# --- 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 freqtrade.vendor.qtpylib.indicators as qtpylib

class WaveTrendStra(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    author@: Gert Wohlgemuth\n\n    just a skeleton\n\n    '
    # Minimal ROI designed for the strategy.
    # adjust based on market conditions. We would recommend to keep it low for quick turn arounds
    # This attribute will be overridden if the config file contains "minimal_roi"
    #disable roi
    minimal_roi = {'0': 100}
    # Optimal stoploss designed for the strategy
    stoploss = -0.25
    # Optimal timeframe for the strategy
    timeframe = '4h'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        ap = (dataframe['high'] + dataframe['low'] + dataframe['close']) / 3
        esa = ta.EMA(ap, 10)
        d = ta.EMA(abs(ap - esa), 10)
        ci = (ap - esa) / (0.015 * d)
        tci = ta.EMA(ci, 21)
        dataframe['wt1'] = tci
        dataframe['wt2'] = ta.SMA(dataframe['wt1'], 4)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[qtpylib.crossed_above(dataframe['wt1'], dataframe['wt2']), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[qtpylib.crossed_below(dataframe['wt1'], dataframe['wt2']), 'exit_long'] = 1
        return dataframe