from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
#from technical.indicators import accumulation_distribution
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy
from technical.indicators import ichimoku

class Ichimoku_v32(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    '
    minimal_roi = {'0': 100}
    stoploss = -1  #-0.35
    timeframe = '4h'  #3m
    # startup_candle_count: int = 2
    # trailing stoploss
    #trailing_stop = True
    #trailing_stop_positive = 0.40 #0.35
    #trailing_stop_positive_offset = 0.50
    #trailing_only_offset_is_reached = False

    def informative_pairs(self):
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30)
        # dataframe['chikou_span'] = ichi['chikou_span']
        dataframe['tenkan'] = ichi['tenkan_sen']
        dataframe['kijun'] = ichi['kijun_sen']
        dataframe['senkou_a'] = ichi['senkou_span_a']
        dataframe['senkou_b'] = ichi['senkou_span_b']
        dataframe['cloud_green'] = ichi['cloud_green']
        dataframe['cloud_red'] = ichi['cloud_red']
        # # Chart type
        # # ------------------------------------
        # # Heikin Ashi Strategy
        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']
        dataframe['ha_high'] = heikinashi['high']
        dataframe['ha_low'] = heikinashi['low']
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[qtpylib.crossed_above(dataframe['ha_close'].shift(2), dataframe['senkou_a']) & (dataframe['ha_close'].shift(2) > dataframe['senkou_a']) & (dataframe['ha_close'].shift(2) > dataframe['senkou_b']), 'entry'] = 1
        dataframe.loc[qtpylib.crossed_above(dataframe['ha_close'].shift(2), dataframe['senkou_b']) & (dataframe['ha_close'].shift(2) > dataframe['senkou_a']) & (dataframe['ha_close'].shift(2) > dataframe['senkou_b']), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[qtpylib.crossed_below(dataframe['tenkan'], dataframe['kijun']) & (dataframe['ha_close'] < dataframe['senkou_a']) & (dataframe['ha_close'] < dataframe['senkou_b']) & (dataframe['cloud_red'] == True), 'exit'] = 1
        return dataframe