### bot_status 테이블
스키마 변경 없음. 키 네이밍만 `{symbol}:{key}` 형태로 변경.
### 마이그레이션
`_init_db()`에서 `DROP TABLE IF EXISTS` → 재생성. 기존 데이터는 로그 재파싱으로 복구.
## 4. API (`dashboard_api.py`)
모든 엔드포인트에 `symbol` 쿼리 파라미터 추가. 없으면 전체.
### 변경 엔드포인트
| 엔드포인트 | 변경 |
|-----------|------|
| `GET /api/position` | 심볼별 OPEN 포지션 목록 반환. `{"positions": [...], "bot": {...}}` |
| `GET /api/trades` | `?symbol=` 필터 추가 |
| `GET /api/stats` | `?symbol=` 필터 추가 |
| `GET /api/daily` | `?symbol=` 필터 추가 |
| `GET /api/candles` | `?symbol=` 필수 파라미터 |
### 새 엔드포인트
```
GET /api/symbols → {"symbols": ["XRPUSDT", "TRXUSDT", "DOGEUSDT"]}
```
`bot_status`에서 `{symbol}:last_start` 키가 있는 심볼 목록 반환.
## 5. UI (`App.jsx`)
### 헤더
- "XRP/USDT" 하드코딩 제거 → `Live · 3 symbols`
- 오픈 포지션 카드를 심볼별 복수 표시 (가로 나열)
### 심볼 필터 탭
기존 탭(Overview/Trades/Chart) 위에 심볼 필터 추가: `ALL | XRP | TRX | DOGE`
- `/api/symbols`에서 동적 생성
- `ALL`: 전체 합산, 개별 심볼: 해당 심볼만
### Overview 탭
- `ALL`: 전체 합산 StatCard + 일별 PnL + 최근 거래(심볼 뱃지 표시)
- 개별 심볼: 해당 심볼만
### Trades 탭
- 선택된 심볼로 필터링
### Chart 탭
- `ALL` 선택 시 첫 번째 심볼 자동 선택 (캔들은 심볼별)
- 차트 제목 동적: `{SYMBOL}/USDT 15m 가격`
### 데이터 페칭
- `fetchAll`에서 선택된 심볼을 쿼리 파라미터로 전달
- 심볼 변경 시 즉시 리페치
## 6. 변경 범위 요약
| 레이어 | 파일 | 변경 |
|--------|------|------|
| 봇 | `src/bot.py` | 로그에 `[SYMBOL]` 프리픽스 추가 |
| 봇 | `src/user_data_stream.py` | 청산 로그에 `[SYMBOL]` 프리픽스 추가 |
| 파서 | `dashboard/api/log_parser.py` | 정규식, 상태 추적, 핸들러 멀티심볼 대응 |
| API | `dashboard/api/dashboard_api.py` | `symbol` 파라미터, `/api/symbols` |
| UI | `dashboard/ui/src/App.jsx` | 심볼 필터 탭, 복수 포지션, 동적 헤더 |
봇 이미지와 대시보드 이미지 모두 재빌드 필요.

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{
"config": {
"symbols": [
"XRPUSDT",
"TRXUSDT",
"DOGEUSDT"
],
"start": null,
"end": null,
"initial_balance": 1000.0,
"leverage": 10,
"fee_pct": 0.04,
"slippage_pct": 0.01,
"use_ml": true,
"ml_threshold": 0.55,
"max_daily_loss_pct": 0.05,
"max_positions": 3,
"max_same_direction": 2,
"margin_max_ratio": 0.5,
"margin_min_ratio": 0.2,
"margin_decay_rate": 0.0006,
"atr_sl_mult": 1.5,
"atr_tp_mult": 3.0,
"min_notional": 5.0
},
"summary": {
"total_trades": 15,
"total_pnl": 198.4051,
"return_pct": 19.84,
"win_rate": 53.33,
"avg_win": 32.5332,
"avg_loss": -8.8372,
"profit_factor": 4.21,
"max_drawdown_pct": 2.24,
"sharpe_ratio": 79.77,
"total_fees": 18.8564,
"close_reasons": {
"TAKE_PROFIT": 7,
"REVERSE_SIGNAL": 3,
"STOP_LOSS": 5
}
},
"trades": [
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-05-23 02:15:00+00:00",
"exit_time": "2025-05-23 04:30:00+00:00",
"entry_price": 2.470853,
"exit_price": 2.438268,
"quantity": 674.5,
"sl": 2.487145,
"tp": 2.438268,
"gross_pnl": 21.978348,
"entry_fee": 0.666636,
"exit_fee": 0.657845,
"net_pnl": 20.653867,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.5847,
"indicators": {
"rsi": 75.08406565689027,
"macd_hist": 0.004905452274126379,
"atr": 0.010861550575088958,
"adx": 21.704459542796908
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-05-30 00:45:00+00:00",
"exit_time": "2025-05-30 02:15:00+00:00",
"entry_price": 2.155015,
"exit_price": 2.207692,
"quantity": 770.0,
"sl": 2.128677,
"tp": 2.207692,
"gross_pnl": 40.56076,
"entry_fee": 0.663745,
"exit_fee": 0.679969,
"net_pnl": 39.217046,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.7602,
"indicators": {
"rsi": 13.158390769693794,
"macd_hist": -0.00797002840932291,
"atr": 0.01755877038478085,
"adx": 31.17699185815243
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-06-14 04:15:00+00:00",
"exit_time": "2025-06-14 08:15:00+00:00",
"entry_price": 2.164584,
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"quantity": 757.7,
"sl": 2.175701,
"tp": 2.142349,
"gross_pnl": -3.662267,
"entry_fee": 0.656042,
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"net_pnl": -4.975816,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.6115,
"indicators": {
"rsi": 69.92512937431012,
"macd_hist": 0.0026939087409630215,
"atr": 0.007411409293121909,
"adx": 20.278562659091943
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-08-14 12:30:00+00:00",
"exit_time": "2025-08-14 21:30:00+00:00",
"entry_price": 3.132487,
