from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame, Series
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy import merge_informative_pair, DecimalParameter, stoploss_from_open
from datetime import datetime
from skopt.space import Dimension, Integer, Real
import logging
import pandas as pd
from datetime import datetime, timedelta, timezone
from freqtrade.persistence import Trade
import time
from freqtrade.strategy import merge_informative_pair, DecimalParameter, stoploss_from_open, RealParameter

def bollinger_bands(stock_price, window_size, num_of_std):
    rolling_mean = stock_price.rolling(window=window_size).mean()
    rolling_std = stock_price.rolling(window=window_size).std()
    lower_band = rolling_mean - rolling_std * num_of_std
    return (np.nan_to_num(rolling_mean), np.nan_to_num(lower_band))

def ha_typical_price(bars):
    res = (bars['ha_high'] + bars['ha_low'] + bars['ha_close']) / 3.0
    return Series(index=bars.index, data=res)

class ClucHAnix5m(IStrategy):
    INTERFACE_VERSION = 3
    '\n    VERSION MODIFIED BY REUNIWARE (InvestDataSystems@Yahoo.Com / 2021)\n    THIS VERSION CONTAINS HYPEROPT SETTINGS FROM E0V1E (cf. https://discord.gg/Ayvcvs6N )\n    '

    class HyperOpt:

        @staticmethod
        def generate_roi_table(params: Dict) -> Dict[int, float]:
            roi_table = {}
            roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3'] + params['roi_p4'] + params['roi_p5'] + params['roi_p6']
            roi_table[params['roi_t6']] = params['roi_p1'] + params['roi_p2'] + params['roi_p3'] + params['roi_p4'] + params['roi_p5']
            roi_table[params['roi_t6'] + params['roi_t5']] = params['roi_p1'] + params['roi_p2'] + params['roi_p3'] + params['roi_p4']
            roi_table[params['roi_t6'] + params['roi_t5'] + params['roi_t4']] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
            roi_table[params['roi_t6'] + params['roi_t5'] + params['roi_t4'] + params['roi_t3']] = params['roi_p1'] + params['roi_p2']
            roi_table[params['roi_t6'] + params['roi_t5'] + params['roi_t4'] + params['roi_t3'] + params['roi_t2']] = params['roi_p1']
            roi_table[params['roi_t6'] + params['roi_t5'] + params['roi_t4'] + params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
            return roi_table

