import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame
from freqtrade.strategy.interface import IStrategy
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib

class YoyoActionZoneStrategy(IStrategy):
    INTERFACE_VERSION = 3
    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi".
    minimal_roi = {'0': 10}
    timeframe = '4h'
    # Optional order type mapping
    order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False}
    emaFast = 6
    emaSlow = 18
    rsiPeriod = 14
    overBought = 80
    overSold = 30
    stoploss = -0.1
    # Trailing stoploss
    trailing_stop = False

    def informative_pairs(self):
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Fast Trail 
        atrFast = 6
        atrFM = 0.5  # fast ATR multiplier
        # Slow Trail 
        atrSlow = 18  # Slow ATR perod
        atrSM = 2  # Slow ATR multiplier
        # real = ATR(high, low, close, timeperiod=14)
        dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=self.emaFast)
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=self.emaSlow)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=self.rsiPeriod)
        dataframe['macd'] = dataframe['ema_fast'] - dataframe['ema_slow']
        dataframe['bullish'] = dataframe['macd'] > 0
        dataframe['bearish'] = dataframe['macd'] < 0
        dataframe.dropna(inplace=True)
        dataframe.head()
        dataframe['green'] = False
        dataframe.loc[dataframe['bearish'] & dataframe['close'] > dataframe['ema_fast'], 'green'] = True
        # Blue = bearish and mainSource>fast and mainSource>slow
        dataframe['blue'] = False
        dataframe.loc[dataframe['bearish'] & (dataframe['close'] > dataframe['ema_fast']) & (dataframe['close'] < dataframe['ema_slow']), 'blue'] = True
        # Yellow = bullish and mainSource<fast and mainSource>slow
        dataframe['yellow'] = False
        dataframe.loc[dataframe['bearish'] & (dataframe['close'] < dataframe['ema_fast']) & (dataframe['close'] > dataframe['ema_slow']), 'yellow'] = True
        # Brown = bullish and mainSource<fast and mainSource<slow
        dataframe['brown'] = False
        dataframe.loc[dataframe['bearish'] & (dataframe['close'] < dataframe['ema_fast']) & (dataframe['close'] < dataframe['ema_slow']), 'brown'] = True
        # Red = bearish and mainSource<fast
        dataframe['red'] = False
        dataframe.loc[dataframe['bearish'] & dataframe['close'] < dataframe['ema_fast'], 'red'] = True
        dataframe['sl1'] = atrFM * ta.ATR(dataframe.high, dataframe.low, dataframe.close, timeperiod=atrFast)  # Stop Loss
        dataframe['sl2'] = atrSM * ta.ATR(dataframe.high, dataframe.low, dataframe.close, timeperiod=atrSlow)
        dataframe['long'] = False
        dataframe['preBuy'] = False
        dataframe['short'] = False
        dataframe['preSell'] = False
        dataframe['trail2'] = 0.0
        '\n        Buy = bullish and bearish[1]\n        PreBuy = Blue and Blue[1] and Blue[2] and Blue[3] and mainSource<mainSource[2]\n        BuyMore = barssince(bullish)<26 and Yellow and mainSource==lowest(mainSource,9)\n        Sell = bearish and bullish[1]\n        PreSell = Yellow and barssince(Buy)>25 and mainSource<mainSource[2]\n        SellMore = Yellow and barssince(Yellow)>2 and mainSource<mainSource[2]\n        '
        for index in range(len(dataframe)):
            # iff(SC>nz(Trail2[1],0)                                    and SC[1]>nz(Trail2[1],0)
            if dataframe.iloc[index].close > dataframe.iloc[index - 1].trail2 and dataframe.iloc[index - 1].close > dataframe.iloc[index - 1].trail2:
                dataframe.trail2.iloc[index] = max(dataframe.iloc[index - 1].trail2, dataframe.iloc[index].close - dataframe.iloc[index].sl2)
            # iff(SC<nz(Trail2[1],0)                                        and SC[1]<nz(Trail2[1],0)
            elif dataframe.iloc[index].close < dataframe.iloc[index - 1].trail2 and dataframe.iloc[index - 1].close < dataframe.iloc[index - 1].trail2:
                dataframe.trail2.iloc[index] = min(dataframe.iloc[index - 1].trail2, dataframe.iloc[index - 1].close + dataframe.iloc[index - 1].sl2)
            # iff(SC>nz(Trail2[1],0),    
            elif dataframe.iloc[index].close > dataframe.iloc[index - 1].trail2:
                dataframe.trail2.iloc[index] = dataframe.iloc[index].close - dataframe.iloc[index].sl2
            else:
                dataframe.trail2.iloc[index] = dataframe.iloc[index].close + dataframe.iloc[index].sl2
            # it can use rolling
            dataframe.long.iloc[index] = dataframe.bullish.iloc[index] and dataframe.bullish.iloc[index - 1]
            dataframe.preBuy.iloc[index] = dataframe.bullish.iloc[index] and dataframe.bullish.iloc[index - 1]
            # dataframe.preSell.iloc[index] =  dataframe.yellow.iloc[index] and ta.
            dataframe.short.iloc[index] = dataframe.bearish.iloc[index] and dataframe.bearish.iloc[index - 1]
        # greenLine = SC>Trail2
        dataframe['greenLine'] = False
        dataframe.loc[dataframe['greenLine'] & (dataframe['close'] > dataframe['trail2']), 'greenLine'] = True
        dataframe['greenLine_last'] = dataframe.greenLine.shift(-1)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Buy
        # isBuy = ((PreBuy and PreBuySym) or (isBuyOnGreenUnderRedLine or (Buy or Green and greenLine)) or (Blue and greenLine) or (isBuyRSIOversold and not isPassOversold and isPassOversold[1]))
        # later          
        dataframe.loc[dataframe['long'] | dataframe['green'] & dataframe['greenLine'] | dataframe['blue'] & dataframe['greenLine'], 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Sell
        # isSell = isBuyOnGreenUnderRedLine? (useTrailingStop and (greenLine[1] and not greenLine)) or Red   : (PreSell and PreSellSym) or ((Yellow or Brown) and not greenLine) or (useTrailingStop and not greenLine) or Red
        # later          
        dataframe.loc[dataframe['short'].shift(-1) == 1 & ((dataframe['greenLine_last'] & dataframe['greenLine'] == False) | dataframe['red']), 'exit_long'] = 1
        return dataframe