5. Add daily PnL reset loop — UTC midnight auto-reset via
_daily_reset_loop in main.py, prevents stale daily_pnl accumulation
6. Fix set_base_balance race condition — call once in main.py before
spawning bots, instead of each bot calling independently
7. Remove realized_pnl != 0 from close detection — prevents entry
orders with small rp values being misclassified as closes
8. Rename xrp_btc_rs/xrp_eth_rs → primary_btc_rs/primary_eth_rs —
generic column names for multi-symbol support (dataset_builder,
ml_features, and tests updated consistently)
9. Replace asyncio.get_event_loop() → get_running_loop() — fixes
DeprecationWarning on Python 3.10+
10. Parallelize candle preload — asyncio.gather for all symbols
instead of sequential REST calls, ~3x faster startup
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
1. Margin ratio calculated on per_symbol_balance instead of total balance
— previously amplified margin reduction by num_symbols factor
2. Replace Algo Order API (algoType=CONDITIONAL) with standard
futures_create_order for SL/TP — algo API is for VP/TWAP, not
conditional orders; SL/TP may have silently failed
3. Fallback PnL (SYNC close) now sums all recent income rows instead
of using only the last entry — prevents daily_pnl corruption in
multi-fill scenarios
4. Explicit state transition in _close_and_reenter — clear local
position state after close order to prevent race with User Data
Stream callback on position count
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
