from typing import Dict, List, Optional, Tuple
from datetime import datetime, timedelta
from cachetools import TTLCache

from pandas import DataFrame
import numpy as np

import talib.abstract as ta
from finta import TA as fta

from freqtrade.strategy import IStrategy, merge_informative_pair, stoploss_from_open, IntParameter, DecimalParameter, CategoricalParameter
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade
from skopt.space import Dimension

class CryptoFrog_205(IStrategy):

    minimal_roi = {
        "0": 0.213,
        "39": 0.103,
        "96": 0.037,
        "166": 0
    }

    stoploss = -0.085

    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.047
    trailing_only_offset_is_reached = False

    use_custom_stoploss = True
    custom_stop = {

        'decay-time': 166,       # minutes to reach end, I find it works well to match this to the final ROI value - default 1080
        'decay-delay': 0,         # minutes to wait before decay starts
        'decay-start': -0.085, # -0.32118, # -0.07163,     # starting value: should be the same or smaller than initial stoploss - default -0.30
        'decay-end': -0.02,       # ending value - default -0.03

        'cur-min-diff': 0.03,     # diff between current and minimum profit to move stoploss up to min profit point
        'cur-threshold': -0.02,   # how far negative should current profit be before we consider moving it up based on cur/min or roc
        'roc-bail': -0.03,        # value for roc to use for dynamic bailout
        'rmi-trend': 50,          # rmi-slow value to pause stoploss decay
        'bail-how': 'immediate',  # set the stoploss to the atr offset below current price, or immediate

        'pos-trail': True,        # enable trailing once positive
        'pos-threshold': 0.005,   # trail after how far positive
        'pos-trail-dist': 0.015   # how far behind to place the trail
    }

    droi_trend_type = CategoricalParameter(['rmi', 'ssl', 'candle', 'any'], default='any', space='sell', optimize=True)
    droi_pullback = CategoricalParameter([True, False], default=True, space='sell', optimize=True)
    droi_pullback_amount = DecimalParameter(0.005, 0.02, default=0.005, space='sell')
    droi_pullback_respect_table = CategoricalParameter([True, False], default=False, space='sell', optimize=True)

    cstp_threshold = DecimalParameter(-0.05, 0, default=-0.03, space='sell')
    cstp_bail_how = CategoricalParameter(['roc', 'time', 'any'], default='roc', space='sell', optimize=True)
    cstp_bail_roc = DecimalParameter(-0.05, -0.01, default=-0.03, space='sell')
    cstp_bail_time = IntParameter(720, 1440, default=720, space='sell')

    stoploss = custom_stop['decay-start']

    custom_trade_info = {}
    custom_current_price_cache: TTLCache = TTLCache(maxsize=100, ttl=300) # 5 minutes

    process_only_new_candles = False

    use_sell_signal = True
    sell_profit_only = False
    ignore_roi_if_buy_signal = False

    use_dynamic_roi = True

    timeframe = '5m'
    informative_timeframe = '1h'

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

    plot_config = {
        'main_plot': {
            'Smooth_HA_H': {'color': 'orange'},
            'Smooth_HA_L': {'color': 'yellow'},
        },
        'subplots': {
            "StochRSI": {
                'srsi_k': {'color': 'blue'},
                'srsi_d': {'color': 'red'},
            },
            "MFI": {
                'mfi': {'color': 'green'},
            },
            "BBEXP": {
                'bbw_expansion': {'color': 'orange'},
            },
            "FAST": {
                'fastd': {'color': 'red'},
                'fastk': {'color': 'blue'},
            },
            "SQZMI": {
                'sqzmi': {'color': 'lightgreen'},
            },
            "VFI": {
                'vfi': {'color': 'lightblue'},
            },
            "DMI": {
                'dmi_plus': {'color': 'orange'},
                'dmi_minus': {'color': 'yellow'},
            },
            "EMACO": {
                'emac_1h': {'color': 'red'},
                'emao_1h': {'color': 'blue'},
            },
        }
    }

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()


        informative_pairs = [(pair, self.informative_timeframe) for pair in pairs]
        return informative_pairs

    def HA(self, dataframe, smoothing=None):
        df = dataframe.copy()

        df['HA_Close']=(df['open'] + df['high'] + df['low'] + df['close'])/4

        df.reset_index(inplace=True)

        ha_open = [ (df['open'][0] + df['close'][0]) / 2 ]
        [ ha_open.append((ha_open[i] + df['HA_Close'].values[i]) / 2) for i in range(0, len(df)-1) ]
        df['HA_Open'] = ha_open

        df.set_index('index', inplace=True)

        df['HA_High']=df[['HA_Open','HA_Close','high']].max(axis=1)
        df['HA_Low']=df[['HA_Open','HA_Close','low']].min(axis=1)

