from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
from technical.indicators import accumulation_distribution
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy
from technical.indicators import ichimoku

class Ichimoku_SenkouSpanCross(IStrategy):
    """
    """
    minimal_roi = {
        "0": 1000
    }
    stoploss = -0.99
    ticker_interval = '4h'
    # startup_candle_count: int = 300
    # trailing stoploss
    trailing_stop = True
    trailing_stop_positive = 0.45
    trailing_stop_positive_offset = 0.50
    trailing_only_offset_is_reached = True
    order_types = {
        'entry': 'market',
        'exit': 'market',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }
    order_time_in_force = {
        'entry': 'gtc',
        'exit': 'gtc'
    }
    def informative_pairs(self):
        return [
            ]
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30)
        # dataframe['chikou_span'] = ichi['chikou_span']
        dataframe['tenkan'] = ichi['tenkan_sen']
        dataframe['kijun'] = ichi['kijun_sen']
        dataframe['senkou_a'] = ichi['senkou_span_a']
        dataframe['senkou_b'] = ichi['senkou_span_b']
        dataframe['cloud_green'] = ichi['cloud_green']
        dataframe['cloud_red'] = ichi['cloud_red']
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe
    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (qtpylib.crossed_above(dataframe['senkou_a'], dataframe['senkou_b'])) &
                (dataframe['close'] > dataframe['senkou_a']) &
                (dataframe['close'] > dataframe['senkou_b']) &
                (dataframe['cloud_green'] == True)
            ),
            'entry'] = 1
        return dataframe
    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (qtpylib.crossed_above(dataframe['senkou_b'], dataframe['senkou_a'])) &
                (dataframe['close'] < dataframe['senkou_a']) &
                (dataframe['close'] < dataframe['senkou_b']) &
                (dataframe['cloud_red'] == True)
            ),
            'exit'] = 1
        return dataframe