# Source: generated via dynamic_strategy_generator
from freqtrade.strategy import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib

class ACO_2_16(IStrategy):
    timeframe = '1h'
    
    # Standard ROI and Stoploss
    minimal_roi = {"0": 0.1, "60": 0.05, "120": 0.0}
    stoploss = -0.05
    
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        stochrsi = ta.STOCHRSI(dataframe, timeperiod=14, fastk_period=5, fastd_period=3)
        dataframe['fastk'] = stochrsi['fastk']
        dataframe['fastd'] = stochrsi['fastd']
        dataframe['ultosc'] = ta.ULTOSC(dataframe, timeperiod1=7, timeperiod2=14, timeperiod3=28)
        dataframe['t3'] = ta.T3(dataframe, timeperiod=5, vfactor=0.7)
        dataframe['roc'] = ta.ROC(dataframe, timeperiod=5)
        dataframe['bop'] = ta.BOP(dataframe)
        dataframe['sma_fast'] = ta.SMA(dataframe, timeperiod=9)
        dataframe['sma_slow'] = ta.SMA(dataframe, timeperiod=21)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['fastk'] < 20)
        ) & (
            (dataframe['ultosc'] < 35)
        ) & (
            qtpylib.crossed_above(dataframe['close'], dataframe['t3'])
        ),
        'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            qtpylib.crossed_below(dataframe['roc'], 0)
        ) & (
            qtpylib.crossed_below(dataframe['bop'], 0)
        ) & (
            qtpylib.crossed_below(dataframe['sma_fast'], dataframe['sma_slow'])
        ) & (
            qtpylib.crossed_below(dataframe['sma_fast'], dataframe['sma_slow'])
        ),
        'exit_long'] = 1
        return dataframe