        if smoothing is not None:
            sml = abs(int(smoothing))
            if sml > 0:
                df['Smooth_HA_O']=ta.EMA(df['HA_Open'], sml)
                df['Smooth_HA_C']=ta.EMA(df['HA_Close'], sml)
                df['Smooth_HA_H']=ta.EMA(df['HA_High'], sml)
                df['Smooth_HA_L']=ta.EMA(df['HA_Low'], sml)

        return df

    def hansen_HA(self, informative_df, period=6):
        dataframe = informative_df.copy()

        dataframe['hhclose']=(dataframe['open'] + dataframe['high'] + dataframe['low'] + dataframe['close']) / 4
        dataframe['hhopen']= ((dataframe['open'].shift(2) + dataframe['close'].shift(2))/ 2) #it is not the same as real heikin ashi since I found that this is better.
        dataframe['hhhigh']=dataframe[['open','close','high']].max(axis=1)
        dataframe['hhlow']=dataframe[['open','close','low']].min(axis=1)

        dataframe['emac'] = ta.SMA(dataframe['hhclose'], timeperiod=period) #to smooth out the data and thus less noise.
        dataframe['emao'] = ta.SMA(dataframe['hhopen'], timeperiod=period)

        return {'emac': dataframe['emac'], 'emao': dataframe['emao']}

    def bbw_expansion(self, bbw_rolling, mult=1.1):
        bbw = list(bbw_rolling)

        m = 0.0
        for i in range(len(bbw)-1):
            if bbw[i] > m:
                m = bbw[i]

        if (bbw[-1] > (m * mult)):
            return 1
        return 0

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

        stoch_fast = ta.STOCHF(dataframe)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']

        period = 14
        smoothD = 3
        SmoothK = 3
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        stochrsi  = (dataframe['rsi'] - dataframe['rsi'].rolling(period).min()) / (dataframe['rsi'].rolling(period).max() - dataframe['rsi'].rolling(period).min())
        dataframe['srsi_k'] = stochrsi.rolling(SmoothK).mean() * 100
        dataframe['srsi_d'] = dataframe['srsi_k'].rolling(smoothD).mean()

        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']

        dataframe['sar'] = ta.SAR(dataframe)

        dataframe["bb_width"] = ((dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"])
        dataframe['bbw_expansion'] = dataframe['bb_width'].rolling(window=4).apply(self.bbw_expansion)

        dataframe = self.HA(dataframe, 4)


        hansencalc = self.hansen_HA(dataframe, 6)
        dataframe['emac'] = hansencalc['emac']
        dataframe['emao'] = hansencalc['emao']

        dataframe['mfi'] = fta.MFI(dataframe)

        dataframe['sqzmi'] = fta.SQZMI(dataframe) #, MA=hansencalc['emac'])

        dataframe['vfi'] = fta.VFI(dataframe, period=14)

        dmi = fta.DMI(dataframe, period=14)
        dataframe['dmi_plus'] = dmi['DI+']
        dataframe['dmi_minus'] = dmi['DI-']
        dataframe['adx'] = fta.ADX(dataframe, period=14)


        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
        dataframe['roc'] = ta.ROC(dataframe, timeperiod=9)
        dataframe['rmi'] = RMI(dataframe, length=24, mom=5)
        ssldown, sslup = SSLChannels_ATR(dataframe, length=21)
        dataframe['sroc'] = SROC(dataframe, roclen=21, emalen=13, smooth=21)
        dataframe['ssl-dir'] = np.where(sslup > ssldown,'up','down')
        dataframe['rmi-up'] = np.where(dataframe['rmi'] >= dataframe['rmi'].shift(),1,0)
        dataframe['rmi-up-trend'] = np.where(dataframe['rmi-up'].rolling(5).sum() >= 3,1,0)
        dataframe['candle-up'] = np.where(dataframe['close'] >= dataframe['close'].shift(),1,0)
        dataframe['candle-up-trend'] = np.where(dataframe['candle-up'].rolling(5).sum() >= 3,1,0)

        return dataframe

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

        self.custom_trade_info[metadata['pair']] = self.populate_trades(metadata['pair'])

        if self.config['runmode'].value in ('backtest', 'hyperopt'):
            assert (timeframe_to_minutes(self.timeframe) <= 30), "Backtest this strategy in 5m or 1m timeframe."

