# source: https://raw.githubusercontent.com/rmallarapu-bc/brahma/9287745fc036c2f4c00c586e598290885c2883b9/archive/Gaston1.py
from functools import reduce
from pandas import DataFrame
from freqtrade.strategy import IStrategy

import talib.abstract as ta

from freqtrade.strategy.interface import IStrategy


class Github_rmallarapu_bc_brahma__Gaston1__20240229_213751(IStrategy):
    INTERFACE_VERSION: int = 3
    # ROI table:
    minimal_roi = {"0": 0.15, "30": 0.1, "60": 0.05}
    # minimal_roi = {"0": 1}

    # Stoploss:
    stoploss = -0.2

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.1
    trailing_only_offset_is_reached = False

    timeframe = "5m"

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Calculate OBV
        dataframe['obv'] = ta.OBV(dataframe['close'], dataframe['volume'])

        # Add your trend following indicators here
        dataframe['trend'] = dataframe['close'].ewm(span=20, adjust=False).mean()

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Add your trend following buy signals here
        dataframe.loc[
            (dataframe['close'] > dataframe['trend']) &
            (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
            (dataframe['obv'] > dataframe['obv'].shift(1)),
            'enter_long'] = 1

        # Add your trend following sell signals here
        dataframe.loc[
            (dataframe['close'] < dataframe['trend']) &
            (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
            (dataframe['obv'] < dataframe['obv'].shift(1)),
            'enter_short'] = -1

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Add your trend following exit signals for long positions here
        dataframe.loc[
            (dataframe['close'] < dataframe['trend']) &
            (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
            (dataframe['obv'] > dataframe['obv'].shift(1)),
            'exit_long'] = 1

        # Add your trend following exit signals for short positions here
        dataframe.loc[
            (dataframe['close'] > dataframe['trend']) &
            (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
            (dataframe['obv'] < dataframe['obv'].shift(1)),
            'exit_short'] = 1

        return dataframe