import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
from datetime import datetime, timedelta



























class BandCv5(IStrategy):
    INTERFACE_VERSION = 2

    minimal_roi = {
        "0": 0.018
    }

    stoploss = -0.99 # effectively disabled.

    timeframe = '5m'

    use_sell_signal = True
    sell_profit_only = True
    sell_profit_offset = 0.001 # it doesn't meant anything, just to guarantee there is a minimal profit.
    ignore_roi_if_buy_signal = True

    trailing_stop = True
    trailing_only_offset_is_reached = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.025

    use_custom_stoploss = True

    process_only_new_candles = False

    startup_candle_count: int = 50

    order_types = {
        'buy': 'limit',
        'sell': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, **kwargs) -> float:

        if (current_profit < 0) & (current_time - timedelta(minutes=300) > trade.open_date_utc):
            return 0.01
        return 0.99

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        bb_40 = qtpylib.bollinger_bands(dataframe['close'], window=40, stds=2)
        dataframe['lower'] = bb_40['lower']
        dataframe['mid'] = bb_40['mid']
        dataframe['bbdelta'] = (bb_40['mid'] - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
        dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()

        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['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (  # strategy BinHV45
                dataframe['lower'].shift().gt(0) &
                dataframe['bbdelta'].gt(dataframe['close'] * 0.008) &
                dataframe['closedelta'].gt(dataframe['close'] * 0.0175) &
                dataframe['tail'].lt(dataframe['bbdelta'] * 0.25) &
                dataframe['close'].lt(dataframe['lower'].shift()) &
                dataframe['close'].le(dataframe['close'].shift()) &
                (dataframe['volume'] > 0) # Make sure Volume is not 0
            )
            |
            (  # strategy ClucMay72018
                (dataframe['close'] < dataframe['ema_slow']) &
                (dataframe['close'] < 0.985 * dataframe['bb_lowerband']) &
                (dataframe['volume'] < (dataframe['volume_mean_slow'].shift(1) * 20)) &
                (dataframe['volume'] > 0) # Make sure Volume is not 0
            ),
            'buy'
        ] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            ( # Improves the profit slightly.
                (dataframe['close'] > dataframe['bb_upperband']) &
                (dataframe['close'].shift(1) > dataframe['bb_upperband'].shift(1)) &
                (dataframe['volume'] > 0) # Make sure Volume is not 0
            )
            ,
            'sell'
        ] = 1
        return dataframe