# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame, Series, DatetimeIndex, merge
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib

class Cci(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': 0.18967, '28': 0.07749, '72': 0.03823, '180': 0}
    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    stoploss = -0.23
    # Optimal timeframe for the strategy
    timeframe = '1m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe = self.resample(dataframe, self.timeframe, 5)
        dataframe['cci'] = ta.CCI(dataframe, timeperiod=18)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the entry signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with entry column
        """
        dataframe.loc[dataframe['cci'] < -198, 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the exit signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with entry column
        """
        dataframe.loc[dataframe['cci'] > 197, 'exit'] = 1
        return dataframe

    def resample(self, dataframe, interval, factor):
        # defines the reinforcement logic
        # resampled dataframe to establish if we are in an uptrend, downtrend or sideways trend
        df = dataframe.copy()
        df = df.set_index(DatetimeIndex(df['date']))
        ohlc_dict = {'open': 'first', 'high': 'max', 'low': 'min', 'close': 'last'}
        df = df.resample(str(int(interval[:-1]) * factor) + 'min', label='right').agg(ohlc_dict)
        df['resample_sma'] = ta.SMA(df, timeperiod=100, price='close')
        df['resample_medium'] = ta.SMA(df, timeperiod=50, price='close')
        df['resample_short'] = ta.SMA(df, timeperiod=25, price='close')
        df['resample_long'] = ta.SMA(df, timeperiod=200, price='close')
        df = df.drop(columns=['open', 'high', 'low', 'close'])
        df = df.resample(interval[:-1] + 'min')
        df = df.interpolate(method='time')
        df['date'] = df.index
        df.index = range(len(df))
        dataframe = merge(dataframe, df, on='date', how='left')
        return dataframe