# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
import datetime
from technical.util import resample_to_interval, resampled_merge
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter
import technical.indicators as ftt

def EWO(dataframe, ema_length=5, ema2_length=35):
    df = dataframe.copy()
    ema1 = ta.EMA(df, timeperiod=ema_length)
    ema2 = ta.EMA(df, timeperiod=ema2_length)
    emadif = (ema1 - ema2) / df['close'] * 100
    return emadif

class ElliotV5HOMod3(IStrategy):
    INTERFACE_VERSION = 3
    # Buy hyperspace params:
    entry_params = {'base_nb_candles_entry': 17, 'ewo_high': 3.34, 'ewo_low': -17.457, 'low_offset': 0.978, 'rsi_entry': 60}
    # Sell hyperspace params:
    exit_params = {'base_nb_candles_exit': 39, 'high_offset': 1.011}
    # ROI table:
    minimal_roi = {'0': 0.07}
    # Stoploss:
    stoploss = -0.06
    # SMAOffset
    base_nb_candles_entry = IntParameter(5, 80, default=entry_params['base_nb_candles_entry'], space='entry', optimize=True)
    base_nb_candles_exit = IntParameter(5, 80, default=exit_params['base_nb_candles_exit'], space='exit', optimize=True)
    low_offset = DecimalParameter(0.9, 0.99, default=entry_params['low_offset'], space='entry', optimize=True)
    high_offset = DecimalParameter(0.99, 1.1, default=exit_params['high_offset'], space='exit', optimize=True)
    # Protection
    fast_ewo = 50
    slow_ewo = 200
    ewo_low = DecimalParameter(-20.0, -8.0, default=entry_params['ewo_low'], space='entry', optimize=True)
    ewo_high = DecimalParameter(2.0, 12.0, default=entry_params['ewo_high'], space='entry', optimize=True)
    rsi_entry = IntParameter(30, 70, default=entry_params['rsi_entry'], space='entry', optimize=True)
    # Trailing stop:
    trailing_stop = False
    trailing_stop_positive = 0.005
    trailing_stop_positive_offset = 0.03
    trailing_only_offset_is_reached = True
    # Sell signal
    use_exit_signal = False
    exit_profit_only = False
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = True
    order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
    # Optional order time in force.
    order_time_in_force = {'entry': 'gtc', 'exit': 'gtc'}
    # Optimal timeframe for the strategy
    timeframe = '5m'
    informative_timeframe = '1h'
    process_only_new_candles = True
    startup_candle_count = 79
    plot_config = {'main_plot': {f'ma_entry_{base_nb_candles_entry.value}': {'color': 'orange'}, f'ma_exit_{base_nb_candles_exit.value}': {'color': 'green'}}}
    use_custom_stoploss = False

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.informative_timeframe) for pair in pairs]
        return informative_pairs

    def get_informative_indicators(self, metadata: dict):
        dataframe = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe)
        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        if self.config['runmode'].value == 'hyperopt':
            # Calculate all ma_entry values
            for val in self.base_nb_candles_entry.range:
                dataframe[f'ma_entry_{val}'] = ta.EMA(dataframe, timeperiod=val)
            # Calculate all ma_exit values
            for val in self.base_nb_candles_exit.range:
                dataframe[f'ma_exit_{val}'] = ta.EMA(dataframe, timeperiod=val)
        else:
            dataframe[f'ma_entry_{self.base_nb_candles_entry.value}'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_entry.value)
            dataframe[f'ma_exit_{self.base_nb_candles_exit.value}'] = ta.EMA(dataframe, timeperiod=self.base_nb_candles_exit.value)
        # Elliot
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['close'] < dataframe[f'ma_entry_{self.base_nb_candles_entry.value}'] * self.low_offset.value) & (dataframe['EWO'] > self.ewo_high.value) & (dataframe['rsi'] < self.rsi_entry.value) & (dataframe['volume'] > 0))
        conditions.append((dataframe['close'] < dataframe[f'ma_entry_{self.base_nb_candles_entry.value}'] * self.low_offset.value) & (dataframe['EWO'] < self.ewo_low.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        conditions.append((dataframe['close'] > dataframe[f'ma_exit_{self.base_nb_candles_exit.value}'] * self.high_offset.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit'] = 1
        return dataframe

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if current_profit > 0.03:
            return 0.01
        elif current_profit > 0.018:
            return 0.005
        return -0.99