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feat: TradingBot accepts symbol and shared RiskManager, removes config.symbol dependency

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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-05 23:13:04 +09:00
parent 2e09f5340a
commit e7620248c7
2 changed files with 57 additions and 20 deletions
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40
src/bot.py
View File

@@ -14,11 +14,12 @@ from src.user_data_stream import UserDataStream
class TradingBot:
def __init__(self, config: Config):
def __init__(self, config: Config, symbol: str = None, risk: RiskManager = None):
self.config = config
self.exchange = BinanceFuturesClient(config)
self.symbol = symbol or config.symbol
self.exchange = BinanceFuturesClient(config, symbol=self.symbol)
self.notifier = DiscordNotifier(config.discord_webhook_url)
self.risk = RiskManager(config)
self.risk = risk or RiskManager(config)
self.ml_filter = MLFilter(threshold=config.ml_threshold)
self.current_trade_side: str | None = None # "LONG" | "SHORT"
self._entry_price: float | None = None
@@ -28,17 +29,17 @@ class TradingBot:
self._oi_history: deque = deque(maxlen=5)
self._latest_ret_1: float = 0.0
self.stream = MultiSymbolStream(
symbols=[config.symbol, "BTCUSDT", "ETHUSDT"],
symbols=[self.symbol] + config.correlation_symbols,
interval="15m",
on_candle=self._on_candle_closed,
)
async def _on_candle_closed(self, candle: dict):
xrp_df = self.stream.get_dataframe(self.config.symbol)
primary_df = self.stream.get_dataframe(self.symbol)
btc_df = self.stream.get_dataframe("BTCUSDT")
eth_df = self.stream.get_dataframe("ETHUSDT")
if xrp_df is not None:
await self.process_candle(xrp_df, btc_df=btc_df, eth_df=eth_df)
if primary_df is not None:
await self.process_candle(primary_df, btc_df=btc_df, eth_df=eth_df)
async def _recover_position(self) -> None:
"""재시작 시 바이낸스에서 현재 포지션을 조회하여 상태 복구."""
@@ -134,8 +135,8 @@ class TradingBot:
if position is None and raw_signal != "HOLD":
self.current_trade_side = None
if not self.risk.can_open_new_position():
logger.info("최대 포지션 수 도달")
if not await self.risk.can_open_new_position(self.symbol, raw_signal):
logger.info(f"[{self.symbol}] 포지션 오픈 불가")
return
signal = raw_signal
features = build_features(
@@ -163,12 +164,14 @@ class TradingBot:
async def _open_position(self, signal: str, df):
balance = await self.exchange.get_balance()
num_symbols = len(self.config.symbols)
per_symbol_balance = balance / num_symbols
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, margin_ratio=margin_ratio
balance=per_symbol_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}")
logger.info(f"[{self.symbol}] 포지션 크기: 잔고={per_symbol_balance:.2f}/{balance:.2f} USDT, 증거금비율={margin_ratio:.1%}, 수량={quantity}")
stop_loss, take_profit = Indicators(df).get_atr_stop(df, signal, price)
notional = quantity * price
@@ -190,11 +193,12 @@ class TradingBot:
"atr": float(last_row["atr"]) if "atr" in last_row.index and pd.notna(last_row["atr"]) else 0.0,
}
await self.risk.register_position(self.symbol, signal)
self.current_trade_side = signal
self._entry_price = price
self._entry_quantity = quantity
self.notifier.notify_open(
symbol=self.config.symbol,
symbol=self.symbol,
side=signal,
entry_price=price,
quantity=quantity,
@@ -245,10 +249,10 @@ class TradingBot:
estimated_pnl = self._calc_estimated_pnl(exit_price)
diff = net_pnl - estimated_pnl
self.risk.record_pnl(net_pnl)
await self.risk.close_position(self.symbol, net_pnl)
self.notifier.notify_close(
symbol=self.config.symbol,
symbol=self.symbol,
side=self.current_trade_side or "UNKNOWN",
close_reason=close_reason,
exit_price=exit_price,
@@ -317,8 +321,8 @@ class TradingBot:
try:
await self._close_position(position)
if not self.risk.can_open_new_position():
logger.info("최대 포지션 수 도달 — 재진입 건너뜀")
if not await self.risk.can_open_new_position(self.symbol, signal):
logger.info(f"[{self.symbol}] 최대 포지션 수 도달 — 재진입 건너뜀")
return
if self.ml_filter.is_model_loaded():
@@ -337,7 +341,7 @@ class TradingBot:
self._is_reentering = False
async def run(self):
logger.info(f"봇 시작: {self.config.symbol}, 레버리지 {self.config.leverage}x")
logger.info(f"[{self.symbol}] 봇 시작, 레버리지 {self.config.leverage}x")
await self._recover_position()
await self._init_oi_history()
balance = await self.exchange.get_balance()
@@ -345,7 +349,7 @@ class TradingBot:
logger.info(f"기준 잔고 설정: {balance:.2f} USDT (동적 증거금 비율 기준점)")
user_stream = UserDataStream(
symbol=self.config.symbol,
symbol=self.symbol,
on_order_filled=self._on_position_closed,
)

