64f56806d2
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>
50 lines
1.5 KiB
Python
50 lines
1.5 KiB
Python
import asyncio
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from datetime import datetime, timedelta, timezone
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from dotenv import load_dotenv
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from loguru import logger
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from src.config import Config
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from src.bot import TradingBot
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from src.risk_manager import RiskManager
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from src.logger_setup import setup_logger
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load_dotenv()
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async def _daily_reset_loop(risk: RiskManager):
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"""매일 UTC 자정에 daily_pnl을 초기화한다."""
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while True:
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now = datetime.now(timezone.utc)
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next_midnight = (now + timedelta(days=1)).replace(
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hour=0, minute=0, second=0, microsecond=0,
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)
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await asyncio.sleep((next_midnight - now).total_seconds())
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risk.reset_daily()
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async def main():
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setup_logger(log_level="INFO")
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config = Config()
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risk = RiskManager(config)
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# 기준 잔고를 main에서 한 번만 설정 (경쟁 조건 방지)
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from src.exchange import BinanceFuturesClient
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exchange = BinanceFuturesClient(config, symbol=config.symbols[0])
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balance = await exchange.get_balance()
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risk.set_base_balance(balance)
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logger.info(f"기준 잔고 설정: {balance:.2f} USDT")
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bots = []
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for symbol in config.symbols:
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bot = TradingBot(config, symbol=symbol, risk=risk)
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bots.append(bot)
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logger.info(f"멀티심볼 봇 시작: {config.symbols} ({len(bots)}개 인스턴스)")
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await asyncio.gather(
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*[bot.run() for bot in bots],
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_daily_reset_loop(risk),
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)
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if __name__ == "__main__":
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asyncio.run(main())
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