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/strategies/rsi_reversion.py

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+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class RsiReversion(Strategy):
+    """Buy oversold RSI, exit on overbought, with an ATR-based stop."""
+
+    key: ClassVar[str] = "rsi_reversion"
+    name: ClassVar[str] = "RSI Mean Reversion"
+    description: ClassVar[str] = (
+        "Enter long when RSI drops below the oversold level and exit when it rises "
+        "above the overbought level. Places an ATR-based stop loss and take profit."
+    )
+    default_params: ClassVar[dict] = {
+        "period": 14,
+        "oversold": 30.0,
+        "overbought": 70.0,
+        "atr_period": 14,
+        "atr_stop_mult": 2.0,
+        "atr_target_mult": 3.0,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "period": "RSI lookback period",
+        "oversold": "RSI level below which to buy",
+        "overbought": "RSI level above which to exit",
+        "atr_period": "ATR lookback for stop sizing",
+        "atr_stop_mult": "Stop distance as a multiple of ATR",
+        "atr_target_mult": "Take-profit distance as a multiple of ATR",
+        "size": "Fraction of equity to allocate per trade",
+    }
+    param_bounds: ClassVar[dict] = {
+        "period": (2, 100),
+        "oversold": (1, 50),
+        "overbought": (50, 99),
+        "atr_stop_mult": (0.5, 10.0),
+        "atr_target_mult": (0.5, 20.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        period = int(self.params["period"])
+        current = ctx.rsi(period)
+        if current is None:
+            return
+
+        if ctx.is_flat and current < float(self.params["oversold"]):
+            stop = target = None
+            atr_value = ctx.atr(int(self.params["atr_period"]))
+            if atr_value:
+                stop = ctx.price - float(self.params["atr_stop_mult"]) * atr_value
+                target = ctx.price + float(self.params["atr_target_mult"]) * atr_value
+            ctx.enter_long(
+                size=float(self.params["size"]),
+                stop_loss=stop,
+                take_profit=target,
+                reason=f"RSI {current:.1f} below oversold",
+            )
+        elif ctx.side == PositionSide.LONG and current > float(self.params["overbought"]):
+            ctx.close(reason=f"RSI {current:.1f} above overbought")