        @staticmethod
        def roi_space() -> List[Dimension]:
            return [Integer(1, 15, name='roi_t6'), Integer(1, 45, name='roi_t5'), Integer(1, 90, name='roi_t4'), Integer(45, 120, name='roi_t3'), Integer(45, 180, name='roi_t2'), Integer(90, 300, name='roi_t1'), Real(0.005, 0.1, name='roi_p6'), Real(0.005, 0.07, name='roi_p5'), Real(0.005, 0.05, name='roi_p4'), Real(0.005, 0.025, name='roi_p3'), Real(0.005, 0.01, name='roi_p2'), Real(0.003, 0.007, name='roi_p1')]
    entry_params = {'bbdelta-close': 0.01965, 'bbdelta-tail': 0.95089, 'close-bblower': 0.00799, 'closedelta-close': 0.00556, 'rocr-1h': 0.54904}
    # Sell hyperspace params:
    # custom stoploss params, come from BB_RPB_TSL
    exit_params = {'pHSL': -0.134, 'pPF_1': 0.02, 'pPF_2': 0.047, 'pSL_1': 0.02, 'pSL_2': 0.046, 'exit-fisher': 0.38414, 'exit-bbmiddle-close': 1.07634}
    # ROI table:
    minimal_roi = {'70': 0}
    # Stoploss:
    stoploss = -0.99  # use custom stoploss
    # Trailing stop:
    trailing_stop = False
    trailing_stop_positive = 0.3207
    trailing_stop_positive_offset = 0.3849
    trailing_only_offset_is_reached = False
    '\n    END HYPEROPT\n    '
    timeframe = '5m'
    # Make sure these match or are not overridden in config
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False
    # Custom stoploss
    use_custom_stoploss = True
    process_only_new_candles = True
    startup_candle_count = 168
    order_types = {'entry': 'market', 'exit': 'market', 'emergencyexit': 'market', 'forceentry': 'market', 'forceexit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_limit_ratio': 0.99}
    # entry params
    rocr_1h = RealParameter(0.5, 1.0, default=0.54904, space='entry', optimize=True)
    bbdelta_close = RealParameter(0.0005, 0.02, default=0.01965, space='entry', optimize=True)
    closedelta_close = RealParameter(0.0005, 0.02, default=0.00556, space='entry', optimize=True)
    bbdelta_tail = RealParameter(0.7, 1.0, default=0.95089, space='entry', optimize=True)
    close_bblower = RealParameter(0.0005, 0.02, default=0.00799, space='entry', optimize=True)
    # exit params
    exit_fisher = RealParameter(0.1, 0.5, default=0.38414, space='exit', optimize=True)
    exit_bbmiddle_close = RealParameter(0.97, 1.1, default=1.07634, space='exit', optimize=True)
    # hard stoploss profit
    pHSL = DecimalParameter(-0.5, -0.04, default=-0.08, decimals=3, space='exit', load=True)
    # profit threshold 1, trigger point, SL_1 is used
    pPF_1 = DecimalParameter(0.008, 0.02, default=0.016, decimals=3, space='exit', load=True)
    pSL_1 = DecimalParameter(0.008, 0.02, default=0.011, decimals=3, space='exit', load=True)
    # profit threshold 2, SL_2 is used
    pPF_2 = DecimalParameter(0.04, 0.1, default=0.08, decimals=3, space='exit', load=True)
    pSL_2 = DecimalParameter(0.02, 0.07, default=0.04, decimals=3, space='exit', load=True)

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, '1h') for pair in pairs]
        return informative_pairs
    # come from BB_RPB_TSL

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        # hard stoploss profit
        HSL = self.pHSL.value
        PF_1 = self.pPF_1.value
        SL_1 = self.pSL_1.value
        PF_2 = self.pPF_2.value
        SL_2 = self.pSL_2.value
        # For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated
        # between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value
        # rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used.
        if current_profit > PF_2:
            sl_profit = SL_2 + (current_profit - PF_2)
        elif current_profit > PF_1:
            sl_profit = SL_1 + (current_profit - PF_1) * (SL_2 - SL_1) / (PF_2 - PF_1)
        else:
            sl_profit = HSL
        # Only for hyperopt invalid return
        if sl_profit >= current_profit:
            return -0.99
        return stoploss_from_open(sl_profit, current_profit)

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # # Heikin Ashi Candles
        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']
        dataframe['ha_high'] = heikinashi['high']
        dataframe['ha_low'] = heikinashi['low']
        # Set Up Bollinger Bands
        mid, lower = bollinger_bands(ha_typical_price(dataframe), window_size=40, num_of_std=2)
        dataframe['lower'] = lower
        dataframe['mid'] = mid
        dataframe['bbdelta'] = (mid - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['ha_close'] - dataframe['ha_close'].shift()).abs()
        dataframe['tail'] = (dataframe['ha_close'] - dataframe['ha_low']).abs()
        dataframe['bb_lowerband'] = dataframe['lower']
        dataframe['bb_middleband'] = dataframe['mid']
        dataframe['ema_fast'] = ta.EMA(dataframe['ha_close'], timeperiod=3)
        dataframe['ema_slow'] = ta.EMA(dataframe['ha_close'], timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        dataframe['rocr'] = ta.ROCR(dataframe['ha_close'], timeperiod=28)
        rsi = ta.RSI(dataframe)
        dataframe['rsi'] = rsi
        rsi = 0.1 * (rsi - 50)
        dataframe['fisher'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
        inf_tf = '1h'
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
        inf_heikinashi = qtpylib.heikinashi(informative)
        informative['ha_close'] = inf_heikinashi['close']
        informative['rocr'] = ta.ROCR(informative['ha_close'], timeperiod=168)
        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[dataframe['rocr_1h'].gt(self.rocr_1h.value) & (dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['ha_close'] * self.bbdelta_close.value) & dataframe['closedelta'].gt(dataframe['ha_close'] * self.closedelta_close.value) & dataframe['tail'].lt(dataframe['bbdelta'] * self.bbdelta_tail.value) & dataframe['ha_close'].lt(dataframe['lower'].shift()) & dataframe['ha_close'].le(dataframe['ha_close'].shift()) | (dataframe['ha_close'] < dataframe['ema_slow']) & (dataframe['ha_close'] < self.close_bblower.value * dataframe['bb_lowerband'])), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['fisher'] > self.exit_fisher.value) & dataframe['ha_high'].le(dataframe['ha_high'].shift(1)) & dataframe['ha_high'].shift(1).le(dataframe['ha_high'].shift(2)) & dataframe['ha_close'].le(dataframe['ha_close'].shift(1)) & (dataframe['ema_fast'] > dataframe['ha_close']) & (dataframe['ha_close'] * self.exit_bbmiddle_close.value > dataframe['bb_middleband']) & (dataframe['volume'] > 0), 'exit_long'] = 1
        return dataframe
logger = logging.getLogger(__name__)

