# source: https://raw.githubusercontent.com/DOUGLASGUEDESATRIA/OSIRIS_TRADE/fe3c09567f3798d1cad6d7a306fa4f6131d91e17/user_data/strategies/OsirisGoldV3.py
"""
Github_DOUGLASGUEDESATRIA_OSIRIS_TRADE__OsirisGoldV3__20260329_060843 — Confluence Scoring + Time-Profit Edge (BTC/USDT 5m)
====================================================================
COMPILES BEST ELEMENTS FROM:
  Research — Soft confluence scoring (not binary AND/OR)
  V9      — Fixed SL + time-profit edge (trailing kills profits)
  XRSI    — Breakeven guard + loss-streak cooldown
  Omega   — Validated patterns (RSI+MFI+BB+MACD multi-TF)

TARGET: 5-8 trades/day | 55-65% WR | 1.5-2.0 R:R | Positive EV
  EV = 0.60 × (1.5 × SL) - 0.40 × SL = +0.50 × SL per trade

ARCHITECTURE:
  ENTRY: Score 0-20 points across 5 categories
         Trigger when score >= threshold (default 10)
  EXIT:  Fixed ATR-based SL (no trailing)
         Partial profit at 1R
         Time-profit edge: winners held longer
         Breakeven at 0.5R
  RISK:  Loss-streak guard (pause after N consecutive losses)
         Max 1 open trade
"""
import logging
import numpy as np
import pandas as pd
from datetime import datetime, timedelta
from pandas import DataFrame

from freqtrade.persistence import Trade
from freqtrade.strategy import (
    IStrategy,
    DecimalParameter,
    IntParameter,
    merge_informative_pair,
)
import talib.abstract as ta

try:
    from freqtrade.strategy import stoploss_from_open
except ImportError:
    def stoploss_from_open(open_relative_stop, current_profit, is_short=False):
        if current_profit == 0:
            return 1
        if is_short:
            return -1 + ((1 - open_relative_stop) / (1 - current_profit))
        return 1 - ((1 + open_relative_stop) / (1 + current_profit))

logger = logging.getLogger(__name__)


class Github_DOUGLASGUEDESATRIA_OSIRIS_TRADE__OsirisGoldV3__20260329_060843(IStrategy):
    INTERFACE_VERSION = 3
    can_short = True
    timeframe = "5m"

    stoploss = -0.04
    minimal_roi = {"0": 100}
    trailing_stop = False
    use_custom_stoploss = True
    startup_candle_count = 200
    process_only_new_candles = True

    # ── Risk params ──────────────────────────────────────────────────────────
    atr_sl_mult = DecimalParameter(
        1.5, 3.5, default=2.5, decimals=1, space="sell", optimize=True
    )
    rr_target = DecimalParameter(
        1.2, 2.5, default=1.5, decimals=1, space="sell", optimize=True
    )
    be_trigger = DecimalParameter(
        0.3, 0.8, default=0.5, decimals=1, space="sell", optimize=True
    )
    max_hold = IntParameter(12, 48, default=24, space="sell", optimize=True)
    loser_max_hold = IntParameter(6, 24, default=12, space="sell", optimize=True)

    # ── Entry scoring params ─────────────────────────────────────────────────
    score_threshold = IntParameter(7, 14, default=10, space="buy", optimize=True)
    score_threshold_short = IntParameter(7, 14, default=10, space="buy", optimize=True)
    loss_streak_limit = IntParameter(3, 7, default=5, space="buy", optimize=True)
    cooldown_min = IntParameter(3, 12, default=6, space="buy", optimize=True)

    _last_entry_time: dict = {}
    _consecutive_losses: dict = {}
    _last_loss_time: dict = {}

    # ── Informative pairs ────────────────────────────────────────────────────
    def informative_pairs(self):
        pairs = self.dp.current_whitelist() if self.dp else []
        return [(p, "15m") for p in pairs] + [(p, "1h") for p in pairs]

    # ── Indicators ───────────────────────────────────────────────────────────
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        pair = metadata["pair"]