        if self.timeframe == self.informative_timeframe:
            dataframe = self.do_indicators(dataframe, metadata)
        else:
            if not self.dp:
                return dataframe

            informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe)

            informative = self.do_indicators(informative.copy(), metadata)

            dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.informative_timeframe, ffill=True)

            skip_columns = [(s + "_" + self.informative_timeframe) for s in ['date', 'open', 'high', 'low', 'close', 'volume', 'emac', 'emao']]
            dataframe.rename(columns=lambda s: s.replace("_{}".format(self.informative_timeframe), "") if (not s in skip_columns) else s, inplace=True)

        if self.dp.runmode.value in ('backtest', 'hyperopt'):
            self.custom_trade_info[metadata['pair']]['roc'] = dataframe[['date', 'roc']].copy().set_index('date')
            self.custom_trade_info[metadata['pair']]['atr'] = dataframe[['date', 'atr']].copy().set_index('date')
            self.custom_trade_info[metadata['pair']]['sroc'] = dataframe[['date', 'sroc']].copy().set_index('date')
            self.custom_trade_info[metadata['pair']]['ssl-dir'] = dataframe[['date', 'ssl-dir']].copy().set_index('date')
            self.custom_trade_info[metadata['pair']]['rmi-up-trend'] = dataframe[['date', 'rmi-up-trend']].copy().set_index('date')
            self.custom_trade_info[metadata['pair']]['candle-up-trend'] = dataframe[['date', 'candle-up-trend']].copy().set_index('date')

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (

                    (dataframe['close'] < dataframe['Smooth_HA_L'])
                    &

                    (dataframe['emac_1h'] < dataframe['emao_1h'])
                )
                &
                (
                    (

                        (dataframe['bbw_expansion'] == 1) & (dataframe['sqzmi'] == False)
                        &
                        (
                            (dataframe['mfi'] < 20)
                            |
                            (dataframe['dmi_minus'] > 30)
                        )
                    )
                    |
                    (

                        (dataframe['close'] < dataframe['sar'])
                        &
                        ((dataframe['srsi_d'] >= dataframe['srsi_k']) & (dataframe['srsi_d'] < 30))
                        &
                        ((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 23))
                        &
                        (dataframe['mfi'] < 30)
                    )
                    |
                    (

                        (
                            ((dataframe['dmi_minus'] > 30) & qtpylib.crossed_above(dataframe['dmi_minus'], dataframe['dmi_plus']))
                            &
                            (dataframe['close'] < dataframe['bb_lowerband'])
                        )
                        |
                        (



                            (dataframe['sqzmi'] == True)
                            &
                            ((dataframe['fastd'] > dataframe['fastk']) & (dataframe['fastd'] < 20))
                        )
                    )

                    &
                    (dataframe['vfi'] < 0.0)
                    &
                    (dataframe['volume'] > 0)
                )
            ),
            'buy'] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (

                    (dataframe['close'] > dataframe['Smooth_HA_H'])
                    &

                    (dataframe['emac_1h'] > dataframe['emao_1h'])
                )
                &
                (

                    (
                        (dataframe['bbw_expansion'] == 1)
                        &
                        (
                            (dataframe['mfi'] > 80)
                            |
                            (dataframe['dmi_plus'] > 30)
                        )
                    )

                    &
                    (dataframe['vfi'] > 0.0)
                    &
                    (dataframe['volume'] > 0)
                )
            ),
            'sell'] = 1
        return dataframe

    """
    Everything from here completely stolen from the godly work of @werkkrew

    Custom Stoploss
    """
    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60)

        if self.config['runmode'].value in ('live', 'dry_run'):
            dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
            sroc = dataframe['sroc'].iat[-1]

        else:
            sroc = self.custom_trade_info[trade.pair]['sroc'].loc[current_time]['sroc']

        if current_profit < self.cstp_threshold.value:
            if self.cstp_bail_how.value == 'roc' or self.cstp_bail_how.value == 'any':

                if (sroc/100) <= self.cstp_bail_roc.value:
                    return 0.001
            if self.cstp_bail_how.value == 'time' or self.cstp_bail_how.value == 'any':

                if trade_dur > self.cstp_bail_time.value:
                    return 0.001

        return 1

    """
    Freqtrade ROI Overload for dynamic ROI functionality
    """
    def min_roi_reached_dynamic(self, trade: Trade, current_profit: float, current_time: datetime, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:

        minimal_roi = self.minimal_roi
        _, table_roi = self.min_roi_reached_entry(trade_dur)

        if self.custom_trade_info and trade and trade.pair in self.custom_trade_info:
            if self.config['runmode'].value in ('live', 'dry_run'):
                dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=trade.pair, timeframe=self.timeframe)
                rmi_trend = dataframe['rmi-up-trend'].iat[-1]
                candle_trend = dataframe['candle-up-trend'].iat[-1]
                ssl_dir = dataframe['ssl-dir'].iat[-1]

            else:
                rmi_trend = self.custom_trade_info[trade.pair]['rmi-up-trend'].loc[current_time]['rmi-up-trend']
                candle_trend = self.custom_trade_info[trade.pair]['candle-up-trend'].loc[current_time]['candle-up-trend']
                ssl_dir = self.custom_trade_info[trade.pair]['ssl-dir'].loc[current_time]['ssl-dir']

