# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/a669dc11b640b0eb63aa8f8b51e9f181fd7ee43c/chart/deployed_strategies/binance-futures-k8s-namespace/KC_BB.py
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame, Series, DatetimeIndex, merge
from datetime import datetime, timedelta
# --------------------------------
import talib.abstract as ta
import numpy as np
import pandas_ta as pta
from freqtrade.strategy import merge_informative_pair, CategoricalParameter, DecimalParameter, IntParameter, stoploss_from_open
import freqtrade.vendor.qtpylib.indicators as qtpylib

class Github_DerSalvador_freqtrade_helm_chart__KC_BB__20260115_122204(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    author @jilv220\n    Github_DerSalvador_freqtrade_helm_chart__KC_BB__20260115_122204 Stra\n\n    '
    # Minimal ROI designed for the strategy.
    # adjust based on market conditions. We would recommend to keep it low for quick turn arounds
    # This attribute will be overridden if the config file contains "minimal_roi"
    minimal_roi = {'0': 20.5}
    # Optimal stoploss designed for the strategy
    stoploss = -0.99
    use_custom_stoploss = True
    # Optimal timeframe for the strategy
    timeframe = '5m'
    ## Custom Trailing stoploss ( credit to Perkmeister for this custom stoploss to help the strategy ride a green candle )

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        sl_new = 1
        if current_profit > 0.2:
            sl_new = 0.05
        elif current_profit > 0.1:
            sl_new = 0.03
        elif current_profit > 0.06:
            sl_new = 0.02
        elif current_profit > 0.03:
            sl_new = 0.015
        return sl_new

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # True range
        dataframe['trange'] = ta.TRANGE(dataframe)
        # SMA
        dataframe['sma_20'] = ta.SMA(dataframe, timeperiod=20)
        dataframe['sma_28'] = ta.SMA(dataframe, timeperiod=28)
        # KC 20 2
        dataframe['range_ma_20'] = ta.SMA(dataframe['trange'], 20)
        dataframe['kc_upperband_20_2'] = dataframe['sma_20'] + dataframe['range_ma_20'] * 2
        dataframe['kc_lowerband_20_2'] = dataframe['sma_20'] - dataframe['range_ma_20'] * 2
        # KC 28 1
        dataframe['range_ma_28'] = ta.SMA(dataframe['trange'], 28)
        dataframe['kc_upperband_28_1'] = dataframe['sma_28'] + dataframe['range_ma_28']
        dataframe['kc_lowerband_28_1'] = dataframe['sma_28'] - dataframe['range_ma_28']
        # BB 20 2
        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['kc_bb_delta'] = (dataframe['kc_lowerband_20_2'] - dataframe['bb_lowerband2']) / dataframe['bb_lowerband2'] * 100
        # Heiken Ashi
        heikinashi = qtpylib.heikinashi(dataframe)
        dataframe['ha_open'] = heikinashi['open']
        dataframe['ha_close'] = heikinashi['close']
        dataframe['ha_high'] = heikinashi['high']
        dataframe['ha_low'] = heikinashi['low']
        dataframe['ha_closedelta'] = (dataframe['ha_close'] - dataframe['ha_close'].shift()).abs()
        # fisher
        rsi = ta.RSI(dataframe)
        dataframe['rsi'] = rsi
        rsi = 0.1 * (rsi - 50)
        dataframe['fisher'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
        # EMA
        dataframe['ema_fast'] = ta.EMA(dataframe['ha_close'], timeperiod=3)
        # Williams R
        dataframe['r_14'] = williams_r(dataframe, period=14)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['kc_lowerband_28_1'] < dataframe['bb_upperband2']) & (dataframe['kc_lowerband_28_1'] > dataframe['bb_lowerband2']) & (dataframe['kc_bb_delta'] < 1.5) & (dataframe['kc_bb_delta'] > 0.928) & (dataframe['r_14'] < -80) & (dataframe['r_14'] > -90) & (dataframe['ha_closedelta'] > dataframe['ha_close'] * 0.008), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['fisher'] > 0.39075) & 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'] * 0.99754 > dataframe['bb_middleband2']) & (dataframe['volume'] > 0), 'exit'] = 1
        return dataframe
# Williams %R

def williams_r(dataframe: DataFrame, period: int=14) -> Series:
    """Williams %R, or just %R, is a technical analysis oscillator showing the current closing price in relation to the high and low
        of the past N days (for a given N). It was developed by a publisher and promoter of trading materials, Larry Williams.
        Its purpose is to tell whether a stock or commodity market is trading near the high or the low, or somewhere in between,
        of its recent trading range.
        The oscillator is on a negative scale, from −100 (lowest) up to 0 (highest).
    """
    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