Add Binance Futures support (long and short)

- config.rs: add Instrument::market_kind() mapping exchange name to
  "spot"/"futures_um"/"futures_cm", and is_futures() helper
- swym.rs: submit_backtest() accepts market_kind param; passes it as
  instrument.kind in the RunConfig instead of hardcoding "spot"
- agent.rs: derive has_futures from instruments; pass to both
  system_prompt() and initial_prompt()
- prompts.rs:
  - system_prompt() accepts has_futures; injects FUTURES_SHORT_EXAMPLES
    (Example 5: EMA trend-following short with ATR stop) when true
  - Rewrite position-state anti-patterns to cover both spot (long-only)
    and futures (long + short) semantics
  - initial_prompt() accepts has_futures; labels market as "spot" or
    "futures" and passes flag through to starting instruction context

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/agent.rs

@@ -202,7 +202,8 @@ pub async fn run(cli: &Cli) -> Result<()> {
 
     // Load DSL schema for the system prompt
     let schema = include_str!("dsl-schema.json");
-    let system = prompts::system_prompt(schema, claude.family());
+    let has_futures = instruments.iter().any(|i| i.is_futures());
+    let system = prompts::system_prompt(schema, claude.family(), has_futures);
     info!("model family: {}", claude.family().name());
 
     // Resolve ledger path: explicit --ledger-file takes precedence, else <output_dir>/run_ledger.jsonl
@@ -225,7 +226,7 @@ pub async fn run(cli: &Cli) -> Result<()> {
 
         // Build the user prompt
         let user_msg = if iteration == 1 {
-            prompts::initial_prompt(&instrument_names, &available_intervals, prior_summary.as_deref())
+            prompts::initial_prompt(&instrument_names, &available_intervals, prior_summary.as_deref(), has_futures)
         } else {
             let results_text = history
                 .iter()
@@ -579,6 +580,7 @@ async fn run_single_backtest(
             &inst.symbol,
             &inst.base(),
             &inst.quote(),
+            inst.market_kind(),
             strategy,
             starts_at,
             finishes_at,

src/config.rs

@@ -174,4 +174,22 @@ impl Instrument {
         }
         "usdc".to_string()
     }
+
+    /// Instrument kind for the paper-run config `instrument.kind` field.
+    /// Derived from the exchange identifier (case-insensitive).
+    pub fn market_kind(&self) -> &'static str {
+        let e = self.exchange.to_ascii_lowercase();
+        if e.contains("futures_usd") || e.contains("futures_um") {
+            "futures_um"
+        } else if e.contains("futures_coin") || e.contains("futures_cm") {
+            "futures_cm"
+        } else {
+            "spot"
+        }
+    }
+
+    /// True when this instrument is traded on a futures market.
+    pub fn is_futures(&self) -> bool {
+        self.market_kind() != "spot"
+    }
 }

src/prompts.rs

@@ -4,7 +4,7 @@ use crate::config::ModelFamily;
 ///
 /// Accepts a `ModelFamily` so each family can receive tailored guidance
 /// while sharing the common DSL schema and strategy evaluation rules.
-pub fn system_prompt(dsl_schema: &str, family: &ModelFamily) -> String {
+pub fn system_prompt(dsl_schema: &str, family: &ModelFamily, has_futures: bool) -> String {
     let output_instructions = match family {
         ModelFamily::DeepSeekR1 => {
             "## Output format\n\n\
@@ -484,17 +484,84 @@ CRITICAL: `apply_func` uses `"input"`, not `"expr"`. Writing `"expr":` will be r
   intervals, the issue is signal logic, not timeframe — fix the signal before changing interval.
 - Don't create strategies with more than 5-6 conditions — overfitting risk
 - Don't ignore fees — a strategy needs to overcome 0.1% per round trip
-- Always gate buy rules with position state "flat" and sell rules with "long"
+- Spot markets are long-only: gate buy (entry) rules with state "flat" and sell (exit) rules with state "long". Never add a short-entry (sell when flat) rule on spot.
-- Never add a short-entry (sell when flat) rule — spot markets are long-only
+- Futures markets support both directions: long entry = buy when flat; long exit = sell when long; short entry = sell when flat; short exit (cover) = buy when short. Always include a stop-loss and time exit for both long and short legs.
 - Never use a placeholder string for `quantity` — `"ATR_SIZED"`, `"FULL_BALANCE"`, `"dynamic"`, etc. are all invalid and will be rejected.
 - `{{"method":"position_quantity"}}` is WRONG for exit rules — use `{{"kind":"position_quantity"}}` (see Quantity section above).
-"##
+{futures_examples}"##,
+        futures_examples = if has_futures { FUTURES_SHORT_EXAMPLES } else { "" },
     )
 }
 
