# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/a669dc11b640b0eb63aa8f8b51e9f181fd7ee43c/chart/deployed_strategies/binance-michael-k8s-namespace/PatternRecognition.py
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# --- Do not remove these libs ---
import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame
from freqtrade.strategy import BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter
# --------------------------------
# Add your lib to import here
import talib
import talib.abstract as ta
import pandas_ta as pta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from technical.util import resample_to_interval, resampled_merge

class Github_DerSalvador_freqtrade_helm_chart__PatternRecognition__20260115_122204(IStrategy):
    INTERFACE_VERSION = 3
    # Pattern Recognition Strategy
    # By: @Mablue
    # freqtrade hyperopt -s Github_DerSalvador_freqtrade_helm_chart__PatternRecognition__20260115_122204 --hyperopt-loss SharpeHyperOptLossDaily -e 1000
    #
    # 173/1000:    510 trades. 408/14/88 Wins/Draws/Losses. Avg profit   2.35%. Median profit   5.60%. Total profit 5421.34509618 USDT ( 542.13%). Avg duration 7 days, 11:54:00 min. Objective: -1.60426
    INTERFACE_VERSION: int = 3
    # Buy hyperspace params:
    entry_params = {'entry_pr1': 'CDLHIGHWAVE', 'entry_vol1': -100}
    # ROI table:
    minimal_roi = {'0': 0.936, '5271': 0.332, '18147': 0.086, '48152': 0}
    # Stoploss:
    stoploss = -0.288
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.032
    trailing_stop_positive_offset = 0.084
    trailing_only_offset_is_reached = True
    # Optimal timeframe for the strategy.
    timeframe = '1d'
    prs = talib.get_function_groups()['Pattern Recognition']
    # # Strategy parameters
    entry_pr1 = CategoricalParameter(prs, default=prs[0], space='entry')
    entry_vol1 = CategoricalParameter([-100, 100], default=0, space='entry')

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        for pr in self.prs:
            dataframe[pr] = getattr(ta, pr)(dataframe)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # |(dataframe[self.entry_pr2.value]==self.entry_vol2.value)
        dataframe.loc[dataframe[self.entry_pr1.value] == self.entry_vol1.value, 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        #     (dataframe[self.exit_pr1.value]==self.exit_vol1.value)|
        #     (dataframe[self.exit_pr2.value]==self.exit_vol2.value)
        dataframe.loc[(), 'exit_long'] = 1
        return dataframe