from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta

class JustROCR6(IStrategy):
    INTERFACE_VERSION = 3
    minimal_roi = {'0': 0.05}
    stoploss = -0.01
    trailing_stop = True
    timeframe = '1m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rocr_499'] = ta.ROCR(dataframe, timeperiod=499)
        dataframe['rocr_200'] = ta.ROCR(dataframe, timeperiod=200)
        dataframe['rocr_100'] = ta.ROCR(dataframe, timeperiod=100)
        dataframe['rocr_50'] = ta.ROCR(dataframe, timeperiod=50)
        dataframe['rocr_10'] = ta.ROCR(dataframe, timeperiod=10)
        dataframe['rocr_5'] = ta.ROCR(dataframe, timeperiod=5)
        dataframe['rocr_2'] = ta.ROCR(dataframe, timeperiod=2)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['rocr_499'] > 1.2) & (dataframe['rocr_200'] > 1.15) & (dataframe['rocr_100'] > 1.125) & (dataframe['rocr_50'] > 1.1) & (dataframe['rocr_10'] > 1.075) & (dataframe['rocr_5'] > 1.05) & (dataframe['rocr_2'] > 1.01), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(), 'exit_long'] = 1
        return dataframe