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
181f82d3c0 fix: address critical code review issues (PnL double recording, sync HTTP, race conditions)
- fix(bot): prevent PnL double recording in _close_and_reenter using asyncio.Event
- fix(bot): prevent SYNC detection PnL duplication with _close_handled_by_sync flag
- fix(notifier): move sync HTTP call to background thread via run_in_executor
- fix(risk_manager): make is_trading_allowed async with lock for thread safety
- fix(exchange): cache exchange info at class level (1 API call for all symbols)
- fix(exchange): use `is not None` instead of truthy check for price/stop_price
- refactor(backtester): extract _calc_trade_stats to eliminate code duplication
- fix(ml_features): apply rolling z-score to OI/funding rate in serving (train-serve skew)
- fix(bot): use config.correlation_symbols instead of hardcoded BTCUSDT/ETHUSDT
- fix(bot): expand OI/funding history deque to 96 for z-score window
- cleanup(config): remove unused stop_loss_pct, take_profit_pct, trailing_stop_pct fields

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-19 23:03:52 +09:00
21in7
9318fb887e feat: shared RiskManager with async lock, same-direction limit, per-symbol tracking
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 23:06:41 +09:00
21in7
fe9690698a feat: add get_dynamic_margin_ratio to RiskManager
Made-with: Cursor
2026-03-01 20:37:46 +09:00
21in7
4bab4cdba3 feat: 리스크 매니저 구현 (일일 손실 한도, 포지션 수 제한)
Made-with: Cursor
2026-03-01 12:52:05 +09:00