Commit Graph

8 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
c6c60b274c fix: use dynamic quantity/price precision per symbol from exchange info
Hardcoded round(qty, 1) caused -1111 Precision errors for TRXUSDT and
DOGEUSDT (stepSize=1, requires integers). Now lazily loads quantityPrecision
and pricePrecision from Binance futures_exchange_info per symbol. SL/TP
prices also use symbol-specific precision instead of hardcoded 4 decimals.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 13:07:23 +09:00
21in7
2e09f5340a feat: exchange client accepts explicit symbol parameter, removes config.symbol dependency
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 23:07:44 +09:00
21in7
448b3e016b feat: add OI history deque, cold start init, and derived features to bot runtime
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-04 20:17:37 +09:00
21in7
2b315ad6d7 feat: add get_open_interest and get_funding_rate to BinanceFuturesClient
Made-with: Cursor
2026-03-02 13:46:25 +09:00
21in7
795689ac49 feat: replace risk_per_trade with margin_ratio in calculate_quantity
Made-with: Cursor
2026-03-01 20:38:18 +09:00
21in7
a90618896d feat: 엔트리포인트 및 로깅 설정 완료, 테스트 mock 개선
Made-with: Cursor
2026-03-01 12:54:21 +09:00
21in7
b1a7632bbe feat: BinanceFuturesClient 구현
Made-with: Cursor
2026-03-01 12:49:26 +09:00