feature/multi-symbol-trading #5

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gihyeon merged 8 commits from feature/multi-symbol-trading into main 2026-03-05 23:38:22 +09:00
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@@ -1,5 +1,6 @@
import asyncio
from collections import deque
from pathlib import Path
import pandas as pd
from loguru import logger
from src.config import Config
@@ -20,7 +21,19 @@ class TradingBot:
self.exchange = BinanceFuturesClient(config, symbol=self.symbol)
self.notifier = DiscordNotifier(config.discord_webhook_url)
self.risk = risk or RiskManager(config)
self.ml_filter = MLFilter(threshold=config.ml_threshold)
# 심볼별 모델 디렉토리. 없으면 기존 models/ 루트로 폴백
symbol_model_dir = Path(f"models/{self.symbol.lower()}")
if symbol_model_dir.exists():
onnx_path = str(symbol_model_dir / "mlx_filter.weights.onnx")
lgbm_path = str(symbol_model_dir / "lgbm_filter.pkl")
else:
onnx_path = "models/mlx_filter.weights.onnx"
lgbm_path = "models/lgbm_filter.pkl"
self.ml_filter = MLFilter(
onnx_path=onnx_path,
lgbm_path=lgbm_path,
threshold=config.ml_threshold,
)
self.current_trade_side: str | None = None # "LONG" | "SHORT"
self._entry_price: float | None = None
self._entry_quantity: float | None = None