"""
VectorOmni_ATRBoost — ATR Dynamic Stoploss + Key Level Boost Hybrid

Manipulates VectorStrategy_P3E_KEY_LEVEL_BOOST by adding:
  1. ATR dynamic stoploss from Kronos_RiskManaged (+168.8% 8yr spot)
  2. Enhanced exit logic: ATR-based trailing + structure break exit
  3. Dual stop system: ATR initial + fixed trailing backup
  4. Volatility-adjusted position sizing via ATR

Best of P3E_KEY_LEVEL_BOOST (+169.81% 8yr) + Kronos_RiskManaged (+168.80% 8yr)
"""
from datetime import datetime
from typing import Optional
import numpy as np
import pandas as pd
from pandas import DataFrame

from freqtrade.strategy import IStrategy, Trade, DecimalParameter, IntParameter
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib


class VectorOmni_ATRBoost(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = "1h"
    can_short = False

    minimal_roi = {"0": 0.15, "60": 0.08, "240": 0.05, "720": 0.03, "1440": 0.01}

    stoploss = -0.06
    trailing_stop = True
    trailing_stop_positive = 0.02
    trailing_stop_positive_offset = 0.04
    trailing_only_offset_is_reached = True
    use_custom_stoploss = True

    process_only_new_candles = True
    startup_candle_count = 200

    order_types = {"entry": "limit", "exit": "market", "stoploss": "market", "stoploss_on_exchange": False}
    order_time_in_force = {"entry": "GTC", "exit": "GTC"}

    bb_squeeze_threshold = DecimalParameter(0.02, 0.10, default=0.06, decimals=3, space="buy")
    rsi_oversold = IntParameter(25, 45, default=40, space="buy")
    rsi_overbought = IntParameter(55, 75, default=60, space="sell")
    volume_factor = DecimalParameter(1.0, 2.5, default=1.5, decimals=1, space="buy")
    ema_fast = IntParameter(8, 21, default=9, space="buy")
    ema_medium = IntParameter(20, 50, default=21, space="buy")
    bb_pctb_low = DecimalParameter(0.20, 0.50, default=0.40, decimals=2, space="buy")
    bb_pctb_high = DecimalParameter(0.50, 0.80, default=0.60, decimals=2, space="sell")
    min_confluence = IntParameter(1, 3, default=2, space="buy")
    atr_stop_mult = DecimalParameter(1.5, 4.0, default=2.5, decimals=1, space="sell")
    atr_trail_mult = DecimalParameter(1.0, 3.0, default=1.5, decimals=1, space="sell")

    def leverage(self, pair, current_time, current_rate, proposed_leverage, max_leverage, entry_tag, side, **kwargs):
        return min(3, max_leverage)

    def informative_pairs(self):
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe["bb_lowerband"] = bollinger["lower"]
        dataframe["bb_middleband"] = bollinger["mid"]
        dataframe["bb_upperband"] = bollinger["upper"]
        dataframe["bb_pctb"] = ((dataframe["close"] - dataframe["bb_lowerband"])
                                / (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
                                ).replace([np.inf, -np.inf], 0.5).fillna(0.5)
        dataframe["bb_width"] = ((dataframe["bb_upperband"] - dataframe["bb_lowerband"])
                                 / dataframe["bb_middleband"]
                                 ).replace([np.inf, -np.inf], 0).fillna(0)

        bollinger_3sd = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3)
        dataframe["bb3_upper"] = bollinger_3sd["upper"]
        dataframe["bb3_lower"] = bollinger_3sd["lower"]

        dataframe["ema_fast"] = ta.EMA(dataframe, timeperiod=self.ema_fast.value)
        dataframe["ema_medium"] = ta.EMA(dataframe, timeperiod=self.ema_medium.value)
        dataframe["ema_200"] = ta.EMA(dataframe, timeperiod=200)
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
        dataframe["volume_mean"] = ta.SMA(dataframe["volume"], timeperiod=20)
        dataframe["volume_ratio"] = (dataframe["volume"] / dataframe["volume_mean"]
                                     ).replace([np.inf, -np.inf], 1).fillna(1)
        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)

