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
from datetime import datetime, timedelta

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))

class CombinedBinHAndClucV3(IStrategy):
    INTERFACE_VERSION = 3
    minimal_roi = {'0': 0.018}
    stoploss = -0.99
    timeframe = '5m'
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.001
    ignore_roi_if_entry_signal = True
    # Trailing stoploss
    trailing_stop = True
    trailing_only_offset_is_reached = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.03
    use_custom_stoploss = True
    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = False
    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 30
    # Optional order type mapping.
    order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if (current_time - timedelta(minutes=2200) > trade.open_date_utc) & (current_profit < 0):
            return 0.01
        return 0.5

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # strategy BinHV45
        mid, lower = bollinger_bands(dataframe['close'], window_size=40, num_of_std=2)
        dataframe['lower'] = lower
        dataframe['bbdelta'] = (mid - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
        dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
        # strategy ClucMay72018
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        # EMA
        dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:  # strategy BinHV45
        # strategy ClucMay72018
        dataframe.loc[dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * 0.008) & dataframe['closedelta'].gt(dataframe['close'] * 0.0175) & dataframe['tail'].lt(dataframe['bbdelta'] * 0.25) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) | (dataframe['close'] < dataframe['ema_slow']) & (dataframe['close'] < 0.985 * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * 20), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        """
        # (qtpylib.crossed_below(dataframe['ema_slow'], dataframe['ema_200']))
        # |
        # Make sure Volume is not 0
        dataframe.loc[(dataframe['close'] > dataframe['bb_upperband']) & (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) & (dataframe['high'].shift(2) > dataframe['bb_upperband'].shift(2)) & (dataframe['high'].shift(3) > dataframe['bb_upperband'].shift(3)) & (dataframe['high'].shift(4) > dataframe['bb_upperband'].shift(4)) & (dataframe['volume'] > 0), 'exit'] = 1
        return dataframe