import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame, DatetimeIndex, merge, Series
from technical.indicators import hull_moving_average

class BuyOrDie(IStrategy):
    INTERFACE_VERSION = 3
    # Buy hyperspace params:
    entry_params = {}
    # Sell hyperspace params:
    exit_params = {}
    # ROI table:
    minimal_roi = {'0': 1000}
    # Stoploss:
    stoploss = -0.02
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.332
    trailing_stop_positive_offset = 0.364
    trailing_only_offset_is_reached = True
    timeframe = '5m'
    use_exit_signal = False
    exit_profit_only = False
    ignore_roi_if_entry_signal = True

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['hma_20'] = qtpylib.hull_moving_average(dataframe['close'], window=20)
        dataframe['close_prev'] = dataframe['close'].shift(2)
        dataframe['hma_20_prev'] = dataframe['hma_20'].shift(2)
        dataframe['close_curr'] = dataframe['close'].shift(1)
        dataframe['hma_20_current'] = dataframe['hma_20'].shift(1)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['close_curr'] > dataframe['hma_20_current']) & (dataframe['close_prev'] < dataframe['hma_20_prev']), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        return dataframe