+/// Short-entry and short-exit strategy examples, injected into the system prompt when
+/// futures instruments are present.
+const FUTURES_SHORT_EXAMPLES: &str = r##"
+
+### Example 5 — Futures short: EMA trend-following short with ATR stop
+
+On futures you can also short. Short entry = `"side": "sell"` when `"state": "flat"`;
+short exit (cover) = `"side": "buy"` when `"state": "short"`. Stop-loss for a short
+is price rising above entry, e.g. entry_price * 1.02. You may run long and short legs
+in the same strategy (4 rules total), or a short-only strategy (2 rules).
+
+```json
+{
+  "type": "rule_based",
+  "candle_interval": "4h",
+  "rules": [
+    {
+      "comment": "Short entry: EMA9 crosses below EMA21 while price is below EMA50 (downtrend)",
+      "when": {
+        "kind": "all_of",
+        "conditions": [
+          {"kind": "position", "state": "flat"},
+          {"kind": "ema_crossover", "fast_period": 9, "slow_period": 21, "direction": "below"},
+          {"kind": "ema_trend", "period": 50, "direction": "below"}
+        ]
+      },
+      "then": {"side": "sell", "quantity": {"method": "percent_of_balance", "percent": "10", "asset": "usdc"}}
+    },
+    {
+      "comment": "Short exit: EMA9 crosses back above EMA21, OR 2% stop-loss, OR 48-bar time exit",
+      "when": {
+        "kind": "all_of",
+        "conditions": [
+          {"kind": "position", "state": "short"},
+          {
+            "kind": "any_of",
+            "conditions": [
+              {"kind": "ema_crossover", "fast_period": 9, "slow_period": 21, "direction": "above"},
+              {
+                "kind": "compare",
+                "left": {"kind": "field", "field": "close"},
+                "op": ">",
+                "right": {"kind": "bin_op", "op": "mul", "left": {"kind": "entry_price"}, "right": {"kind": "literal", "value": "1.02"}}
+              },
+              {
+                "kind": "compare",
+                "left": {"kind": "bars_since_entry"},
+                "op": ">=",
+                "right": {"kind": "literal", "value": "48"}
+              }
+            ]
+          }
+        ]
+      },
+      "then": {"side": "buy", "quantity": {"kind": "position_quantity"}}
+    }
+  ]
+}
+```
+
+Key short-specific notes:
+- Stop-loss for short = close > entry_price * (1 + stop_pct), e.g. `* 1.02` for 2% stop
+- Take-profit for short = close < entry_price * (1 - target_pct), e.g. `* 0.97` for 3% target
+- Short exit uses `"side": "buy"` with `{"kind": "position_quantity"}` (same as long exit uses sell)
+- `percent_of_balance` for short entry uses `"usdc"` as the asset (the collateral currency)"##;
+
 /// Build the user message for the first iteration (no prior results).
 /// `prior_summary` contains a formatted summary of results from previous runs, if any.
-pub fn initial_prompt(instruments: &[String], candle_intervals: &[String], prior_summary: Option<&str>) -> String {
+pub fn initial_prompt(instruments: &[String], candle_intervals: &[String], prior_summary: Option<&str>, has_futures: bool) -> String {
     let prior_section = match prior_summary {
         Some(s) => format!("{s}\n\n"),
         None => String::new(),
@@ -515,8 +582,9 @@ that novelty attempt may you refine prior work.\n\
         "Start with a multi-timeframe trend-following approach with proper risk management \
 (stop-loss, time exit, and ATR-based position sizing)."
     };
+    let market_type = if has_futures { "futures" } else { "spot" };
     format!(
-        r#"{prior_section}Design a trading strategy for crypto spot markets.
+        r#"{prior_section}Design a trading strategy for crypto {market_type} markets.
 
 Available instruments: {}
 Available candle intervals: {}

src/swym.rs

@@ -368,6 +368,7 @@ impl SwymClient {
         instrument_symbol: &str,
         base_asset: &str,
         quote_asset: &str,
+        market_kind: &str,
         strategy: &Value,
         starts_at: &str,
         finishes_at: &str,
@@ -385,7 +386,7 @@ impl SwymClient {
                     "name_exchange": instrument_symbol,
                     "underlying": { "base": base_asset, "quote": quote_asset },
                     "quote": "underlying_quote",
-                    "kind": "spot"
+                    "kind": market_kind
                 },
                 "execution": {
                     "mocked_exchange": instrument_exchange,