# source: https://raw.githubusercontent.com/5drei1/freqtrade_pub_strats/19d0c7d7d02117546c4e7f151b26eec49780c0d0/iCluc.py
import freqtrade.vendor.qtpylib.indicators as qtpylib
from typing import Dict, List, Optional
import numpy as np
import talib.abstract as ta
from freqtrade.strategy import IStrategy, informative
from freqtrade.strategy import (merge_informative_pair,
                                DecimalParameter, IntParameter, BooleanParameter, timeframe_to_minutes, stoploss_from_open, RealParameter)
from pandas import DataFrame, Series
from functools import reduce
from freqtrade.persistence import Trade
from datetime import datetime, timedelta, timezone
from freqtrade.exchange import timeframe_to_prev_date
from technical.indicators import zema
import math
import pandas_ta as pta
import technical.indicators as ftt


# I hope you do enough testing before proceeding, either backtesting and/or dry run.
# Any profits and losses are all your responsibility

class Github_5drei1_freqtrade_pub_strats__iCluc__20260217_190227(IStrategy):
    def version(self) -> str:
        return "v1p"

    buy_params = {
        'bbdelta-close': 0.01965,
        'bbdelta-tail': 0.95089,
        'close-bblower': 0.00799,
        'closedelta-close': 0.00556,
        'rocr-1h': 0.54904
    }

    # Sell hyperspace params:
    sell_params = {
        # custom stoploss params, come from BB_RPB_TSL
        "pHSL": -0.15,
        "pPF_1": 0.02,
        "pPF_2": 0.05,
        "pSL_1": 0.02,
        "pSL_2": 0.04,

        'sell-fisher': 0.38414, 
        'sell-bbmiddle-close': 1.07634
    }

    # ROI table:
    minimal_roi = {
        "0": 100
    }

    # Stoploss:
    stoploss = -0.99   # use custom stoploss

    # Trailing stop:
    trailing_stop = False
    trailing_stop_positive = 0.001
    trailing_stop_positive_offset = 0.012
    trailing_only_offset_is_reached = False

    """
    END HYPEROPT
    """
    
    timeframe = '1m'

    # Make sure these match or are not overridden in config
    use_sell_signal = True
    sell_profit_only = False
    ignore_roi_if_buy_signal = False

    # Custom stoploss
    use_custom_stoploss = True

    process_only_new_candles = True
    startup_candle_count = 168

    order_types = {
        'buy': 'limit',
        'sell': 'limit',
        'emergencysell': 'limit',
        'forcebuy': "limit",
        'forcesell': 'limit',
        'stoploss': 'limit',
        'stoploss_on_exchange': False,

        'stoploss_on_exchange_interval': 60,
        'stoploss_on_exchange_limit_ratio': 0.99
    }

    # hard stoploss profit
    pHSL = DecimalParameter(-0.200, -0.040, default=-0.08, decimals=3, space='sell', load=True)
    # profit threshold 1, trigger point, SL_1 is used
    pPF_1 = DecimalParameter(0.008, 0.020, default=0.016, decimals=3, space='sell', load=True)
    pSL_1 = DecimalParameter(0.008, 0.020, default=0.011, decimals=3, space='sell', load=True)

    # profit threshold 2, SL_2 is used
    pPF_2 = DecimalParameter(0.040, 0.100, default=0.080, decimals=3, space='sell', load=True)
    pSL_2 = DecimalParameter(0.020, 0.070, default=0.040, decimals=3, space='sell', load=True)


 

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, '1h') for pair in pairs]


        return informative_pairs


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


        inf_heikinashi = qtpylib.heikinashi(dataframe)

        dataframe['ha_close'] = inf_heikinashi['close']
        dataframe['rocr'] = ta.ROCR(dataframe['ha_close'], timeperiod=168)
        displacement = 30
        ichimoku = ftt.ichimoku(dataframe, 
            conversion_line_period=20, 
            base_line_periods=60,
            laggin_span=120, 
            displacement=displacement
            )

        dataframe['chikou_span'] = ichimoku['chikou_span']

        # cross indicators
        dataframe['tenkan_sen'] = ichimoku['tenkan_sen']
        dataframe['kijun_sen'] = ichimoku['kijun_sen']

