# --- 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
# Buy hyperspace params:
entry_params = {'base_nb_candles_entry': 16, 'ewo_high': 5.638, 'ewo_low': -19.993, 'low_offset': 0.978, 'rsi_entry': 61}
# Sell hyperspace params:
exit_params = {'base_nb_candles_exit': 49, 'high_offset': 1.006}

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 SMAOPv1_TTF(IStrategy):
    INTERFACE_VERSION = 3
    # ROI table:
    minimal_roi = {'0': 10}
    # Stoploss:
    stoploss = -0.5
    # 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)
    #TTF
    ttf_length = IntParameter(1, 50, default=15)
    ttf_upperTrigger = IntParameter(1, 400, default=100)
    ttf_lowerTrigger = IntParameter(1, -400, default=-100)
    # 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 = 0.001
    trailing_stop_positive_offset = 0.01
    trailing_only_offset_is_reached = True
    # Sell signal
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = True
    # Optimal timeframe for the strategy
    timeframe = '5m'
    informative_timeframe = '1h'
    process_only_new_candles = True
    startup_candle_count = 30
    plot_config = {'main_plot': {'ma_entry': {'color': 'orange'}, 'ma_exit': {'color': 'orange'}}}
    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:
        # 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)
        # Elliot
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        #TTF
        dataframe['ttf'] = ttf(dataframe, int(self.ttf_length.value))
        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['volume'] > 0) & (dataframe['rsi'] < self.rsi_entry.value))
        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))
        conditions.append(qtpylib.crossed_above(dataframe['ttf'], self.ttf_upperTrigger.value) & (dataframe['volume'] > 0))
        if conditions:
            dataframe.loc[reduce(lambda x, y: x | y, conditions), 'exit'] = 1
        return dataframe

def ttf(df, ttf_length):
    df = df.copy()
    high, low = (df['high'], df['low'])
    entryPower = high.rolling(ttf_length).max() - low.shift(ttf_length).fillna(99999).rolling(ttf_length).min()
    exitPower = high.shift(ttf_length).fillna(0).rolling(ttf_length).max() - low.rolling(ttf_length).min()
    ttf = 200 * (entryPower - exitPower) / (entryPower + exitPower)
    return ttf