import freqtrade.vendor.qtpylib.indicators as qtpylib
import talib.abstract as ta
import pandas_ta as pta
import pandas as pd

from freqtrade.persistence import Trade
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame, Series
from datetime import datetime
from freqtrade.strategy import DecimalParameter, IntParameter, informative, stoploss_from_open
from functools import reduce
# import warnings
# warnings.simplefilter(action='ignore', category=pd.errors.PerformanceWarning)


# custom indicators
# ##################################################################################################
def ewo(dataframe, ema_length=5, ema2_length=35):
    df = dataframe.copy()
    ema1 = ta.EMA(df, timeperiod=ema_length)
    ema2 = ta.EMA(df, timeperiod=ema2_length)
    emadif = (ema1 - ema2) / df['low'] * 100
    return emadif


# Williams %R
def williams_r(dataframe: DataFrame, period: int = 14) -> Series:

    highest_high = dataframe["high"].rolling(center=False, window=period).max()
    lowest_low = dataframe["low"].rolling(center=False, window=period).min()

    wr = Series(
        (highest_high - dataframe["close"]) / (highest_high - lowest_low),
        name=f"{period} Williams %R",
    )

    return wr * -100
# #####################################################################################################


class BBModCE(IStrategy):

    minimal_roi = {
        "0": 100
    }

    # Optimal timeframe for the strategy
    timeframe = '5m'

    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = True
    startup_candle_count = 20

    order_types = {
        'entry': 'market',
        'exit': 'market',
        'emergency_exit': 'market',
        'force_entry': 'market',
        'force_exit': "market",
        'stoploss': 'market',
        'stoploss_on_exchange': False,

        'stoploss_on_exchange_interval': 60,
        'stoploss_on_exchange_market_ratio': 0.99
    }

    # Disabled
    stoploss = -0.99

    # Custom stoploss
    use_custom_stoploss = True

    # Buy params
    leverage_optimize = False
    leverage_num = IntParameter(low=1, high=3, default=3, space='buy', optimize=leverage_optimize)

    is_optimize_ewo = True
    buy_rsi_fast = IntParameter(35, 50, default=45, space='buy', optimize=is_optimize_ewo)
    buy_rsi = IntParameter(15, 35, default=35, space='buy', optimize=is_optimize_ewo)
    buy_ewo = DecimalParameter(-6.0, 5, default=-5.585, space='buy', optimize=is_optimize_ewo)
    buy_ema_low = DecimalParameter(0.9, 0.99, default=0.942, space='buy', optimize=is_optimize_ewo)
    buy_ema_high = DecimalParameter(0.95, 1.2, default=1.084, space='buy', optimize=is_optimize_ewo)

    is_optimize_cofi = True
    buy_roc_1h = IntParameter(-25, 200, default=10, space='buy', optimize=is_optimize_cofi)
    buy_bb_width_1h = DecimalParameter(0.3, 2.0, default=0.3, space='buy', optimize=is_optimize_cofi)
    buy_ema_cofi = DecimalParameter(0.94, 1.2, default=0.97, space='buy', optimize=is_optimize_cofi)
    buy_fastk = IntParameter(0, 40, default=20, space='buy', optimize=is_optimize_cofi)
    buy_fastd = IntParameter(0, 40, default=20, space='buy', optimize=is_optimize_cofi)
    buy_adx = IntParameter(0, 30, default=30, space='buy', optimize=is_optimize_cofi)
    buy_ewo_high = DecimalParameter(2, 12, default=3.553, space='buy', optimize=is_optimize_cofi)
    buy_cofi_cti = DecimalParameter(-0.9, -0.0, default=-0.5, space='buy', optimize=is_optimize_cofi)
    buy_cofi_r14 = DecimalParameter(-100, -44, default=-60, space='buy', optimize=is_optimize_cofi)

    # custom stoploss
    trailing_optimize = False
    pHSL = DecimalParameter(-0.990, -0.040, default=-0.15, decimals=3, space='sell', optimize=False)
    pPF_1 = DecimalParameter(0.008, 0.100, default=0.03, decimals=3, space='sell', optimize=False)
    pSL_1 = DecimalParameter(0.01, 0.030, default=0.025, decimals=3, space='sell', optimize=trailing_optimize)
    pPF_2 = DecimalParameter(0.040, 0.200, default=0.080, decimals=3, space='sell', optimize=False)
    pSL_2 = DecimalParameter(0.050, 0.080, default=0.075, decimals=3, space='sell', optimize=trailing_optimize)

    sell_fastx = IntParameter(50, 100, default=75, space='sell', optimize=True)

