Commit Graph

5 Commits

Author SHA1 Message Date
21in7
41b0aa3f28 fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)
Critical:
- #2: Add _entry_lock in RiskManager to serialize concurrent entry (balance race)
- #3: Add startTime to get_recent_income + record _entry_time_ms (SYNC PnL fix)

Important:
- #1: Add threading.Lock + _run_api() helper for thread-safe Client access
- #4: Convert reset_daily to async with lock
- #8: Add 24h TTL to exchange_info_cache

Minor:
- #7: Remove duplicate Indicators creation in _open_position (use ATR directly)
- #11: Add input validation for LEVERAGE, MARGIN ratios, ML_THRESHOLD
- #12: Replace hardcoded corr[0]/corr[1] with dict-based dynamic access
- #14: Add fillna(0.0) to LightGBM path for NaN consistency with ONNX

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-21 17:26:15 +09:00
21in7
f14c521302 fix: critical bugs — double fee, SL/TP atomicity, PnL race, graceful shutdown
C5: Remove duplicate entry_fee deduction in backtester (balance and net_pnl)
C1: Add SL/TP retry (3x) with emergency market close on final failure
C3: Add _close_lock to prevent PnL double recording between callback and monitor
C8: Add SIGTERM/SIGINT handler with per-symbol order cancellation before exit

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-19 23:55:14 +09:00
21in7
64f56806d2 fix: resolve 6 warning issues from code review
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>
2026-03-16 22:44:40 +09:00
21in7
7acbdca3f4 feat: main.py spawns per-symbol TradingBot instances with shared RiskManager
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 23:13:52 +09:00
21in7
a90618896d feat: 엔트리포인트 및 로깅 설정 완료, 테스트 mock 개선
Made-with: Cursor
2026-03-01 12:54:21 +09:00