Add Supertrend and VWAP strategies plus a short-side example

- New indicators: vwap (rolling/cumulative) and supertrend (line + direction),
  exposed on StrategyContext.
- New strategies: supertrend (flip-based, optional shorts), vwap_reversion
  (mean reversion below a rolling VWAP) and ema_cross_short (short-side
  example, mirroring the long EMA cross). 10 strategies total.
- Adds indicator and strategy tests; smoke-tested all three on live BTC/USDT
  5m data.

backend/tests/test_new_indicators.py

@@ -0,0 +1,120 @@
+from __future__ import annotations
+
+import pytest
+
+from app.engine.indicators import supertrend, vwap
+from app.engine.strategies import get_strategy
+from app.engine.strategies.base import StrategyContext
+from app.models import PositionSide
+from app.schemas import Candle
+
+
+def candles(closes: list[float], volume: float = 1.0) -> list[Candle]:
+    return [
+        Candle(ts=i, open=c, high=c * 1.001, low=c * 0.999, close=c, volume=volume)
+        for i, c in enumerate(closes)
+    ]
+
+
+def ctx(closes: list[float], volume: float = 1.0, position=None) -> StrategyContext:
+    cs = candles(closes, volume)
+    return StrategyContext(candles=cs, position=position, equity=1000.0, cash=1000.0)
+
+
+# --- indicators -----------------------------------------------------------
+def test_vwap_equals_typical_price_when_flat() -> None:
+    cs = candles([100.0, 100.0, 100.0])
+    series = vwap(cs)
+    # Typical price equals the close for symmetric high/low here only if equal;
+    # with high/low spread the VWAP is the volume-weighted typical price.
+    assert series[-1] is not None
+    assert series[-1] == pytest.approx(100.0, abs=0.5)
+
+
+def test_vwap_weights_by_volume() -> None:
+    cs = [
+        Candle(ts=0, open=100, high=100, low=100, close=100, volume=1),
+        Candle(ts=1, open=200, high=200, low=200, close=200, volume=3),
+    ]
+    series = vwap(cs)
+    assert series[-1] == pytest.approx((100 * 1 + 200 * 3) / 4)
+
+
+def test_vwap_rolling_window() -> None:
+    cs = [
+        Candle(ts=0, open=100, high=100, low=100, close=100, volume=1),
+        Candle(ts=1, open=100, high=100, low=100, close=100, volume=1),
+        Candle(ts=2, open=200, high=200, low=200, close=200, volume=1),
+    ]
+    series = vwap(cs, period=2)
+    assert series[0] is None
+    assert series[1] == pytest.approx(100.0)
+    assert series[2] == pytest.approx(150.0)
+
+
+def test_supertrend_direction_flips() -> None:
+    rising = [float(i) for i in range(1, 60)]
+    _, up_rising = supertrend(candles(rising), 10, 3.0)
+    assert up_rising[-1] is True
+
+    falling = [float(i) for i in range(60, 1, -1)]
+    _, up_falling = supertrend(candles(falling), 10, 3.0)
+    assert up_falling[-1] is False
+
+
+def test_supertrend_line_trails_price() -> None:
+    rising = [float(i) for i in range(1, 60)]
+    line, up = supertrend(candles(rising), 10, 3.0)
+    assert line[-1] is not None and up[-1] is True
+    assert line[-1] < rising[-1]  # the stop sits below price in an uptrend
+
+
+# --- strategies -----------------------------------------------------------
+def test_new_strategies_registered() -> None:
+    from app.engine.strategies import list_strategies
+
+    keys = {c.key for c in list_strategies()}
+    assert {"supertrend", "vwap_reversion", "ema_cross_short"} <= keys
+
+
+def test_ema_cross_short_opens_a_short() -> None:
+    strategy = get_strategy("ema_cross_short")({"fast": 2, "slow": 4, "atr_stop_mult": 0})
+    # Fast EMA above the slow then crossing below: mirror of the long case.
+    c = ctx([10, 10, 10, 10, 10, 10, 10, 10, 13, 11, 8])
+    strategy.on_candle(c)
+    intents = c.take_intents()
+    assert intents and intents[0].action == "enter_short"
+    assert intents[0].stop_loss is None
+
+
+def test_ema_cross_short_covers_on_cross_up() -> None:
+    from app.models import Position
+
+    strategy = get_strategy("ema_cross_short")({"fast": 2, "slow": 4, "atr_stop_mult": 0})
+    position = Position(
+        strategy_key="ema_cross_short",
+        symbol="BTC/USDT",
+        side=PositionSide.SHORT,
+        qty=1.0,
+        entry_price=100.0,
+    )
+    c = ctx([10, 10, 10, 10, 10, 10, 10, 10, 7, 9, 12], position=position)
+    strategy.on_candle(c)
+    intents = c.take_intents()
+    assert intents and intents[0].action == "close"
+
+
+def test_vwap_reversion_runs_without_error() -> None:
+    strategy = get_strategy("vwap_reversion")({"period": 5, "deviation_pct": 0.01})
+    c = ctx([100, 100, 100, 100, 100, 90])
+    strategy.on_candle(c)
+    intents = c.take_intents()
+    assert intents and intents[0].action == "enter_long"
+
+
+def test_supertrend_runs_without_error() -> None:
+    strategy = get_strategy("supertrend")({})
+    c = ctx([100 + i for i in range(40)])
+    strategy.on_candle(c)
+    # No assertion on intents (depends on the flip); just must not raise.
+    assert isinstance(c.take_intents(), list)