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"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8857,
"indicators": {
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"macd_hist": -0.0032317207367513617,
"atr": 0.032386907216145205,
"adx": 38.70665879423988
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-09-01 00:15:00+00:00",
"exit_time": "2025-09-01 02:45:00+00:00",
"entry_price": 2.750075,
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"gross_pnl": -9.985662,
"entry_fee": 0.644838,
"exit_fee": 0.640843,
"net_pnl": -11.271343,
"close_reason": "STOP_LOSS",
"ml_proba": 0.5754,
"indicators": {
"rsi": 20.77769666120342,
"macd_hist": -0.0054454742314916215,
"atr": 0.01135637668410908,
"adx": 32.97685850211662
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-10-05 19:00:00+00:00",
"exit_time": "2025-10-06 02:45:00+00:00",
"entry_price": 2.953995,
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"gross_pnl": 19.945579,
"entry_fee": 0.648225,
"exit_fee": 0.656203,
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"close_reason": "TAKE_PROFIT",
"ml_proba": 0.6037,
"indicators": {
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"macd_hist": -0.003579814992577557,
"atr": 0.012119078271027253,
"adx": 40.35268005132035
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-10-10 20:45:00+00:00",
"exit_time": "2025-10-10 21:00:00+00:00",
"entry_price": 2.49595,
"exit_price": 2.373231,
"quantity": 643.9,
"sl": 2.55731,
"tp": 2.373231,
"gross_pnl": 79.019141,
"entry_fee": 0.642857,
"exit_fee": 0.611249,
"net_pnl": 77.765034,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8864,
"indicators": {
"rsi": 17.950089434981262,
"macd_hist": -0.010381022790605134,
"atr": 0.0409065283069771,
"adx": 56.13982003832872
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-10-14 16:15:00+00:00",
"exit_time": "2025-10-15 02:15:00+00:00",
"entry_price": 2.508449,
"exit_price": 2.523552,
"quantity": 612.4,
"sl": 2.544104,
"tp": 2.437139,
"gross_pnl": -9.2492,
"entry_fee": 0.61447,
"exit_fee": 0.618169,
"net_pnl": -10.481839,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.5683,
"indicators": {
"rsi": 68.85343626442496,
"macd_hist": 0.010657476860447013,
"atr": 0.023769893751947626,
"adx": 39.4255156509299
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-10-27 16:00:00+00:00",
"exit_time": "2025-10-27 21:00:00+00:00",
"entry_price": 2.674233,
"exit_price": 2.623904,
"quantity": 578.8,
"sl": 2.699397,
"tp": 2.623904,
"gross_pnl": 29.129941,
"entry_fee": 0.619138,
"exit_fee": 0.607486,
"net_pnl": 27.903316,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.5625,
"indicators": {
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"macd_hist": 0.005634259928464551,
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"adx": 23.34205636197947
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-11-28 01:45:00+00:00",
"exit_time": "2025-11-28 05:30:00+00:00",
"entry_price": 2.171517,
"exit_price": 2.200054,
"quantity": 699.4,
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"gross_pnl": 19.958706,
"entry_fee": 0.607504,
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}
},
{
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"entry_time": "2025-12-19 13:15:00+00:00",
"exit_time": "2025-12-19 15:15:00+00:00",
"entry_price": 1.878712,
"exit_price": 1.889911,
"quantity": 796.9,
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"tp": 1.856315,
"gross_pnl": -8.924064,
"entry_fee": 0.598858,
"exit_fee": 0.602428,
"net_pnl": -10.12535,
"close_reason": "STOP_LOSS",
"ml_proba": 0.5945,
"indicators": {
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"macd_hist": -4.5929936914913816e-05,
"atr": 0.007465649526915487,
"adx": 40.69667585881617
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-12-25 22:45:00+00:00",
"exit_time": "2025-12-25 23:30:00+00:00",
"entry_price": 1.844884,
"exit_price": 1.836907,
"quantity": 818.5,
"sl": 1.836907,
"tp": 1.86084,
"gross_pnl": -6.529692,
"entry_fee": 0.604015,
"exit_fee": 0.601403,
"net_pnl": -7.735111,