        typical_price = (dataframe["high"] + dataframe["low"] + dataframe["close"]) / 3
        dataframe["vwap"] = ((typical_price * dataframe["volume"]).rolling(20).sum()
                             / dataframe["volume"].rolling(20).sum()).bfill()

        dataframe["pivot_high"] = dataframe["high"].rolling(5, center=True).max()
        dataframe["pivot_low"] = dataframe["low"].rolling(5, center=True).min()
        dataframe["dist_to_resistance"] = ((dataframe["pivot_high"] - dataframe["close"]) / dataframe["atr"]).fillna(5)
        dataframe["dist_to_support"] = ((dataframe["close"] - dataframe["pivot_low"]) / dataframe["atr"]).fillna(5)

        # ATR volatility percentile
        atr_rank = dataframe["atr"].rank(pct=True)
        dataframe["atr_vol_low"] = (atr_rank < 0.25).astype(int)
        dataframe["atr_vol_high"] = (atr_rank > 0.75).astype(int)

        # Structure break detection for exit
        dataframe["higher_high"] = (dataframe["high"] > dataframe["high"].shift(1)) & \
                                   (dataframe["high"] > dataframe["high"].shift(2))
        dataframe["lower_low"] = (dataframe["low"] < dataframe["low"].shift(1)) & \
                                 (dataframe["low"] < dataframe["low"].shift(2))

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        squeeze_breakout_long = (
            (dataframe["bb_width"] < self.bb_squeeze_threshold.value) &
            (dataframe["bb_width"].shift(1) < dataframe["bb_width"]) &
            (dataframe["close"] > dataframe["bb_middleband"]) &
            (dataframe["volume_ratio"] > self.volume_factor.value)
        )

        mean_reversion_long = (
            (dataframe["bb_pctb"] < self.bb_pctb_low.value) &
            (dataframe["close"] > dataframe["bb3_lower"]) &
            (dataframe["rsi"] < self.rsi_oversold.value) &
            (dataframe["close"] > dataframe["vwap"])
        )

        ema_alignment_long = (
            (dataframe["ema_fast"] > dataframe["ema_medium"]) &
            (dataframe["close"] > dataframe["ema_fast"]) &
            (dataframe["ema_medium"] > dataframe["ema_200"]) &
            (dataframe["rsi"] > 40) & (dataframe["rsi"] < 65)
        )

        expansion_long = (
            (dataframe["close"] > dataframe["bb3_upper"]) &
            (dataframe["close"].shift(1) <= dataframe["bb3_upper"].shift(1)) &
            (dataframe["volume_ratio"] > self.volume_factor.value) & (dataframe["rsi"] > 50)
        )

        key_level_long = (
            (dataframe["dist_to_support"] < 1.0) &
            (dataframe["close"] > dataframe["open"]) &
            (dataframe["volume_ratio"] > 1.2) & (dataframe["rsi"] > 35) & (dataframe["rsi"] < 65)
        )

        key_level_boost_long = (dataframe["dist_to_support"] < 0.5).astype(int)
        long_signals = [
            squeeze_breakout_long.astype(int), mean_reversion_long.astype(int),
            ema_alignment_long.astype(int), expansion_long.astype(int),
            key_level_long.astype(int),
        ]
        long_score = sum(long_signals) + key_level_boost_long

        dataframe.loc[
            (long_score >= self.min_confluence.value) & (dataframe["volume"] > 0),
            ["enter_long", "enter_tag"]
        ] = (1, "atr_boost_long")

        squeeze_breakout_short = (
            (dataframe["bb_width"] < self.bb_squeeze_threshold.value) &
            (dataframe["bb_width"].shift(1) < dataframe["bb_width"]) &
            (dataframe["close"] < dataframe["bb_middleband"]) &
            (dataframe["volume_ratio"] > self.volume_factor.value)
        )

