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.
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from __future__ import annotations
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from typing import ClassVar
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from app.engine.indicators import sma
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from app.engine.strategies.base import Strategy, StrategyContext, register
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from app.models import PositionSide
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@register
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class SmaCross(Strategy):
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"""Classic moving-average crossover, long-only."""
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key: ClassVar[str] = "sma_cross"
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name: ClassVar[str] = "SMA Crossover"
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description: ClassVar[str] = (
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"Open a long position when the fast SMA crosses above the slow SMA, "
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"close it when the fast SMA crosses back below."
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)
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default_params: ClassVar[dict] = {"fast": 10, "slow": 30, "size": 1.0}
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param_help: ClassVar[dict] = {
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"fast": "Fast SMA period",
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"slow": "Slow SMA period",
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"size": "Fraction of equity to allocate per trade",
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}
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param_bounds: ClassVar[dict] = {"fast": (2, 200), "slow": (3, 400), "size": (0.01, 1.0)}
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def on_candle(self, ctx: StrategyContext) -> None:
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fast_period = int(self.params["fast"])
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slow_period = int(self.params["slow"])
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closes = ctx.closes
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if len(closes) < slow_period + 2:
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return
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fast = sma(closes, fast_period)
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slow = sma(closes, slow_period)
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f_prev, f_now = fast[-2], fast[-1]
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s_prev, s_now = slow[-2], slow[-1]
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if None in (f_prev, f_now, s_prev, s_now):
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return
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crossed_up = f_prev <= s_prev and f_now > s_now
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crossed_down = f_prev >= s_prev and f_now < s_now
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if ctx.is_flat and crossed_up:
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ctx.enter_long(size=float(self.params["size"]), reason="fast SMA crossed above slow")
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elif ctx.side == PositionSide.LONG and crossed_down:
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ctx.close(reason="fast SMA crossed below slow")
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