        # ═══ 5m Core Indicators ══════════════════════════════════════════════
        # Momentum
        dataframe["rsi14"] = ta.RSI(dataframe, timeperiod=14)
        dataframe["rsi7"] = ta.RSI(dataframe, timeperiod=7)
        dataframe["mfi"] = ta.MFI(dataframe, timeperiod=14)
        macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
        dataframe["macd_hist"] = macd["macdhist"]
        stoch = ta.STOCH(dataframe, fastk_period=14, slowk_period=3, slowd_period=3)
        dataframe["stoch_k"] = stoch["slowk"]
        dataframe["stoch_d"] = stoch["slowd"]
        dataframe["cci"] = ta.CCI(dataframe, timeperiod=20)

        # Trend
        dataframe["ema9"] = ta.EMA(dataframe, timeperiod=9)
        dataframe["ema21"] = ta.EMA(dataframe, timeperiod=21)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)

        # Bollinger
        bb = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
        dataframe["bb_upper"] = bb["upperband"]
        dataframe["bb_lower"] = bb["lowerband"]
        dataframe["bb_mid"] = bb["middleband"]
        dataframe["bb_width"] = (bb["upperband"] - bb["lowerband"]) / bb["middleband"]

        # Volume
        dataframe["volume_sma"] = ta.SMA(dataframe["volume"], timeperiod=20)
        dataframe["rvol"] = dataframe["volume"] / dataframe["volume_sma"]
        dataframe["obv"] = ta.OBV(dataframe)
        dataframe["obv_sma"] = ta.SMA(dataframe["obv"], timeperiod=20)

        # Candle properties
        dataframe["is_green"] = (dataframe["close"] > dataframe["open"]).astype(int)
        dataframe["is_red"] = (dataframe["close"] < dataframe["open"]).astype(int)
        body = abs(dataframe["close"] - dataframe["open"])
        candle_range = dataframe["high"] - dataframe["low"]
        dataframe["body_pct"] = body / candle_range.replace(0, np.nan)
        dataframe["lower_wick"] = (
            np.minimum(dataframe["close"], dataframe["open"]) - dataframe["low"]
        ) / candle_range.replace(0, np.nan)
        dataframe["upper_wick"] = (
            dataframe["high"] - np.maximum(dataframe["close"], dataframe["open"])
        ) / candle_range.replace(0, np.nan)

        # Pullback detection
        dataframe["red_count"] = (
            dataframe["is_red"]
            .rolling(5, min_periods=1)
            .sum()
        )
        dataframe["green_count"] = (
            dataframe["is_green"]
            .rolling(5, min_periods=1)
            .sum()
        )

        # Bullish patterns
        dataframe["bullish_engulf"] = (
            (dataframe["is_green"] == 1)
            & (dataframe["is_red"].shift(1) == 1)
            & (dataframe["close"] > dataframe["open"].shift(1))
            & (dataframe["open"] < dataframe["close"].shift(1))
        ).astype(int)
        dataframe["hammer"] = (
            (dataframe["lower_wick"] > 0.6)
            & (dataframe["body_pct"] > 0.1)
            & (dataframe["upper_wick"] < 0.15)
        ).astype(int)

        # Bearish patterns
        dataframe["bearish_engulf"] = (
            (dataframe["is_red"] == 1)
            & (dataframe["is_green"].shift(1) == 1)
            & (dataframe["close"] < dataframe["open"].shift(1))
            & (dataframe["open"] > dataframe["close"].shift(1))
        ).astype(int)
        dataframe["shooting_star"] = (
            (dataframe["upper_wick"] > 0.6)
            & (dataframe["body_pct"] > 0.1)
            & (dataframe["lower_wick"] < 0.15)
        ).astype(int)

        # ═══ 15m Indicators ═════════════════════════════════════════════════
        inf_15m = self.dp.get_pair_dataframe(pair=pair, timeframe="15m")
        if not inf_15m.empty:
            inf_15m["rsi_15m"] = ta.RSI(inf_15m, timeperiod=14)
            inf_15m["ema50_15m"] = ta.EMA(inf_15m, timeperiod=50)
            macd_15 = ta.MACD(inf_15m, fastperiod=12, slowperiod=26, signalperiod=9)
            inf_15m["macd_hist_15m"] = macd_15["macdhist"]
            m = merge_informative_pair(
                dataframe,
                inf_15m[["date", "rsi_15m", "ema50_15m", "macd_hist_15m"]],
                self.timeframe, "15m", ffill=True,
            )
            dataframe["rsi_15m"] = m["rsi_15m_15m"].values
            dataframe["ema50_15m"] = m["ema50_15m_15m"].values
            dataframe["macd_15m"] = m["macd_hist_15m_15m"].values
        else:
            dataframe["rsi_15m"] = 50
            dataframe["ema50_15m"] = dataframe["close"]
            dataframe["macd_15m"] = 0

