# --- 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 freqtrade.vendor.qtpylib.indicators as qtpylib
import talib.abstract as ta

class MACDRSI200(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = '5m'
    # ROI table:
    minimal_roi = {'0': 0.03024, '296': 0.02924, '596': 0.02545, '840': 0.02444, '966': 0.02096, '1258': 0.01709, '1411': 0.01598, '1702': 0.0122, '1893': 0.00732, '2053': 0.00493, '2113': 0}
    # Stoploss:
    stoploss = -0.04032

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200)
        macd = ta.MACD(dataframe, fastperiod=24, slowperiod=56, signalperiod=6)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        dataframe['rsi'] = ta.RSI(dataframe)
        dataframe['exit-rsi'] = ta.RSI(dataframe)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['rsi'].rolling(8).min() < 41) & (dataframe['close'] > dataframe['ema200']) & qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['rsi'].rolling(8).max() > 93) & (dataframe['macd'] > 0) & qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']), 'exit_long'] = 1
        return dataframe