From fe9690698a92affe1d840574f1b2553b00de3902 Mon Sep 17 00:00:00 2001
From: 21in7 <skawksmsduzo@gmail.com>
Date: Sun, 1 Mar 2026 20:37:46 +0900
Subject: [PATCH] feat: add get_dynamic_margin_ratio to RiskManager

Made-with: Cursor
---
 src/risk_manager.py        | 11 +++++++++
 tests/test_risk_manager.py | 49 +++++++++++++++++++++++++++++++++++++-
 2 files changed, 59 insertions(+), 1 deletion(-)

diff --git a/src/risk_manager.py b/src/risk_manager.py
index d907ed1..480bb34 100644
--- a/src/risk_manager.py
+++ b/src/risk_manager.py
@@ -34,3 +34,14 @@ class RiskManager:
         """매일 자정 초기화"""
         self.daily_pnl = 0.0
         logger.info("일일 PnL 초기화")
+
+    def set_base_balance(self, balance: float) -> None:
+        """봇 시작 시 기준 잔고 설정 (동적 비율 계산 기준점)"""
+        self.initial_balance = balance
+
+    def get_dynamic_margin_ratio(self, balance: float) -> float:
+        """잔고에 따라 선형 감소하는 증거금 비율 반환"""
+        ratio = self.config.margin_max_ratio - (
+            (balance - self.initial_balance) * self.config.margin_decay_rate
+        )
+        return max(self.config.margin_min_ratio, min(self.config.margin_max_ratio, ratio))
diff --git a/tests/test_risk_manager.py b/tests/test_risk_manager.py
index ae61196..0aa06be 100644
--- a/tests/test_risk_manager.py
+++ b/tests/test_risk_manager.py
@@ -11,7 +11,6 @@ def config():
         "BINANCE_API_SECRET": "s",
         "SYMBOL": "XRPUSDT",
         "LEVERAGE": "10",
-        "RISK_PER_TRADE": "0.02",
     })
     return Config()
 
@@ -34,3 +33,51 @@ def test_position_size_capped(config):
     rm = RiskManager(config, max_daily_loss_pct=0.05)
     rm.open_positions = ["pos1", "pos2", "pos3"]
     assert rm.can_open_new_position() is False
+
+
+# --- 동적 증거금 비율 테스트 ---
+
+@pytest.fixture
+def dynamic_config():
+    c = Config()
+    c.margin_max_ratio = 0.50
+    c.margin_min_ratio = 0.20
+    c.margin_decay_rate = 0.0006
+    return c
+
+
+@pytest.fixture
+def risk(dynamic_config):
+    r = RiskManager(dynamic_config)
+    r.set_base_balance(22.0)
+    return r
+
+
+def test_set_base_balance(risk):
+    assert risk.initial_balance == 22.0
+
+
+def test_ratio_at_base_balance(risk):
+    """기준 잔고에서 최대 비율(50%) 반환"""
+    ratio = risk.get_dynamic_margin_ratio(22.0)
+    assert ratio == pytest.approx(0.50, abs=1e-6)
+
+
+def test_ratio_decreases_as_balance_grows(risk):
+    """잔고가 늘수록 비율 감소"""
+    ratio_100 = risk.get_dynamic_margin_ratio(100.0)
+    ratio_300 = risk.get_dynamic_margin_ratio(300.0)
+    assert ratio_100 < 0.50
+    assert ratio_300 < ratio_100
+
+
+def test_ratio_clamped_at_min(risk):
+    """잔고가 매우 커도 최소 비율(20%) 이하로 내려가지 않음"""
+    ratio = risk.get_dynamic_margin_ratio(10000.0)
+    assert ratio == pytest.approx(0.20, abs=1e-6)
+
+
+def test_ratio_clamped_at_max(risk):
+    """잔고가 기준보다 작아도 최대 비율(50%) 초과하지 않음"""
+    ratio = risk.get_dynamic_margin_ratio(5.0)
+    assert ratio == pytest.approx(0.50, abs=1e-6)