        mean_reversion_short = (
            (dataframe["bb_pctb"] > self.bb_pctb_high.value) &
            (dataframe["close"] < dataframe["bb3_upper"]) &
            (dataframe["rsi"] > self.rsi_overbought.value) &
            (dataframe["close"] < dataframe["vwap"])
        )

        ema_alignment_short = (
            (dataframe["ema_fast"] < dataframe["ema_medium"]) &
            (dataframe["close"] < dataframe["ema_fast"]) &
            (dataframe["ema_medium"] < dataframe["ema_200"]) &
            (dataframe["rsi"] < 60) & (dataframe["rsi"] > 35)
        )

        expansion_short = (
            (dataframe["close"] < dataframe["bb3_lower"]) &
            (dataframe["close"].shift(1) >= dataframe["bb3_lower"].shift(1)) &
            (dataframe["volume_ratio"] > self.volume_factor.value) & (dataframe["rsi"] < 50)
        )

        key_level_short = (
            (dataframe["dist_to_resistance"] < 1.0) &
            (dataframe["close"] < dataframe["open"]) &
            (dataframe["volume_ratio"] > 1.2) & (dataframe["rsi"] < 65) & (dataframe["rsi"] > 35)
        )

        key_level_boost_short = (dataframe["dist_to_resistance"] < 0.5).astype(int)
        short_signals = [
            squeeze_breakout_short.astype(int), mean_reversion_short.astype(int),
            ema_alignment_short.astype(int), expansion_short.astype(int),
            key_level_short.astype(int),
        ]
        short_score = sum(short_signals) + key_level_boost_short

        dataframe.loc[
            (short_score >= self.min_confluence.value) & (dataframe["volume"] > 0),
            ["enter_short", "enter_tag"]
        ] = (1, "atr_boost_short")

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe["bb_pctb"] > self.bb_pctb_high.value) |
                ((dataframe["rsi"] > self.rsi_overbought.value) &
                 (dataframe["close"] < dataframe["ema_fast"])) |
                (dataframe["bb_width"] > dataframe["bb_width"].rolling(10).mean() * 2.5)
            ) & (dataframe["volume"] > 0),
            ["exit_long", "exit_tag"]
        ] = (1, "atr_boost_exit")

        dataframe.loc[
            (
                (dataframe["bb_pctb"] < self.bb_pctb_low.value) |
                ((dataframe["rsi"] < self.rsi_oversold.value) &
                 (dataframe["close"] > dataframe["ema_fast"])) |
                (dataframe["bb_width"] > dataframe["bb_width"].rolling(10).mean() * 2.5)
            ) & (dataframe["volume"] > 0),
            ["exit_short", "exit_tag"]
        ] = (1, "atr_boost_exit")

        return dataframe

    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                        current_rate: float, current_profit: float, after_fill: bool,
                        **kwargs) -> Optional[float]:
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        if dataframe is None or len(dataframe) < 2:
            return self.stoploss

        last = dataframe.iloc[-1]
        atr = last.get("atr", 0)
        close = last.get("close", current_rate)
        if atr <= 0 or close <= 0:
            return self.stoploss

        atr_stop = atr * self.atr_stop_mult.value / close
        atr_stop = max(min(atr_stop, 0.12), 0.02)

        if current_profit > 0.03:
            trail = atr * self.atr_trail_mult.value / close
            trail = max(min(trail, 0.06), 0.01)
            return max(atr_stop, trail)

        return atr_stop

    def custom_exit(self, pair: str, trade: Trade, current_time: datetime,
                    current_rate: float, current_profit: float, **kwargs) -> Optional[str]:
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        if len(dataframe) < 1:
            return None
        last = dataframe.iloc[-1]

        if trade.is_short:
            if last.get("bb_pctb", 0.5) < 0.15:
                return "beacon_target_short"
            if last.get("higher_high", 0) == 1 and current_profit > 0.01:
                return "structure_break_short"
        else:
            if last.get("bb_pctb", 0.5) > 0.85:
                return "beacon_target_long"
            if last.get("lower_low", 0) == 1 and current_profit > 0.01:
                return "structure_break_long"

        return None