        # cloud, green a > b, red a < b
        dataframe['senkou_a'] = ichimoku['senkou_span_a']
        dataframe['senkou_b'] = ichimoku['senkou_span_b']
        dataframe['leading_senkou_span_a'] = ichimoku['leading_senkou_span_a']
        dataframe['leading_senkou_span_b'] = ichimoku['leading_senkou_span_b']
        dataframe['cloud_green'] = ichimoku['cloud_green'] * 1
        dataframe['cloud_red'] = ichimoku['cloud_red'] * -1

        dataframe.loc[:, 'cloud_top'] = dataframe.loc[:, ['senkou_a', 'senkou_b']].max(axis=1)
        dataframe.loc[:, 'cloud_bottom'] = dataframe.loc[:, ['senkou_a', 'senkou_b']].min(axis=1)

        # DANGER ZONE START

        # NOTE: Not actually the future, present data that is normally shifted forward for display as the cloud
        dataframe['future_green'] = (dataframe['leading_senkou_span_a'] > dataframe['leading_senkou_span_b']).astype('int') * 2
        dataframe['future_red'] = (dataframe['leading_senkou_span_a'] < dataframe['leading_senkou_span_b']).astype('int') * 2

        # The chikou_span is shifted into the past, so we need to be careful not to read the
        # current value.  But if we shift it forward again by displacement it should be safe to use.
        # We're effectively "looking back" at where it normally appears on the chart.
        dataframe['chikou_high'] = (
                (dataframe['chikou_span'] > dataframe['cloud_top'])
            ).shift(displacement).fillna(0).astype('int')

        dataframe['chikou_low'] = (
                (dataframe['chikou_span'] < dataframe['cloud_bottom'])
            ).shift(displacement).fillna(0).astype('int')

        # DANGER ZONE END

        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
        ssl_down, ssl_up = ssl_atr(dataframe, 10)
        dataframe['ssl_down'] = ssl_down
        dataframe['ssl_up'] = ssl_up
        dataframe['ssl_ok'] = (
                (ssl_up > ssl_down) 
            ).astype('int') * 3
        dataframe['ssl_bear'] = (
                (ssl_up < ssl_down) 
            ).astype('int') * 3

        dataframe['ichimoku_ok'] = (
                (dataframe['tenkan_sen'] > dataframe['kijun_sen'])
                & (dataframe['close'] > dataframe['cloud_top'])
                & (dataframe['future_green'] > 0) 
                & (dataframe['chikou_high'] > 0) 
            ).astype('int') * 4

        dataframe['ichimoku_bear'] = (
                (dataframe['tenkan_sen'] < dataframe['kijun_sen'])
                & (dataframe['close'] < dataframe['cloud_bottom'])
                & (dataframe['future_red'] > 0) 
                & (dataframe['chikou_low'] > 0) 
            ).astype('int') * 4

        dataframe['ichimoku_valid'] = (
                (dataframe['leading_senkou_span_b'] == dataframe['leading_senkou_span_b']) # not NaN
            ).astype('int') * 1

        dataframe['trend_pulse'] = (
                (dataframe['ichimoku_ok'] > 0) 
                & (dataframe['ssl_ok'] > 0)
            ).astype('int') * 2

        dataframe['bear_trend_pulse'] = (
                (dataframe['ichimoku_bear'] > 0) 
                & (dataframe['ssl_bear'] > 0)
            ).astype('int') * 2


        dataframe['trend_over'] = (
                (dataframe['ssl_ok'] == 0)
                | (dataframe['close'] < dataframe['cloud_top'])
            ).astype('int') * 1

        dataframe['bear_trend_over'] = (
                (dataframe['ssl_bear'] == 0)
                | (dataframe['close'] > dataframe['cloud_bottom'])
            ).astype('int') * 1

        dataframe.loc[ (dataframe['trend_pulse'] > 0), 'trending'] = 3
        dataframe.loc[ (dataframe['trend_over'] > 0) , 'trending'] = 0
        dataframe['trending'].fillna(method='ffill', inplace=True)

        dataframe.loc[ (dataframe['bear_trend_pulse'] > 0), 'bear_trending'] = 3
        dataframe.loc[ (dataframe['bear_trend_over'] > 0) , 'bear_trending'] = 0
        dataframe['bear_trending'].fillna(method='ffill', inplace=True)


        return dataframe

    @informative('30m')
    def populate_indicators_30m(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        return dataframe




