# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/f80d4d8b77c53435e9c0a9045636f1bfb2b8c539/chart/deployed_strategies/binance-futures-k8s-namespace/ClucHAwerk.py
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair
from pandas import DataFrame, Series

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']) / 3.0
    return Series(index=bars.index, data=res)

class Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245(IStrategy):
    INTERFACE_VERSION = 3
    '\n    PASTE OUTPUT FROM HYPEROPT HERE\n    Can be overridden for specific sub-strategies (stake currencies) at the bottom.\n    '
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01021, 'bbdelta-tail': 0.88118, 'close-bblower': 0.0022, 'closedelta-close': 0.00519, 'rocr-1h': 0.50931, 'volume': 35}
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 1.01283, 'exit-rocr-1h': 0.95269}
    # ROI table:
    minimal_roi = {'0': 0.11054, '2': 0.05569, '10': 0.03055, '16': 0.02311, '82': 0.01267, '238': 0.00301, '480': 0}
    # Stoploss:
    stoploss = -0.02139
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.09291
    trailing_stop_positive_offset = 0.10651
    trailing_only_offset_is_reached = False
    '\n    END HYPEROPT\n    '
    timeframe = '1m'
    startup_candle_count: int = 168
    # Make sure these match or are not overridden in config
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.0
    ignore_roi_if_entry_signal = True

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

    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(dataframe['ha_close'], window_size=40, num_of_std=2)
        dataframe['lower'] = lower
        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()
        bollinger = qtpylib.bollinger_bands(ha_typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        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)
        inf_tf = '1h'
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
        inf_heikinashi = qtpylib.heikinashi(informative)
        informative['ha_close'] = inf_heikinashi['close']
        informative['rocr'] = ta.ROCR(informative['ha_close'], timeperiod=168)
        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.entry_params
        dataframe.loc[dataframe['rocr_1h'].gt(params['rocr-1h']) & (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['ha_close'] < dataframe['ema_slow']) & (dataframe['ha_close'] < params['close-bblower'] * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * params['volume'])), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.exit_params
        dataframe.loc[dataframe['rocr_1h'].lt(params['exit-rocr-1h']) & (dataframe['ha_close'] * params['exit-bbmiddle-close'] > dataframe['bb_middleband']) & (dataframe['volume'] > 0), 'exit'] = 1
        return dataframe

class Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH(Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245):
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.02
    ignore_roi_if_entry_signal = True
    # hyperopt --config user_data/config-backtest-ETH.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_ETH --hyperopt-loss SortinoHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH -e 500 --spaces entry --timeframe 1m --timerange 20210101-
    # 483/500:   1880 trades. 1054/0/826 Wins/Draws/Losses. Avg profit   0.76%. Median profit   1.12%. Total profit  0.14286503 ETH ( 1426.37Σ%). Avg duration  45.3 min. Objective: -623.10584
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01566, 'bbdelta-tail': 0.8478, 'close-bblower': 0.00998, 'closedelta-close': 0.00614, 'rocr-1h': 0.61579, 'volume': 27}  # hyperopt --config user_data/config-backtest-ETH.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_ETH --hyperopt-loss SortinoHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH -e 500 --spaces exit --timeframe 1m --timerange 20210101-
    # 210/500:   1881 trades. 1055/0/826 Wins/Draws/Losses. Avg profit   0.76%. Median profit   1.12%. Total profit  0.14316974 ETH ( 1429.41Σ%). Avg duration  45.3 min. Objective: -624.58371
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 1.02894, 'exit-rocr-1h': 0.94925}  # hyperopt --config user_data/config-backtest-ETH.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_ETH --hyperopt-loss SharpeHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH -e 250 --spaces roi --timeframe 1m --timerange 20210101-
    # 479/500:   1890 trades. 1209/0/681 Wins/Draws/Losses. Avg profit   0.86%. Median profit   0.74%. Total profit  0.16228997 ETH ( 1620.31Σ%). Avg duration  45.6 min. Objective: -258.91551
    # ROI table:
    minimal_roi = {'0': 0.14414, '13': 0.10123, '20': 0.03256, '47': 0.0177, '132': 0.01016, '177': 0.00328, '277': 0}  # hyperopt --config user_data/config-backtest-ETH.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_ETH --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH -e 500 --spaces stoploss --timeframe 1m --timerange 20210101- 
    # 292/500:   1890 trades. 1209/0/681 Wins/Draws/Losses. Avg profit   0.86%. Median profit   0.74%. Total profit  0.16251312 ETH ( 1622.53Σ%). Avg duration  45.6 min. Objective: -4.40843
    # Stoploss:
    stoploss = -0.02  # hyperopt --config user_data/config-backtest-ETH.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_ETH --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_ETH -e 500 --spaces trailing --timeframe 1m --timerange 20210101- 
    # 443/500:   1883 trades. 1193/0/690 Wins/Draws/Losses. Avg profit   0.86%. Median profit   0.76%. Total profit  0.16275524 ETH ( 1624.95Σ%). Avg duration  46.0 min. Objective: -4.41651
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01018
    trailing_stop_positive_offset = 0.01203
    trailing_only_offset_is_reached = False

class Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC(Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245):  # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_BTC --hyperopt-loss SortinoHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC -e 500 --spaces entry --timeframe 1m --timerange 20210101-
    # 412/500:    572 trades. 505/17/50 Wins/Draws/Losses. Avg profit   1.80%. Median profit   2.27%. Total profit  0.01028714 BTC ( 1027.06Σ%). Avg duration 281.3 min. Objective: -152.09192
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01192, 'bbdelta-tail': 0.96183, 'close-bblower': 0.01212, 'closedelta-close': 0.01039, 'rocr-1h': 0.53422, 'volume': 27}  # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_BTC --hyperopt-loss SharpeHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC -e 500 --spaces exit --timeframe 1m --timerange 20210101-
    # 284/500:    575 trades. 508/17/50 Wins/Draws/Losses. Avg profit   1.80%. Median profit   2.25%. Total profit  0.01036281 BTC ( 1034.62Σ%). Avg duration 279.4 min. Objective: -100.84858
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 0.98016, 'exit-rocr-1h': 0.86823}  # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_BTC --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC -e 500 --spaces roi --timeframe 1m --timerange 20210101- 
    # 304/500:    627 trades. 563/10/54 Wins/Draws/Losses. Avg profit   1.71%. Median profit   2.18%. Total profit  0.01075130 BTC ( 1073.41Σ%). Avg duration 248.0 min. Objective: -2.57804
    # ROI table:
    minimal_roi = {'0': 0.18105, '9': 0.10391, '49': 0.0447, '53': 0.02747, '141': 0.01265, '312': 0.00499, '466': 0}  # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_BTC --hyperopt-loss SharpeHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC -e 250 --spaces stoploss --timeframe 1m --timerange 20210101- 
    # 192/250:    568 trades. 505/17/46 Wins/Draws/Losses. Avg profit   1.80%. Median profit   2.18%. Total profit  0.01023698 BTC ( 1022.05Σ%). Avg duration 280.1 min. Objective: -99.33155
    # Stoploss:
    stoploss = -0.11356  # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_BTC --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_BTC -e 500 --spaces trailing --timeframe 1m --timerange 20210101-
    # 313/500:    637 trades. 573/10/54 Wins/Draws/Losses. Avg profit   1.69%. Median profit   2.50%. Total profit  0.01079683 BTC ( 1077.96Σ%). Avg duration 242.7 min. Objective: -2.59319
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01008
    trailing_stop_positive_offset = 0.04585
    trailing_only_offset_is_reached = False

class Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD(Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245):  # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_USD --hyperopt-loss SharpeHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD -e 500 --spaces entry --timeframe 1m --timerange 20210101-
    # 470/500:    680 trades. 631/27/22 Wins/Draws/Losses. Avg profit   2.91%. Median profit   2.93%. Total profit  991.61804628 USD ( 1980.07Σ%). Avg duration 184.2 min. Objective: -186.95550
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01806, 'bbdelta-tail': 0.85912, 'close-bblower': 0.01158, 'closedelta-close': 0.01466, 'rocr-1h': 0.51901, 'volume': 26}  # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_USD --hyperopt-loss SortinoHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD -e 500 --spaces exit --timeframe 1m --timerange 20210101- 
    # 1/500:    679 trades. 630/27/22 Wins/Draws/Losses. Avg profit   2.90%. Median profit   2.93%. Total profit  986.25885773 USD ( 1969.37Σ%). Avg duration 184.6 min. Objective: -277.19845
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 1.06163, 'exit-rocr-1h': 0.63285}  # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_USD --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD -e 500 --spaces roi --timeframe 1m --timerange 20210101- 
    # 334/500:    715 trades. 674/22/19 Wins/Draws/Losses. Avg profit   2.90%. Median profit   2.80%. Total profit  1037.85838537 USD ( 2072.40Σ%). Avg duration 166.5 min. Objective: -5.90800
    # ROI table:
    minimal_roi = {'0': 0.19315, '13': 0.13189, '24': 0.08358, '103': 0.03894, '148': 0.0148, '201': 0.00506, '447': 0}  # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_USD --hyperopt-loss SharpeHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD -e 500 --spaces stoploss --timeframe 1m --timerange 20210101- 
    # 352/500:    729 trades. 688/22/19 Wins/Draws/Losses. Avg profit   2.91%. Median profit   2.79%. Total profit  1060.61902930 USD ( 2117.85Σ%). Avg duration 167.6 min. Objective: -198.19711
    # Stoploss:
    stoploss = -0.17725  # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245Hyperopt_USD --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__ClucHAwerk__20260416_224245_USD -e 500 --spaces trailing --timeframe 1m --timerange 20210101- 
    # 366/500:    730 trades. 689/22/19 Wins/Draws/Losses. Avg profit   2.91%. Median profit   2.80%. Total profit  1062.06091250 USD ( 2120.73Σ%). Avg duration 167.3 min. Objective: -6.06910
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.02946
    trailing_only_offset_is_reached = False