Crypto trading bot: engine, brokers, backtester, dashboard, deploy

FastAPI backend with a single-strategy async engine, paper and Binance
brokers, pure-python indicators, a backtester that shares the engine's
portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the
Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.

backend/app/engine/portfolio.py

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+from __future__ import annotations
+
+from dataclasses import dataclass
+
+from app.models import PositionSide
+
+# All functions here are pure and shared by the live engine and the backtester
+# so both compute cash, P&L and risk exits identically.
+
+
+@dataclass
+class OpenPosition:
+    """Lightweight position used by the backtester (the engine uses a DB row)."""
+
+    side: PositionSide
+    qty: float
+    entry_price: float
+    entry_fee: float = 0.0
+    stop_loss: float | None = None
+    take_profit: float | None = None
+    entry_ts: int = 0
+
+
+def apply_open(cash: float, side: PositionSide, qty: float, price: float, fee: float) -> float:
+    """Cash after opening a position (buying long / selling short)."""
+    notional = qty * price
+    if side == PositionSide.LONG:
+        return cash - notional - fee
+    return cash + notional - fee
+
+
+def apply_close(cash: float, side: PositionSide, qty: float, price: float, fee: float) -> float:
+    """Cash after closing a position (selling long / buying back short)."""
+    notional = qty * price
+    if side == PositionSide.LONG:
+        return cash + notional - fee
+    return cash - notional - fee
+
+
+def realized_pnl(
+    side: PositionSide,
+    entry_price: float,
+    exit_price: float,
+    qty: float,
+    entry_fee: float,
+    exit_fee: float,
+) -> float:
+    gross = (
+        (exit_price - entry_price) * qty
+        if side == PositionSide.LONG
+        else (entry_price - exit_price) * qty
+    )
+    return gross - entry_fee - exit_fee
+
+
+def unrealized_pnl(side: PositionSide, entry_price: float, mark: float, qty: float) -> float:
+    if side == PositionSide.LONG:
+        return (mark - entry_price) * qty
+    return (entry_price - mark) * qty
+
+
+def position_value(side: PositionSide, qty: float, mark: float) -> float:
+    """Mark-to-market value of the position as an asset (negative for shorts)."""
+    return qty * mark if side == PositionSide.LONG else -qty * mark
+
+
+def account_equity(cash: float, side: PositionSide, qty: float, mark: float) -> float:
+    return cash + position_value(side, qty, mark)
+
+
+def order_qty(equity: float, size: float, side: PositionSide, cash: float, price: float) -> float:
+    """Position size as a fraction of equity, capped by available cash for longs."""
+    if price <= 0:
+        return 0.0
+    size = max(0.0, min(size, 1.0))
+    notional = equity * size
+    if side == PositionSide.LONG:
+        notional = min(notional, cash * 0.99)
+    return notional / price
+
+
+def risk_exit(
+    side: PositionSide,
+    stop_loss: float | None,
+    take_profit: float | None,
+    high: float,
+    low: float,
+) -> tuple[str, float] | None:
+    """Return (reason, exit_price) if a stop/take level was hit within the bar."""
+    if side == PositionSide.LONG:
+        if stop_loss is not None and low <= stop_loss:
+            return "stop loss", stop_loss
+        if take_profit is not None and high >= take_profit:
+            return "take profit", take_profit
+    else:
+        if stop_loss is not None and high >= stop_loss:
+            return "stop loss", stop_loss
+        if take_profit is not None and low <= take_profit:
+            return "take profit", take_profit
+    return None