from freqtrade.strategy.interface import IStrategy
from typing import Dict, List, Optional
from functools import reduce
from pandas import DataFrame, Series

import talib.abstract as ta
import logging
import pandas as pd
import numpy as np
from datetime import datetime, timedelta, timezone
from freqtrade.persistence import Trade
import time

logger = logging.getLogger(__name__)


class DoesNothingStrategyLog(IStrategy):
    """

    author@: Gert Wohlgemuth

    just a skeleton

    """



    minimal_roi = {
        "0": 0.01
    }

    stoploss = -0.05

    timeframe = '1m'

    startup_candle_count = 10
    process_only_new_candles = False

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        logger.info('populate indicators')
        dataframe['rsi'] = ta.RSI(dataframe, 4)
        logger.info('last row of dataframe')
        logger.info(dataframe.iloc[-1])

        if self.dp.runmode.value in ('live', 'dry_run'):
            ticker = self.dp.ticker(metadata['pair'])
            last_price = ticker['last']
            logger.info(f"Last price is {last_price}")

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        logger.info('populate entry')
        dataframe.loc[
            (
            ),
            'enter_long'] = 0
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        logger.info('populate exit')
        dataframe.loc[
            (
            ),
            'exit_long'] = 0
        return dataframe