            min_roi = table_roi
            max_profit = trade.calc_profit_ratio(trade.max_rate)
            pullback_value = (max_profit - self.droi_pullback_amount.value)
            in_trend = False

            if self.droi_trend_type.value == 'rmi' or self.droi_trend_type.value == 'any':
                if rmi_trend == 1:
                    in_trend = True
            if self.droi_trend_type.value == 'ssl' or self.droi_trend_type.value == 'any':
                if ssl_dir == 'up':
                    in_trend = True
            if self.droi_trend_type.value == 'candle' or self.droi_trend_type.value == 'any':
                if candle_trend == 1:
                    in_trend = True

            if (in_trend == True):
                min_roi = 100

                if self.droi_pullback.value == True and (current_profit < pullback_value):
                    if self.droi_pullback_respect_table.value == True:
                        min_roi = table_roi
                    else:
                        min_roi = current_profit / 2

        else:
            min_roi = table_roi

        return trade_dur, min_roi

    def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
        trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60)

        if self.use_dynamic_roi:
            _, roi = self.min_roi_reached_dynamic(trade, current_profit, current_time, trade_dur)
        else:
            _, roi = self.min_roi_reached_entry(trade_dur)
        if roi is None:
            return False
        else:
            return current_profit > roi

    def get_current_price(self, pair: str, refresh: bool) -> float:
        if not refresh:
            rate = self.custom_current_price_cache.get(pair)

            if rate:
                return rate

        ask_strategy = self.config.get('ask_strategy', {})
        if ask_strategy.get('use_order_book', False):
            ob = self.dp.orderbook(pair, 1)
            rate = ob[f"{ask_strategy['price_side']}s"][0][0]
        else:
            ticker = self.dp.ticker(pair)
            rate = ticker['last']

        self.custom_current_price_cache[pair] = rate
        return rate

    """
    Stripped down version from Schism, meant only to update the price data a bit
    more frequently than the default instead of getting all sorts of trade information
    """
    def populate_trades(self, pair: str) -> dict:

        if not pair in self.custom_trade_info:
            self.custom_trade_info[pair] = {}

        trade_data = {}
        trade_data['active_trade'] = False

        if self.config['runmode'].value in ('live', 'dry_run'):

            active_trade = Trade.get_trades([Trade.pair == pair, Trade.is_open.is_(True),]).all()

            if active_trade:

                current_rate = self.get_current_price(pair, True)
                active_trade[0].adjust_min_max_rates(current_rate)

        return trade_data

    class HyperOpt:


        @staticmethod
        def indicator_space() -> List[Dimension]:
            return []


def RMI(dataframe, *, length=20, mom=5):
    """
    Source: https://github.com/freqtrade/technical/blob/master/technical/indicators/indicators.py#L912
    """
    df = dataframe.copy()

    df['maxup'] = (df['close'] - df['close'].shift(mom)).clip(lower=0)
    df['maxdown'] = (df['close'].shift(mom) - df['close']).clip(lower=0)

    df.fillna(0, inplace=True)

    df["emaInc"] = ta.EMA(df, price='maxup', timeperiod=length)
    df["emaDec"] = ta.EMA(df, price='maxdown', timeperiod=length)

    df['RMI'] = np.where(df['emaDec'] == 0, 0, 100 - 100 / (1 + df["emaInc"] / df["emaDec"]))

    return df["RMI"]

def SSLChannels_ATR(dataframe, length=7):
    """
    SSL Channels with ATR: https://www.tradingview.com/script/SKHqWzql-SSL-ATR-channel/
    Credit to @JimmyNixx for python
    """
    df = dataframe.copy()

    df['ATR'] = ta.ATR(df, timeperiod=14)
    df['smaHigh'] = df['high'].rolling(length).mean() + df['ATR']
    df['smaLow'] = df['low'].rolling(length).mean() - df['ATR']
    df['hlv'] = np.where(df['close'] > df['smaHigh'], 1, np.where(df['close'] < df['smaLow'], -1, np.NAN))
    df['hlv'] = df['hlv'].ffill()
    df['sslDown'] = np.where(df['hlv'] < 0, df['smaHigh'], df['smaLow'])
    df['sslUp'] = np.where(df['hlv'] < 0, df['smaLow'], df['smaHigh'])

    return df['sslDown'], df['sslUp']

def SROC(dataframe, roclen=21, emalen=13, smooth=21):
    df = dataframe.copy()

    roc = ta.ROC(df, timeperiod=roclen)
    ema = ta.EMA(df, timeperiod=emalen)
    sroc = ta.ROC(ema, timeperiod=smooth)

    return sroc