import logging
from numpy.lib import math
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.hyper import IntParameter
from pandas import DataFrame
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib


class SuperTrendPure_583(IStrategy):

    minimal_roi = {
        "0": 0.087,
        "372": 0.058,
        "861": 0.029,
        "2221": 0
    }

    stoploss = -0.265

    trailing_stop = True
    trailing_stop_positive = 0.05
    trailing_stop_positive_offset = 0.144
    trailing_only_offset_is_reached = False

    timeframe = '1h'

    startup_candle_count = 50
    
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
       
        supertrend = self.supertrend(dataframe, 2, 8)
        dataframe['st'] = supertrend['ST']
        dataframe['stx'] = supertrend['STX']
        
        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
               (qtpylib.crossed_above(dataframe['close'], dataframe['st'])) &
               (dataframe['volume'].gt(0))
            ),
            'buy'] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
               (qtpylib.crossed_below(dataframe['close'], dataframe['st'])) &
               (dataframe['volume'].gt(0))
            ),
            'sell'] = 1

        return dataframe

    """
        Supertrend Indicator; adapted for freqtrade
        from: https://github.com/freqtrade/freqtrade-strategies/issues/30
    """
    def supertrend(self, dataframe: DataFrame, multiplier, period):
        df = dataframe.copy()

        df['TR'] = ta.TRANGE(df)
        df['ATR'] = ta.SMA(df['TR'], period)

        st = 'ST_' + str(period) + '_' + str(multiplier)
        stx = 'STX_' + str(period) + '_' + str(multiplier)

        df['basic_ub'] = (df['high'] + df['low']) / 2 + multiplier * df['ATR']
        df['basic_lb'] = (df['high'] + df['low']) / 2 - multiplier * df['ATR']

        df['final_ub'] = 0.00
        df['final_lb'] = 0.00
        for i in range(period, len(df)):
            df['final_ub'].iat[i] = df['basic_ub'].iat[i] if df['basic_ub'].iat[i] < df['final_ub'].iat[i - 1] or df['close'].iat[i - 1] > df['final_ub'].iat[i - 1] else df['final_ub'].iat[i - 1]
            df['final_lb'].iat[i] = df['basic_lb'].iat[i] if df['basic_lb'].iat[i] > df['final_lb'].iat[i - 1] or df['close'].iat[i - 1] < df['final_lb'].iat[i - 1] else df['final_lb'].iat[i - 1]

        df[st] = 0.00
        for i in range(period, len(df)):
            df[st].iat[i] = df['final_ub'].iat[i] if df[st].iat[i - 1] == df['final_ub'].iat[i - 1] and df['close'].iat[i] <= df['final_ub'].iat[i] else \
                            df['final_lb'].iat[i] if df[st].iat[i - 1] == df['final_ub'].iat[i - 1] and df['close'].iat[i] >  df['final_ub'].iat[i] else \
                            df['final_lb'].iat[i] if df[st].iat[i - 1] == df['final_lb'].iat[i - 1] and df['close'].iat[i] >= df['final_lb'].iat[i] else \
                            df['final_ub'].iat[i] if df[st].iat[i - 1] == df['final_lb'].iat[i - 1] and df['close'].iat[i] <  df['final_lb'].iat[i] else 0.00

        df[stx] = np.where((df[st] > 0.00), np.where((df['close'] < df[st]), 'down',  'up'), np.NaN)

        df.drop(['basic_ub', 'basic_lb', 'final_ub', 'final_lb'], inplace=True, axis=1)

        df.fillna(0, inplace=True)

        return DataFrame(index=df.index, data={
            'ST' : df[st],
            'STX' : df[stx]
        })