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

        # # Heikin Ashi Candles
        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']
        dataframe['ha_high'] = heikinashi['high']
        dataframe['ha_low'] = heikinashi['low']

        # Set Up Bollinger Bands
        mid, lower = bollinger_bands(ha_typical_price(dataframe), window_size=40, num_of_std=2)
        dataframe['lower'] = lower
        dataframe['mid'] = mid
        
        dataframe['bbdelta'] = (mid - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['ha_close'] - dataframe['ha_close'].shift()).abs()
        dataframe['tail'] = (dataframe['ha_close'] - dataframe['ha_low']).abs()

        dataframe['bb_lowerband'] = dataframe['lower']
        dataframe['bb_middleband'] = dataframe['mid']

        dataframe['ema_fast'] = ta.EMA(dataframe['ha_close'], timeperiod=3)
        dataframe['ema_slow'] = ta.EMA(dataframe['ha_close'], timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        dataframe['rocr'] = ta.ROCR(dataframe['ha_close'], timeperiod=28)

        rsi = ta.RSI(dataframe)
        dataframe["rsi"] = rsi
        rsi = 0.1 * (rsi - 50)
        dataframe["fisher"] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
        
        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.buy_params
        conditions = []
        dataframe.loc[:, 'buy_tag'] = ''
        dataframe.loc[:, 'buy_copy'] = 0
        dataframe.loc[:, 'buy'] = 0

        ichi_check = (
                        (dataframe['trending_1h'] > 0)
                        & (dataframe['ichimoku_valid_1h'] > 0)
            )
        rocr_check = (
                        (dataframe['rocr_1h'].gt(params['rocr-1h']))
                    )

        buy_cond_1 = (      
                        (dataframe['lower'].shift().gt(0)) &
                        (dataframe['bbdelta'].gt(dataframe['ha_close'] * params['bbdelta-close'])) &
                        (dataframe['closedelta'].gt(dataframe['ha_close'] * params['closedelta-close'])) &
                        (dataframe['tail'].lt(dataframe['bbdelta'] * params['bbdelta-tail'])) &
                        (dataframe['ha_close'].lt(dataframe['lower'].shift())) &
                        (dataframe['ha_close'].le(dataframe['ha_close'].shift()))
            )
        dataframe.loc[buy_cond_1, 'buy_tag'] += 'cond_1 '
        conditions.append(buy_cond_1)



        buy_cond_2 = (      
                        (dataframe['lower'].shift().gt(0)) &
                        (dataframe['bbdelta'].gt(dataframe['ha_close'] * params['bbdelta-close'])) &
                        (dataframe['closedelta'].gt(dataframe['ha_close'] * params['closedelta-close'])) &
                        (dataframe['tail'].lt(dataframe['bbdelta'] * params['bbdelta-tail'])) &
                        (dataframe['ha_close'].lt(dataframe['lower'].shift())) &
                        (dataframe['ha_close'].le(dataframe['ha_close'].shift()))
            )
        dataframe.loc[buy_cond_2, 'buy_tag'] += 'cond_2 '
        conditions.append(buy_cond_2)


        if conditions:
            dataframe.loc[
                (rocr_check & ichi_check & reduce(lambda x, y: x | y, conditions)),
                'buy'
            ]=1
    
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.sell_params

        dataframe.loc[
            (dataframe['fisher'] > params['sell-fisher']) &
            (dataframe['ha_high'].le(dataframe['ha_high'].shift(1))) &
            (dataframe['ha_high'].shift(1).le(dataframe['ha_high'].shift(2))) &
            (dataframe['ha_close'].le(dataframe['ha_close'].shift(1))) &
            (dataframe['ema_fast'] > dataframe['ha_close']) &
            ((dataframe['ha_close'] * params['sell-bbmiddle-close']) > dataframe['bb_middleband']) &
            (dataframe['volume'] > 0)
                
