# 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_34_9(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:
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['dema'] = ta.DEMA(dataframe, timeperiod=10)
        dataframe['kama'] = ta.KAMA(dataframe, timeperiod=30)
        bbands = ta.BBANDS(dataframe, timeperiod=20, nbdevup=1.5, nbdevdn=1.5)
        dataframe['upperband'] = bbands['upperband']
        dataframe['middleband'] = bbands['middleband']
        dataframe['lowerband'] = bbands['lowerband']
        dataframe['ad'] = ta.AD(dataframe)
        dataframe['ad_sma'] = ta.SMA(dataframe, timeperiod=10, price='ad')
        stoch = ta.STOCH(dataframe, fastk_period=21, slowk_period=5, slowd_period=5)
        dataframe['slowk'] = stoch['slowk']
        dataframe['slowd'] = stoch['slowd']
        dataframe['roc'] = ta.ROC(dataframe, timeperiod=5)
        dataframe['trix'] = ta.TRIX(dataframe, timeperiod=21)
        dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=9)
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=21)
        dataframe['sar'] = ta.SAR(dataframe, acceleration=0.01, maximum=0.1)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['rsi'] < 30)
        ) & (
            qtpylib.crossed_above(dataframe['close'], dataframe['dema'])
        ) & (
            qtpylib.crossed_above(dataframe['close'], dataframe['kama'])
        ) & (
            (dataframe['close'] < dataframe['lowerband'] * 1.0)
        ) & (
            qtpylib.crossed_above(dataframe['ad'], dataframe['ad_sma'])
        ),
        'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
        (
            (dataframe['slowk'] > 75)
        ) & (
            qtpylib.crossed_below(dataframe['roc'], 0)
        ) & (
            qtpylib.crossed_below(dataframe['trix'], 0)
        ) & (
            qtpylib.crossed_below(dataframe['ema_fast'], dataframe['ema_slow'])
        ) & (
            qtpylib.crossed_below(dataframe['close'], dataframe['sar'])
        ),
        'exit_long'] = 1
        return dataframe