class TrailingBuyStratCluc5m(ClucHAnix5m):
    # Original idea by @MukavaValkku, code by @tirail and @stash86
    #
    # This class is designed to inherit from yours and starts trailing entry with your entry signals
    # Trailing entry starts at any entry signal and will move to next candles if the trailing still active
    # Trailing entry stops  with BUY if : price decreases and rises again more than trailing_entry_offset
    # Trailing entry stops with NO BUY : current price is > initial price * (1 +  trailing_entry_max) OR custom_exit tag
    # IT IS NOT COMPATIBLE WITH BACKTEST/HYPEROPT
    #
    process_only_new_candles = True
    custom_info_trail_entry = dict()
    # Trailing entry parameters
    trailing_entry_order_enabled = True
    trailing_expire_seconds = 1800
    # If the current candle goes above min_uptrend_trailing_profit % before trailing_expire_seconds_uptrend seconds, entry the coin
    trailing_entry_uptrend_enabled = False
    trailing_expire_seconds_uptrend = 90
    min_uptrend_trailing_profit = 0.02
    debug_mode = True
    trailing_entry_max_stop = 0.02  # stop trailing entry if current_price > starting_price * (1+trailing_entry_max_stop)
    trailing_entry_max_entry = 0.0  # entry if price between uplimit (=min of serie (current_price * (1 + trailing_entry_offset())) and (start_price * 1+trailing_entry_max_entry))
    init_trailing_dict = {'trailing_entry_order_started': False, 'trailing_entry_order_uplimit': 0, 'start_trailing_price': 0, 'enter_tag': None, 'start_trailing_time': None, 'offset': 0, 'allow_trailing': False}

    def trailing_entry(self, pair, reinit=False):
        # returns trailing entry info for pair (init if necessary)
        if not pair in self.custom_info_trail_entry:
            self.custom_info_trail_entry[pair] = dict()
        if reinit or not 'trailing_entry' in self.custom_info_trail_entry[pair]:
            self.custom_info_trail_entry[pair]['trailing_entry'] = self.init_trailing_dict.copy()
        return self.custom_info_trail_entry[pair]['trailing_entry']

    def trailing_entry_info(self, pair: str, current_price: float):
        # current_time live, dry run
        current_time = datetime.now(timezone.utc)
        if not self.debug_mode:
            return
        trailing_entry = self.trailing_entry(pair)
        duration = 0
        try:
            duration = current_time - trailing_entry['start_trailing_time']
        except TypeError:
            duration = 0
        finally:
            logger.info(f"pair: {pair} : start: {trailing_entry['start_trailing_price']:.4f}, duration: {duration}, current: {current_price:.4f}, uplimit: {trailing_entry['trailing_entry_order_uplimit']:.4f}, profit: {self.current_trailing_profit_ratio(pair, current_price) * 100:.2f}%, offset: {trailing_entry['offset']}")