        ,
        'sell'] = 1

        return dataframe



    # new custom stoploss, both hard and trailing functions


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

        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)

        last_candle = dataframe.iloc[-1].squeeze()

        if current_profit >= 0.02:
            return None

        if current_profit < 0.02:
            if (
                    (last_candle['close'] > last_candle['bb_middleband'])
            ):
                if trade.id not in TMP_HOLD:
                    TMP_HOLD.append(trade.id)
                    return None

        # start cross under bb mid. --sell
        for i in TMP_HOLD:
            if trade.id == i and (last_candle["close"] < last_candle["bb_middleband"]):
                TMP_HOLD.remove(i)
                return "sell_drop_bb_mid"
                
    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, **kwargs) -> float:

        # hard stoploss      
        sl_frac = 0.158

        # profit_threshold = 0.01
        profit_threshold = 0.0137

        # trailing stoploss as a fraction of current profit so it rises a little slower than
        # current_profit, this gives more margin for minor pull-backs as prices rise 
        profit_sl_frac = ((current_profit - profit_threshold) * 0.25) + profit_threshold 
        
        if (current_profit > profit_threshold):
            # current_profit above threshold
            return profit_sl_frac
        else:
            # profit less than or equal to threshold
            return sl_frac

        return sl_frac



class Github_5drei1_freqtrade_pub_strats__iCluc__20260217_190227DCA(Github_5drei1_freqtrade_pub_strats__iCluc__20260217_190227):
    position_adjustment_enable = True

    max_rebuy_orders = 1
    max_rebuy_multiplier = 2

    # This is called when placing the initial order (opening trade)
    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: float, max_stake: float,
                            entry_tag: Optional[str], **kwargs) -> float:

        if (self.config['position_adjustment_enable'] is True) and (self.config['stake_amount'] == 'unlimited'):
            return proposed_stake / self.max_rebuy_multiplier
        else:
            return proposed_stake

    def adjust_trade_position(self, trade: Trade, current_time: datetime,
                              current_rate: float, current_profit: float, min_stake: float,
                              max_stake: float, **kwargs):

        if (self.config['position_adjustment_enable'] is False) or (current_profit > -0.08):
            return None

        filled_buys = trade.select_filled_orders('buy')
        count_of_buys = len(filled_buys)

        # Maximum 2 rebuys, equal stake as the original
        if 0 < count_of_buys <= self.max_rebuy_orders:
            try:
                # This returns first order stake size
                stake_amount = filled_buys[0].cost
                # This then calculates current safety order size
                stake_amount = stake_amount
                return stake_amount
            except Exception as exception:
                return None

        return None







##################### CI #############################################################################################################

def EWO(dataframe, sma1_length=5, sma2_length=35):
    df = dataframe.copy()
    sma1 = ta.SMA(df, timeperiod=sma1_length)
    sma2 = ta.SMA(df, timeperiod=sma2_length)
    smadif = (sma1 - sma2) / df['close'] * 100
    return smadif

def bollinger_bands(stock_price, window_size, num_of_std):
    rolling_mean = stock_price.rolling(window=window_size).mean()
    rolling_std = stock_price.rolling(window=window_size).std()
    lower_band = rolling_mean - (rolling_std * num_of_std)
    return np.nan_to_num(rolling_mean), np.nan_to_num(lower_band)


def ha_typical_price(bars):
    res = (bars['ha_high'] + bars['ha_low'] + bars['ha_close']) / 3.
    return Series(index=bars.index, data=res)


def pmax(df, period, multiplier, length, MAtype, src):

    period = int(period)
    multiplier = int(multiplier)
    length = int(length)
    MAtype = int(MAtype)
    src = int(src)

    mavalue = f'MA_{MAtype}_{length}'
    atr = f'ATR_{period}'
    pm = f'pm_{period}_{multiplier}_{length}_{MAtype}'
    pmx = f'pmX_{period}_{multiplier}_{length}_{MAtype}'