"close_reason": "STOP_LOSS",
"ml_proba": 0.6099,
"indicators": {
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"macd_hist": -0.0022220637884117073,
"atr": 0.005318421811566107,
"adx": 20.682478174103885
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2026-01-17 15:00:00+00:00",
"exit_time": "2026-01-17 15:15:00+00:00",
"entry_price": 2.074093,
"exit_price": 2.080899,
"quantity": 732.6,
"sl": 2.080899,
"tp": 2.06048,
"gross_pnl": -4.986389,
"entry_fee": 0.607792,
"exit_fee": 0.609787,
"net_pnl": -6.203967,
"close_reason": "STOP_LOSS",
"ml_proba": 0.594,
"indicators": {
"rsi": 69.16433708427633,
"macd_hist": 0.0015812464458042678,
"atr": 0.004537618137465387,
"adx": 16.189151941493567
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2026-01-30 01:30:00+00:00",
"exit_time": "2026-01-30 02:15:00+00:00",
"entry_price": 1.743626,
"exit_price": 1.733473,
"quantity": 875.8,
"sl": 1.766432,
"tp": 1.698012,
"gross_pnl": 8.891376,
"entry_fee": 0.610827,
"exit_fee": 0.60727,
"net_pnl": 7.673278,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.6829,
"indicators": {
"rsi": 19.89605260729724,
"macd_hist": -0.003114826868995284,
"atr": 0.015204543588406344,
"adx": 20.39618087837
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2026-02-28 06:15:00+00:00",
"exit_time": "2026-02-28 06:30:00+00:00",
"entry_price": 1.331433,
"exit_price": 1.322797,
"quantity": 1141.2,
"sl": 1.322797,
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{
"name": "positive_fees",
"passed": true,
"level": "FAIL",
"message": "수수료 양수 확인"
},
{
"name": "no_negative_balance",
"passed": true,
"level": "FAIL",
"message": "잔고 양수 유지"
},
{
"name": "win_rate_high",
"passed": true,
"level": "WARNING",
"message": "승률 정상 (53.3%)"
},
{
"name": "win_rate_low",
"passed": true,
"level": "WARNING",
"message": "승률 정상 (53.3%)"
},
{
"name": "mdd_nonzero",
"passed": true,
"level": "WARNING",
"message": "MDD 정상 (3.6%)"
},
{
"name": "trade_frequency",
"passed": false,
"level": "WARNING",
"message": "월 평균 1.6건 < 5건 — 신호 생성 부족"
},
{
"name": "profit_factor_high",
"passed": true,
"level": "WARNING",
"message": "PF 정상 (4.96)"
}
]
}
}

729
results/xrpusdt/backtest_20260306_222616.json Normal file
View File

@@ -0,0 +1,729 @@
{
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"exit_fee": 1.265533,
"net_pnl": -31.961735,
"close_reason": "STOP_LOSS",
"ml_proba": 0.5054,
"indicators": {
"rsi": 73.1504226046038,
"macd_hist": 0.0014379189881605118,
"atr": 0.008495084124686957,
"adx": 16.57739949935574
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2026-02-28 06:15:00+00:00",
"exit_time": "2026-02-28 06:30:00+00:00",
"entry_price": 1.331433,
"exit_price": 1.322797,
"quantity": 2348.4,
"sl": 1.322797,
"tp": 1.348705,
"gross_pnl": -20.281139,
"entry_fee": 1.250695,
"exit_fee": 1.242583,
"net_pnl": -22.774416,
"close_reason": "STOP_LOSS",
"ml_proba": 0.7416,
"indicators": {
"rsi": 22.07257216583472,
"macd_hist": -0.0019878129960472814,
"atr": 0.005757434514952236,
"adx": 36.23941502849302
}
}
],
"validation": {
"overall": "FAIL",
"checks": [
{
"name": "exit_after_entry",
"passed": true,
"level": "FAIL",
"message": "모든 트레이드에서 청산 > 진입"
},
{
"name": "sl_tp_direction",
"passed": true,
"level": "FAIL",
"message": "SL/TP 방향 정합"
},
{
"name": "no_overlap",
"passed": true,
"level": "FAIL",
"message": "포지션 비중첩 확인"
},
{
"name": "positive_fees",
"passed": true,
"level": "FAIL",
"message": "수수료 양수 확인"
},
{
"name": "no_negative_balance",
"passed": true,
"level": "FAIL",
"message": "잔고 양수 유지"
},
{
"name": "win_rate_high",
"passed": true,
"level": "WARNING",
"message": "승률 정상 (44.4%)"
},
{
"name": "win_rate_low",
"passed": true,
"level": "WARNING",
"message": "승률 정상 (44.4%)"
},
{
"name": "mdd_nonzero",
"passed": true,
"level": "WARNING",
"message": "MDD 정상 (5.9%)"
},
{
"name": "trade_frequency",
"passed": false,
"level": "WARNING",
"message": "월 평균 2.6건 < 5건 — 신호 생성 부족"
},
{
"name": "profit_factor_high",
"passed": true,
"level": "WARNING",
"message": "PF 정상 (2.71)"
}
]
}
}

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