        # ═══ 1h Indicators ══════════════════════════════════════════════════
        inf_1h = self.dp.get_pair_dataframe(pair=pair, timeframe="1h")
        if not inf_1h.empty:
            inf_1h["ema9_1h"] = ta.EMA(inf_1h, timeperiod=9)
            inf_1h["ema21_1h"] = ta.EMA(inf_1h, timeperiod=21)
            inf_1h["adx_1h"] = ta.ADX(inf_1h, timeperiod=14)
            inf_1h["rsi_1h"] = ta.RSI(inf_1h, timeperiod=14)
            m1h = merge_informative_pair(
                dataframe,
                inf_1h[["date", "ema9_1h", "ema21_1h", "adx_1h", "rsi_1h"]],
                self.timeframe, "1h", ffill=True,
            )
            dataframe["ema9_1h"] = m1h["ema9_1h_1h"].values
            dataframe["ema21_1h"] = m1h["ema21_1h_1h"].values
            dataframe["adx_1h"] = m1h["adx_1h_1h"].values
            dataframe["rsi_1h"] = m1h["rsi_1h_1h"].values
        else:
            dataframe["ema9_1h"] = dataframe["close"]
            dataframe["ema21_1h"] = dataframe["close"]
            dataframe["adx_1h"] = 25
            dataframe["rsi_1h"] = 50

        # ═══ Derived signals ════════════════════════════════════════════════
        dataframe["trend_1h_up"] = (dataframe["ema9_1h"] > dataframe["ema21_1h"]).astype(int)
        dataframe["trend_1h_dn"] = (dataframe["ema9_1h"] < dataframe["ema21_1h"]).astype(int)
        dataframe["m15_pos"] = (dataframe["macd_15m"] > 0).astype(int)
        dataframe["m15_neg"] = (dataframe["macd_15m"] < 0).astype(int)
        dataframe["ema_ribbon_up"] = (
            (dataframe["ema9"] > dataframe["ema21"])
            & (dataframe["ema21"] > dataframe["ema50"])
        ).astype(int)
        dataframe["ema_ribbon_dn"] = (
            (dataframe["ema9"] < dataframe["ema21"])
            & (dataframe["ema21"] < dataframe["ema50"])
        ).astype(int)

        return dataframe

    # ── Scoring functions ────────────────────────────────────────────────────
    def _score_long(self, row) -> int:
        """Score a row for LONG entry (0-20 points)"""
        s = 0

        # ── Category 1: Trend alignment (0-4 pts) ───────────────────────────
        if row.get("trend_1h_up", 0) == 1:
            s += 2
        if row.get("ema_ribbon_up", 0) == 1:
            s += 1
        if row.get("adx_1h", 0) > 20:
            s += 1

        # ── Category 2: Momentum oversold (0-5 pts) ─────────────────────────
        rsi = row.get("rsi14", 50)
        if rsi < 35:
            s += 2
        elif rsi < 45:
            s += 1
        mfi = row.get("mfi", 50)
        if mfi < 30:
            s += 1
        stoch = row.get("stoch_k", 50)
        if stoch < 25:
            s += 1
        if row.get("cci", 0) < -100:
            s += 1

        # ── Category 3: Volume confirmation (0-3 pts) ───────────────────────
        rvol = row.get("rvol", 1)
        if rvol > 1.5:
            s += 2
        elif rvol > 1.0:
            s += 1
        if row.get("obv", 0) > row.get("obv_sma", 0):
            s += 1