    # MAtype==1 --> EMA
    # MAtype==2 --> DEMA
    # MAtype==3 --> T3
    # MAtype==4 --> SMA
    # MAtype==5 --> VIDYA
    # MAtype==6 --> TEMA
    # MAtype==7 --> WMA
    # MAtype==8 --> VWMA
    # MAtype==9 --> zema
    if src == 1:
        masrc = df["close"]
    elif src == 2:
        masrc = (df["high"] + df["low"]) / 2
    elif src == 3:
        masrc = (df["high"] + df["low"] + df["close"] + df["open"]) / 4

    if MAtype == 1:
        mavalue = ta.EMA(masrc, timeperiod=length)
    elif MAtype == 2:
        mavalue = ta.DEMA(masrc, timeperiod=length)
    elif MAtype == 3:
        mavalue = ta.T3(masrc, timeperiod=length)
    elif MAtype == 4:
        mavalue = ta.SMA(masrc, timeperiod=length)
    elif MAtype == 5:
        mavalue = VIDYA(df, length=length)
    elif MAtype == 6:
        mavalue = ta.TEMA(masrc, timeperiod=length)
    elif MAtype == 7:
        mavalue = ta.WMA(df, timeperiod=length)
    elif MAtype == 8:
        mavalue = vwma(df, length)
    elif MAtype == 9:
        mavalue = zema(df, period=length)

    df[atr] = ta.ATR(df, timeperiod=period)
    df['basic_ub'] = mavalue + ((multiplier/10) * df[atr])
    df['basic_lb'] = mavalue - ((multiplier/10) * df[atr])


    basic_ub = df['basic_ub'].values
    final_ub = np.full(len(df), 0.00)
    basic_lb = df['basic_lb'].values
    final_lb = np.full(len(df), 0.00)

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

    df['final_ub'] = final_ub
    df['final_lb'] = final_lb

    pm_arr = np.full(len(df), 0.00)
    for i in range(period, len(df)):
        pm_arr[i] = (
            final_ub[i] if (pm_arr[i - 1] == final_ub[i - 1]
                                    and mavalue[i] <= final_ub[i])
        else final_lb[i] if (
            pm_arr[i - 1] == final_ub[i - 1]
            and mavalue[i] > final_ub[i]) else final_lb[i]
        if (pm_arr[i - 1] == final_lb[i - 1]
            and mavalue[i] >= final_lb[i]) else final_ub[i]
        if (pm_arr[i - 1] == final_lb[i - 1]
            and mavalue[i] < final_lb[i]) else 0.00)

    pm = Series(pm_arr)

    # Mark the trend direction up/down
    pmx = np.where((pm_arr > 0.00), np.where((mavalue < pm_arr), 'down',  'up'), np.NaN)

    return pm, pmx


def HA(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 pump_warning(dataframe, perc=15):
    df = dataframe.copy()    
    df["change"] = df["high"] - df["low"]
    df["test1"] = (df["close"] > df["open"])
    df["test2"] = ((df["change"]/df["low"]) > (perc/100))
    df["result"] = (df["test1"] & df["test2"]).astype('int')
    return df['result']

def tv_wma(dataframe, length = 9, field="close") -> DataFrame:
    """
    Source: Tradingview "Moving Average Weighted"
    Pinescript Author: Unknown
    Args :
        dataframe : Pandas Dataframe
        length : WMA length
        field : Field to use for the calculation
    Returns :
        dataframe : Pandas DataFrame with new columns 'tv_wma'
    """

    norm = 0
    sum = 0

    for i in range(1, length - 1):
        weight = (length - i) * length
        norm = norm + weight
        sum = sum + dataframe[field].shift(i) * weight

    dataframe["tv_wma"] = (sum / norm) if norm > 0 else 0
    return dataframe["tv_wma"]

def tv_hma(dataframe, length = 9, field="close") -> DataFrame:
    """
    Source: Tradingview "Hull Moving Average"
    Pinescript Author: Unknown
    Args :
        dataframe : Pandas Dataframe
        length : HMA length
        field : Field to use for the calculation
    Returns :
        dataframe : Pandas DataFrame with new columns 'tv_hma'
    """

    dataframe["h"] = 2 * tv_wma(dataframe, math.floor(length / 2), field) - tv_wma(dataframe, length, field)

    dataframe["tv_hma"] = tv_wma(dataframe, math.floor(math.sqrt(length)), "h")
    # dataframe.drop("h", inplace=True, axis=1)

    return dataframe["tv_hma"]

def SSLChannels(dataframe, length = 7):
    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 ssl_atr(dataframe, length = 7):
    df = dataframe.copy()
    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']
###################################################################################################################################