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/tests/test_engine.py

@@ -0,0 +1,110 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+import pytest
+
+from app.broker.paper import PaperBroker
+from app.config import Settings
+from app.engine.engine import TradingEngine
+from app.engine.strategies.base import Strategy, StrategyContext
+from app.market.fake import FakeMarketData
+from app.models import OrderSide, PositionSide
+from app.schemas import Candle
+from app.store import Store
+
+
+class ToggleStrategy(Strategy):
+    key: ClassVar[str] = "test_toggle"
+    name: ClassVar[str] = "Toggle"
+    default_params: ClassVar[dict] = {}
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        if ctx.is_flat:
+            ctx.enter_long(size=0.5)
+        else:
+            ctx.close()
+
+
+def build_engine(settings: Settings, store: Store, market: FakeMarketData) -> TradingEngine:
+    return TradingEngine(
+        feed=market,
+        broker=PaperBroker(fee_bps=0, slippage_bps=0),
+        store=store,
+        settings=settings,
+    )
+
+
+async def test_manual_open_and_close_pnl(settings: Settings, store: Store) -> None:
+    market = FakeMarketData.from_closes([100.0])
+    engine = build_engine(settings, store, market)
+    engine.symbol = "BTC/USDT"
+    engine.last_price = 100.0
+
+    await engine.manual_order(OrderSide.BUY, qty=1.0, quote_amount=None, reason="test")
+    assert engine.position is not None
+    assert engine.cash == pytest.approx(9_900.0)
+    assert engine.equity == pytest.approx(10_000.0)
+
+    engine.last_price = 110.0
+    assert engine.equity == pytest.approx(10_010.0)
+    assert engine.unrealized_pnl == pytest.approx(10.0)
+
+    await engine.close_current_position()
+    assert engine.position is None
+    assert engine.realized_pnl == pytest.approx(10.0)
+    assert engine.cash == pytest.approx(10_010.0)
+
+
+async def test_stop_loss_exits_at_level(settings: Settings, store: Store) -> None:
+    market = FakeMarketData.from_closes([100.0])
+    engine = build_engine(settings, store, market)
+    engine.symbol = "BTC/USDT"
+    engine.last_price = 100.0
+
+    await engine._open_position(
+        PositionSide.LONG,
+        size=0.0,
+        stop_loss=95.0,
+        take_profit=120.0,
+        reason="entry",
+        qty_override=1.0,
+    )
+    await engine._check_risk(Candle(ts=0, open=100, high=101, low=94, close=96, volume=1))
+    assert engine.position is None
+    assert engine.realized_pnl == pytest.approx(-5.0)
+
+
+async def test_take_profit_exits_at_level(settings: Settings, store: Store) -> None:
+    market = FakeMarketData.from_closes([100.0])
+    engine = build_engine(settings, store, market)
+    engine.symbol = "BTC/USDT"
+    engine.last_price = 100.0
+
+    await engine._open_position(
+        PositionSide.LONG,
+        size=0.0,
+        stop_loss=95.0,
+        take_profit=110.0,
+        reason="entry",
+        qty_override=1.0,
+    )
+    await engine._check_risk(Candle(ts=0, open=100, high=111, low=100, close=109, volume=1))
+    assert engine.position is None
+    assert engine.realized_pnl == pytest.approx(10.0)
+
+
+async def test_tick_runs_strategy_and_opens_position(settings: Settings, store: Store) -> None:
+    market = FakeMarketData.from_closes([100.0, 100.0])
+    engine = build_engine(settings, store, market)
+    engine.strategy = ToggleStrategy()
+    engine.strategy_key = "test_toggle"
+    engine.symbol = "BTC/USDT"
+
+    await engine.tick()
+    assert engine.position is not None
+    assert engine.position.side == PositionSide.LONG
+
+    market.append(Candle(ts=99, open=110, high=110, low=110, close=110, volume=1))
+    await engine.tick()
+    assert engine.position is None