        # ── Category 4: Price action (0-4 pts) ──────────────────────────────
        if row.get("is_green", 0) == 1:
            s += 1
        close = row.get("close", 0)
        bb_lower = row.get("bb_lower", 0)
        bb_mid = row.get("bb_mid", 0)
        if close > 0 and bb_lower > 0:
            if close <= bb_mid and row.get("low", close) <= bb_lower * 1.005:
                s += 1
        if row.get("bullish_engulf", 0) == 1:
            s += 1
        if row.get("hammer", 0) == 1:
            s += 1

        # ── Category 5: Multi-TF confluence (0-4 pts) ───────────────────────
        if row.get("m15_pos", 0) == 1:
            s += 1
        rsi_15 = row.get("rsi_15m", 50)
        if rsi_15 > 40:
            s += 1
        if close > row.get("ema50_15m", close):
            s += 1
        rsi_1h = row.get("rsi_1h", 50)
        if 35 < rsi_1h < 65:
            s += 1

        return s

    def _score_short(self, row) -> int:
        """Score a row for SHORT entry (0-20 points)"""
        s = 0

        # ── Category 1: Trend alignment (0-4 pts) ───────────────────────────
        if row.get("trend_1h_dn", 0) == 1:
            s += 2
        if row.get("ema_ribbon_dn", 0) == 1:
            s += 1
        if row.get("adx_1h", 0) > 20:
            s += 1

        # ── Category 2: Momentum overbought (0-5 pts) ───────────────────────
        rsi = row.get("rsi14", 50)
        if rsi > 65:
            s += 2
        elif rsi > 55:
            s += 1
        mfi = row.get("mfi", 50)
        if mfi > 70:
            s += 1
        stoch = row.get("stoch_k", 50)
        if stoch > 75:
            s += 1
        if row.get("cci", 0) > 100:
            s += 1

        # ── Category 3: Volume confirmation (0-3 pts) ───────────────────────
        rvol = row.get("rvol", 1)
        if rvol > 1.5:
            s += 2
        elif rvol > 1.0:
            s += 1
        if row.get("obv", 0) < row.get("obv_sma", 0):
            s += 1

        # ── Category 4: Price action (0-4 pts) ──────────────────────────────
        if row.get("is_red", 0) == 1:
            s += 1
        close = row.get("close", 0)
        bb_upper = row.get("bb_upper", 0)
        bb_mid = row.get("bb_mid", 0)
        if close > 0 and bb_upper > 0:
            if close >= bb_mid and row.get("high", close) >= bb_upper * 0.995:
                s += 1
        if row.get("bearish_engulf", 0) == 1:
            s += 1
        if row.get("shooting_star", 0) == 1:
            s += 1

        # ── Category 5: Multi-TF confluence (0-4 pts) ───────────────────────
        if row.get("m15_neg", 0) == 1:
            s += 1
        rsi_15 = row.get("rsi_15m", 50)
        if rsi_15 < 60:
            s += 1
        if close < row.get("ema50_15m", close):
            s += 1
        rsi_1h = row.get("rsi_1h", 50)
        if 35 < rsi_1h < 65:
            s += 1

        return s

    # ── Entry signals ────────────────────────────────────────────────────────
    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        thr_long = int(self.score_threshold.value)
        thr_short = int(self.score_threshold_short.value)

        has_data = dataframe["rsi14"].notna() & (dataframe["volume"] > 0)

        # Vectorized scoring via apply (row-by-row for scoring flexibility)
        cols_needed = [
            "trend_1h_up", "trend_1h_dn", "ema_ribbon_up", "ema_ribbon_dn",
            "adx_1h", "rsi14", "mfi", "stoch_k", "cci", "rvol",
            "obv", "obv_sma", "is_green", "is_red", "close", "low", "high",
            "bb_lower", "bb_upper", "bb_mid", "bullish_engulf", "hammer",
            "bearish_engulf", "shooting_star", "m15_pos", "m15_neg",
            "rsi_15m", "ema50_15m", "rsi_1h",
        ]

        # Compute scores
        score_long = dataframe[cols_needed].apply(
            lambda r: self._score_long(r), axis=1
        )
        score_short = dataframe[cols_needed].apply(
            lambda r: self._score_short(r), axis=1
        )

        dataframe["score_long"] = score_long
        dataframe["score_short"] = score_short