    def current_trailing_profit_ratio(self, pair: str, current_price: float) -> float:
        trailing_entry = self.trailing_entry(pair)
        if trailing_entry['trailing_entry_order_started']:
            return (trailing_entry['start_trailing_price'] - current_price) / trailing_entry['start_trailing_price']
        else:
            return 0

    def trailing_entry_offset(self, dataframe, pair: str, current_price: float):
        # return rebound limit before a entry in % of initial price, function of current price
        # return None to stop trailing entry (will start again at next entry signal)
        # return 'forceentry' to force immediate entry
        # (example with 0.5%. initial price : 100 (uplimit is 100.5), 2nd price : 99 (no entry, uplimit updated to 99.5), 3price 98 (no entry uplimit updated to 98.5), 4th price 99 -> BUY
        current_trailing_profit_ratio = self.current_trailing_profit_ratio(pair, current_price)
        default_offset = 0.005
        trailing_entry = self.trailing_entry(pair)
        if not trailing_entry['trailing_entry_order_started']:
            return default_offset
        # example with duration and indicators
        # dry run, live only
        last_candle = dataframe.iloc[-1]
        current_time = datetime.now(timezone.utc)
        trailing_duration = current_time - trailing_entry['start_trailing_time']
        if trailing_duration.total_seconds() > self.trailing_expire_seconds:
            if current_trailing_profit_ratio > 0 and last_candle['enter_long'] == 1:
                # more than 1h, price under first signal, entry signal still active -> entry
                return 'forceentry'
            else:
                # wait for next signal
                return None
        elif self.trailing_entry_uptrend_enabled and trailing_duration.total_seconds() < self.trailing_expire_seconds_uptrend and (current_trailing_profit_ratio < -1 * self.min_uptrend_trailing_profit):
            # less than 90s and price is rising, entry
            return 'forceentry'
        if current_trailing_profit_ratio < 0:
            # current price is higher than initial price
            return default_offset
        trailing_entry_offset = {0.06: 0.02, 0.03: 0.01, 0: default_offset}
        for key in trailing_entry_offset:
            if current_trailing_profit_ratio > key:
                return trailing_entry_offset[key]
        return default_offset
    # end of trailing entry parameters
    # -----------------------------------------------------

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe = super().populate_indicators(dataframe, metadata)
        self.trailing_entry(metadata['pair'])
        return dataframe

