# source: https://raw.githubusercontent.com/AgbodesiImoagene/coingro/586d65e993aa6bdbef49cf2bb8f0632801425584/strategies/Strategy001_custom_sell.py
# --- Do not remove these libs ---
from datetime import datetime

import talib.abstract as ta
from pandas import DataFrame

import coingro.vendor.qtpylib.indicators as qtpylib
from coingro.persistence import Trade
from coingro.strategy.interface import IStrategy

# --------------------------------


class Github_AgbodesiImoagene_coingro__Strategy001_custom_sell__20231014_105229(IStrategy):

    """
    Strategy 001_custom_sell
    author@: Gerald Lonlas, froggleston
    github@: https://github.com/freqtrade/freqtrade-strategies

    How to use it?
    > python3 ./freqtrade/main.py -s Github_AgbodesiImoagene_coingro__Strategy001_custom_sell__20231014_105229
    """

    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi"
    minimal_roi = {"60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05}

    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    stoploss = -0.10

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

    # trailing stoploss
    trailing_stop = False
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.02

    # run "populate_indicators" only for new candle
    process_only_new_candles = False

    # Experimental settings (configuration will overide these if set)
    use_sell_signal = True
    sell_profit_only = True
    ignore_roi_if_buy_signal = False

    # Optional order type mapping
    order_types = {
        "buy": "limit",
        "sell": "limit",
        "stoploss": "market",
        "stoploss_on_exchange": False,
    }

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Adds several different TA indicators to the given DataFrame

        Performance Note: For the best performance be frugal on the number of indicators
        you are using. Let uncomment only the indicator you are using in your strategies
        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
        """

        dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["ema100"] = ta.EMA(dataframe, timeperiod=100)

        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe["ha_open"] = heikinashi["open"]
        dataframe["ha_close"] = heikinashi["close"]

        dataframe["rsi"] = ta.RSI(dataframe, 14)

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                qtpylib.crossed_above(dataframe["ema20"], dataframe["ema50"])
                & (dataframe["ha_close"] > dataframe["ema20"])
                & (dataframe["ha_open"] < dataframe["ha_close"])  # green bar
            ),
            "buy",
        ] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                qtpylib.crossed_above(dataframe["ema50"], dataframe["ema100"])
                & (dataframe["ha_close"] < dataframe["ema20"])
                & (dataframe["ha_open"] > dataframe["ha_close"])  # red bar
            ),
            "sell",
        ] = 1
        return dataframe

    def custom_sell(
        self,
        pair: str,
        trade: "Trade",
        current_time: "datetime",
        current_rate: float,
        current_profit: float,
        **kwargs
    ):
        """
        Sell only when matching some criteria other than those used to generate the sell signal
        :return: str sell_reason, if any, otherwise None
        """
        # get dataframe
        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)

        # get the current candle
        current_candle = dataframe.iloc[-1].squeeze()

        # if RSI greater than 70 and profit is positive, then sell
        if (current_candle["rsi"] > 70) and (current_profit > 0):
            return "rsi_profit_sell"

        # else, hold
        return None