feat: implement BTC/ETH correlation features for improved model accuracy

- Added a new design document outlining the integration of BTC/ETH candle data as additional features in the XRP ML filter, enhancing prediction accuracy.
- Introduced `MultiSymbolStream` for combined WebSocket data retrieval of XRP, BTC, and ETH.
- Expanded feature set from 13 to 21 by including 8 new BTC/ETH-related features.
- Updated various scripts and modules to support the new feature set and data handling.
- Enhanced training and deployment scripts to accommodate the new dataset structure.

This commit lays the groundwork for improved model performance by leveraging the correlation between BTC and ETH with XRP.

src/bot.py

@@ -3,7 +3,7 @@ from loguru import logger
 from src.config import Config
 from src.exchange import BinanceFuturesClient
 from src.indicators import Indicators
-from src.data_stream import KlineStream
+from src.data_stream import MultiSymbolStream
 from src.notifier import DiscordNotifier
 from src.risk_manager import RiskManager
 from src.ml_filter import MLFilter
@@ -18,16 +18,18 @@ class TradingBot:
         self.risk = RiskManager(config)
         self.ml_filter = MLFilter()
         self.current_trade_side: str | None = None  # "LONG" | "SHORT"
-        self.stream = KlineStream(
-            symbol=config.symbol,
+        self.stream = MultiSymbolStream(
+            symbols=[config.symbol, "BTCUSDT", "ETHUSDT"],
             interval="1m",
             on_candle=self._on_candle_closed,
         )
 
     def _on_candle_closed(self, candle: dict):
-        df = self.stream.get_dataframe()
-        if df is not None:
-            asyncio.create_task(self.process_candle(df))
+        xrp_df = self.stream.get_dataframe(self.config.symbol)
+        btc_df = self.stream.get_dataframe("BTCUSDT")
+        eth_df = self.stream.get_dataframe("ETHUSDT")
+        if xrp_df is not None:
+            asyncio.create_task(self.process_candle(xrp_df, btc_df=btc_df, eth_df=eth_df))
 
     async def _recover_position(self) -> None:
         """재시작 시 바이낸스에서 현재 포지션을 조회하여 상태 복구."""
@@ -47,7 +49,7 @@ class TradingBot:
         else:
             logger.info("기존 포지션 없음 - 신규 진입 대기")
 
-    async def process_candle(self, df):
+    async def process_candle(self, df, btc_df=None, eth_df=None):
         if not self.risk.is_trading_allowed():
             logger.warning("리스크 한도 초과 - 거래 중단")
             return
@@ -57,7 +59,7 @@ class TradingBot:
         signal = ind.get_signal(df_with_indicators)
 
         if signal != "HOLD" and self.ml_filter.is_model_loaded():
-            features = build_features(df_with_indicators, signal)
+            features = build_features(df_with_indicators, signal, btc_df=btc_df, eth_df=eth_df)
             if not self.ml_filter.should_enter(features):
                 logger.info(f"ML 필터 차단: {signal} 신호 무시")
                 signal = "HOLD"