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

        # hard stoploss profit
        HSL = self.pHSL.value
        PF_1 = self.pPF_1.value
        SL_1 = self.pSL_1.value
        PF_2 = self.pPF_2.value
        SL_2 = self.pSL_2.value

        # For profits between PF_1 and PF_2 the stoploss (sl_profit) used is linearly interpolated
        # between the values of SL_1 and SL_2. For all profits above PL_2 the sl_profit value
        # rises linearly with current profit, for profits below PF_1 the hard stoploss profit is used.

        if current_profit > PF_2:
            sl_profit = SL_2 + (current_profit - PF_2)
        elif current_profit > PF_1:
            sl_profit = SL_1 + ((current_profit - PF_1) * (SL_2 - SL_1) / (PF_2 - PF_1))
        else:
            sl_profit = HSL

        if self.can_short:
            if (-1 + ((1 - sl_profit) / (1 - current_profit))) <= 0:
                return 1
        else:
            if (1 - ((1 + sl_profit) / (1 + current_profit))) <= 0:
                return 1

        return stoploss_from_open(sl_profit, current_profit, is_short=trade.is_short)

    @informative('1h')
    def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        dataframe['roc'] = ta.ROC(dataframe, timeperiod=9)

        # # Bollinger bands
        bollinger2 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband2'] = bollinger2['lower']
        dataframe['bb_middleband2'] = bollinger2['mid']
        dataframe['bb_upperband2'] = bollinger2['upper']
        dataframe['bb_width'] = ((dataframe['bb_upperband2'] - dataframe['bb_lowerband2']) / dataframe['bb_middleband2'])

        return dataframe

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

        dataframe['sma_15'] = ta.SMA(dataframe, timeperiod=15)

        dataframe['cti'] = pta.cti(dataframe["close"], length=20)

        # EMA
        dataframe['ema_8'] = ta.EMA(dataframe, timeperiod=8)
        dataframe['ema_16'] = ta.EMA(dataframe, timeperiod=16)

        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)

        # Elliot
        dataframe['EWO'] = ewo(dataframe, 50, 200)

        dataframe['r_14'] = williams_r(dataframe, period=14)

        # Cofi
        stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']
        dataframe['adx'] = ta.ADX(dataframe)

        return dataframe

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

        conditions = []
        dataframe.loc[:, 'enter_tag'] = ''

        is_cofi = (
                (dataframe['roc_1h'] < self.buy_roc_1h.value) &
                (dataframe['bb_width_1h'] < self.buy_bb_width_1h.value) &
                (dataframe['open'] < dataframe['ema_8'] * self.buy_ema_cofi.value) &
                (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) &
                (dataframe['fastk'] < self.buy_fastk.value) &
                (dataframe['fastd'] < self.buy_fastd.value) &
                (dataframe['adx'] > self.buy_adx.value) &
                (dataframe['EWO'] > self.buy_ewo_high.value) &
                (dataframe['cti'] < self.buy_cofi_cti.value) &
                (dataframe['r_14'] < self.buy_cofi_r14.value)
        )

        is_ewo = (
                (dataframe['rsi_fast'] < self.buy_rsi_fast.value) &
                (dataframe['close'] < dataframe['ema_8'] * self.buy_ema_low.value) &
                (dataframe['EWO'] > self.buy_ewo.value) &
                (dataframe['close'] < dataframe['ema_16'] * self.buy_ema_high.value) &
                (dataframe['rsi'] < self.buy_rsi.value)
        )

        is_nfi_32 = (
                (dataframe['rsi_slow'] < dataframe['rsi_slow'].shift(1)) &
                (dataframe['rsi_fast'] < 46) &
                (dataframe['rsi'] > 19) &
                (dataframe['close'] < dataframe['sma_15'] * 0.942) &
                (dataframe['cti'] < -0.86)
        )

        conditions.append(is_cofi)
        dataframe.loc[is_cofi, 'enter_tag'] += 'cofi '

        conditions.append(is_ewo)
        dataframe.loc[is_ewo, 'enter_tag'] += 'ewo '

        conditions.append(is_nfi_32)
        dataframe.loc[is_nfi_32, 'enter_tag'] += 'nfi_32 '

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'enter_long'] = 1

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []
        dataframe.loc[:, 'exit_tag'] = ''

        fastk_cross = (
            (qtpylib.crossed_above(dataframe['fastk'], self.sell_fastx.value))
        )

        conditions.append(fastk_cross)
        dataframe.loc[fastk_cross, 'exit_tag'] += 'fastk_cross '

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'exit_long'] = 1

        return dataframe

    def leverage(self, pair: str, current_time: datetime, current_rate: float,
                 proposed_leverage: float, max_leverage: float, side: str,
                 **kwargs) -> float:

        return self.leverage_num.value