        # Entry signals with cooldown (1 candle gap minimum)
        prev_long = dataframe["enter_long"].shift(1).fillna(0) if "enter_long" in dataframe.columns else 0
        prev_short = dataframe["enter_short"].shift(1).fillna(0) if "enter_short" in dataframe.columns else 0

        long_signal = has_data & (score_long >= thr_long)
        short_signal = has_data & (score_short >= thr_short)

        # Tag with score for analysis
        dataframe.loc[long_signal, "enter_long"] = 1
        dataframe.loc[long_signal, "enter_tag"] = (
            "score_" + score_long[long_signal].astype(int).astype(str)
        )
        dataframe.loc[short_signal, "enter_short"] = 1
        dataframe.loc[short_signal, "enter_tag"] = (
            "score_" + score_short[short_signal].astype(int).astype(str)
        )

        return dataframe

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

    # ── Trade management ─────────────────────────────────────────────────────
    def confirm_trade_entry(
        self, pair, order_type, amount, rate, time_in_force,
        current_time, entry_tag, side, **kwargs,
    ) -> bool:
        # Cooldown between entries
        last = self._last_entry_time.get(pair)
        cd_seconds = int(self.cooldown_min.value) * 300  # in candles
        if last is not None and (current_time - last).total_seconds() < cd_seconds:
            return False

        # Loss-streak guard
        losses = self._consecutive_losses.get(pair, 0)
        limit = int(self.loss_streak_limit.value)
        if losses >= limit:
            last_loss = self._last_loss_time.get(pair)
            if last_loss is not None:
                pause_min = losses * 5  # 5 min per consecutive loss
                if (current_time - last_loss).total_seconds() < pause_min * 60:
                    return False
            self._consecutive_losses[pair] = 0

        self._last_entry_time[pair] = current_time
        return True

    def custom_stoploss(
        self, pair, trade: Trade, current_time,
        current_rate: float, current_profit: float, **kwargs,
    ) -> float:
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        if dataframe.empty:
            return -0.03

        last = dataframe.iloc[-1]
        atr = last.get("atr", 0)
        if atr <= 0 or trade.open_rate <= 0:
            return -0.03

        # ATR-based SL
        sl_distance = atr * float(self.atr_sl_mult.value)
        sl_pct = sl_distance / trade.open_rate

        # Breakeven at be_trigger × SL
        be_profit = sl_pct * float(self.be_trigger.value)
        if current_profit >= be_profit:
            is_short = getattr(trade, "is_short", False)
            return stoploss_from_open(0.001, current_profit, is_short=is_short)

        return -sl_pct

    def custom_exit(
        self, pair, trade, current_time, current_rate, current_profit, **kwargs,
    ):
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        if dataframe.empty:
            return None

        last = dataframe.iloc[-1]
        atr = last.get("atr", 0)
        if atr <= 0 or trade.open_rate <= 0:
            return None

        sl_distance = atr * float(self.atr_sl_mult.value)
        sl_pct = sl_distance / trade.open_rate
        tp_pct = sl_pct * float(self.rr_target.value)

        # TP hit
        if current_profit >= tp_pct:
            return "tp_hit"

        # Time management
        if trade.open_date_utc:
            elapsed = (current_time - trade.open_date_utc).total_seconds() / 300
            # Losers: exit faster
            if current_profit < 0 and elapsed >= self.loser_max_hold.value:
                return "loser_timeout"
            # Winners or breakeven: hold longer
            if elapsed >= self.max_hold.value:
                return "timeout"

        return None

    def confirm_trade_exit(
        self, pair, trade, order_type, amount, rate,
        time_in_force, exit_reason, current_time, **kwargs,
    ) -> bool:
        # Track consecutive losses for loss-streak guard
        profit = trade.calc_profit_ratio(rate)
        if profit < 0:
            self._consecutive_losses[pair] = self._consecutive_losses.get(pair, 0) + 1
            self._last_loss_time[pair] = current_time
        else:
            self._consecutive_losses[pair] = 0
        return True

    def leverage(
        self, pair, current_time, current_rate, proposed_leverage,
        max_leverage, entry_tag, side, **kwargs,
    ) -> float:
        return 1.0