    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool:
        val = super().confirm_trade_entry(pair, order_type, amount, rate, time_in_force, **kwargs)
        if val:
            if self.trailing_entry_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
                val = False
                dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
                if len(dataframe) >= 1:
                    last_candle = dataframe.iloc[-1].squeeze()
                    current_price = rate
                    trailing_entry = self.trailing_entry(pair)
                    trailing_entry_offset = self.trailing_entry_offset(dataframe, pair, current_price)
                    if trailing_entry['allow_trailing']:
                        if not trailing_entry['trailing_entry_order_started'] and last_candle['enter_long'] == 1:
                            # start trailing entry
                            # self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_started'] = True
                            # self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit'] = last_candle['close']
                            # self.custom_info_trail_entry[pair]['trailing_entry']['start_trailing_price'] = last_candle['close']
                            # self.custom_info_trail_entry[pair]['trailing_entry']['entry_tag'] = f"initial_entry_tag (strat trail price {last_candle['close']})"
                            # self.custom_info_trail_entry[pair]['trailing_entry']['start_trailing_time'] = datetime.now(timezone.utc)
                            # self.custom_info_trail_entry[pair]['trailing_entry']['offset'] = 0
                            trailing_entry['trailing_entry_order_started'] = True
                            trailing_entry['trailing_entry_order_uplimit'] = last_candle['close']
                            trailing_entry['start_trailing_price'] = last_candle['close']
                            trailing_entry['enter_tag'] = last_candle['enter_tag']
                            trailing_entry['start_trailing_time'] = datetime.now(timezone.utc)
                            trailing_entry['offset'] = 0
                            self.trailing_entry_info(pair, current_price)
                            logger.info(f"start trailing entry for {pair} at {last_candle['close']}")
                        elif trailing_entry['trailing_entry_order_started']:
                            if trailing_entry_offset == 'forceentry':
                                # entry in custom conditions
                                val = True
                                ratio = '%.2f' % (self.current_trailing_profit_ratio(pair, current_price) * 100)
                                self.trailing_entry_info(pair, current_price)
                                logger.info(f'price OK for {pair} ({ratio} %, {current_price}), order may not be triggered if all slots are full')
                            elif trailing_entry_offset is None:
                                # stop trailing entry custom conditions
                                self.trailing_entry(pair, reinit=True)
                                logger.info(f'STOP trailing entry for {pair} because "trailing entry offset" returned None')
                            elif current_price < trailing_entry['trailing_entry_order_uplimit']:
                                # update uplimit
                                old_uplimit = trailing_entry['trailing_entry_order_uplimit']
                                self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit'] = min(current_price * (1 + trailing_entry_offset), self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit'])
                                self.custom_info_trail_entry[pair]['trailing_entry']['offset'] = trailing_entry_offset
                                self.trailing_entry_info(pair, current_price)
                                logger.info(f"update trailing entry for {pair} at {old_uplimit} -> {self.custom_info_trail_entry[pair]['trailing_entry']['trailing_entry_order_uplimit']}")
                            elif current_price < trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_entry):
                                # entry ! current price > uplimit && lower thant starting price
                                val = True
                                ratio = '%.2f' % (self.current_trailing_profit_ratio(pair, current_price) * 100)
                                self.trailing_entry_info(pair, current_price)
                                logger.info(f"current price ({current_price}) > uplimit ({trailing_entry['trailing_entry_order_uplimit']}) and lower than starting price price ({trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_entry)}). OK for {pair} ({ratio} %), order may not be triggered if all slots are full")
                            elif current_price > trailing_entry['start_trailing_price'] * (1 + self.trailing_entry_max_stop):
                                # stop trailing entry because price is too high
                                self.trailing_entry(pair, reinit=True)
                                self.trailing_entry_info(pair, current_price)
                                logger.info(f'STOP trailing entry for {pair} because of the price is higher than starting price * {1 + self.trailing_entry_max_stop}')
                            else:
                                # uplimit > current_price > max_price, continue trailing and wait for the price to go down
                                self.trailing_entry_info(pair, current_price)
                                logger.info(f'price too high for {pair} !')
                    else:
                        logger.info(f'Wait for next entry signal for {pair}')
                if val == True:
                    self.trailing_entry_info(pair, rate)
                    self.trailing_entry(pair, reinit=True)
                    logger.info(f'STOP trailing entry for {pair} because I entry it')
        return val

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe = super().populate_entry_trend(dataframe, metadata)
        if self.trailing_entry_order_enabled and self.config['runmode'].value in ('live', 'dry_run'):
            last_candle = dataframe.iloc[-1].squeeze()
            trailing_entry = self.trailing_entry(metadata['pair'])
            if last_candle['enter_long'] == 1:
                if not trailing_entry['trailing_entry_order_started']:
                    open_trades = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True)]).all()
                    if not open_trades:
                        logger.info(f"Set 'allow_trailing' to True for {metadata['pair']} to start trailing!!!")
                        # self.custom_info_trail_entry[metadata['pair']]['trailing_entry']['allow_trailing'] = True
                        trailing_entry['allow_trailing'] = True
                        initial_entry_tag = last_candle['enter_tag'] if 'enter_tag' in last_candle else 'entry signal'
                        dataframe.loc[:, 'enter_tag'] = f"{initial_entry_tag} (start trail price {last_candle['close']})"
            elif trailing_entry['trailing_entry_order_started'] == True:
                logger.info(f"Continue trailing for {metadata['pair']}. Manually trigger entry signal!!")
                dataframe.loc[:, 'enter_long'] = 1
                dataframe.loc[:, 'enter_tag'] = trailing_entry['enter_tag']
        # dataframe['entry'] = 1
        return dataframe