37
tests/test_bot.py
View File

@@ -37,6 +37,25 @@ def sample_df():
})
def test_bot_accepts_symbol_and_risk(config):
"""TradingBot이 symbol과 risk를 외부에서 주입받을 수 있다."""
from src.risk_manager import RiskManager
risk = RiskManager(config)
with patch("src.bot.BinanceFuturesClient"):
bot = TradingBot(config, symbol="TRXUSDT", risk=risk)
assert bot.symbol == "TRXUSDT"
assert bot.risk is risk
def test_bot_stream_uses_injected_symbol(config):
"""봇의 stream이 주입된 심볼을 primary로 사용한다."""
from src.risk_manager import RiskManager
risk = RiskManager(config)
with patch("src.bot.BinanceFuturesClient"):
bot = TradingBot(config, symbol="DOGEUSDT", risk=risk)
assert "dogeusdt" in bot.stream.buffers
def test_bot_uses_multi_symbol_stream(config):
from src.data_stream import MultiSymbolStream
with patch("src.bot.BinanceFuturesClient"):
@@ -64,6 +83,12 @@ async def test_bot_processes_signal(config, sample_df):
bot.exchange.calculate_quantity = MagicMock(return_value=100.0)
bot.exchange.MIN_NOTIONAL = 5.0
bot.risk = MagicMock()
bot.risk.is_trading_allowed.return_value = True
bot.risk.can_open_new_position = AsyncMock(return_value=True)
bot.risk.register_position = AsyncMock()
bot.risk.get_dynamic_margin_ratio.return_value = 0.50
with patch("src.bot.Indicators") as MockInd:
mock_ind = MagicMock()
mock_ind.calculate_all.return_value = sample_df
@@ -82,7 +107,7 @@ 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.risk.can_open_new_position = AsyncMock(return_value=True)
bot.ml_filter = MagicMock()
bot.ml_filter.is_model_loaded.return_value = True
bot.ml_filter.should_enter.return_value = True
@@ -102,6 +127,8 @@ async def test_close_and_reenter_skips_open_when_ml_blocks(config, sample_df):
bot._close_position = AsyncMock()
bot._open_position = AsyncMock()
bot.risk = MagicMock()
bot.risk.can_open_new_position = AsyncMock(return_value=True)
bot.ml_filter = MagicMock()
bot.ml_filter.is_model_loaded.return_value = True
bot.ml_filter.should_enter.return_value = False
@@ -122,7 +149,7 @@ async def test_close_and_reenter_skips_open_when_max_positions_reached(config, s
bot._close_position = AsyncMock()
bot._open_position = AsyncMock()
bot.risk = MagicMock()
bot.risk.can_open_new_position.return_value = False
bot.risk.can_open_new_position = AsyncMock(return_value=False)
position = {"positionAmt": "100", "entryPrice": "0.5", "markPrice": "0.52"}
await bot._close_and_reenter(position, "SHORT", sample_df)
@@ -206,6 +233,12 @@ async def test_process_candle_fetches_oi_and_funding(config, sample_df):
bot.exchange.get_open_interest = AsyncMock(return_value=5000000.0)
bot.exchange.get_funding_rate = AsyncMock(return_value=0.0001)
bot.risk = MagicMock()
bot.risk.is_trading_allowed.return_value = True
bot.risk.can_open_new_position = AsyncMock(return_value=True)
bot.risk.register_position = AsyncMock()
bot.risk.get_dynamic_margin_ratio.return_value = 0.50
# 신호를 LONG으로 강제해 build_features가 반드시 호출되도록 함
with patch("src.bot.Indicators") as mock_ind_cls:
mock_ind = MagicMock()