# source: https://raw.githubusercontent.com/xaemiphor/ft/4e55355517f19dc45385d23d4a5d72776db275e3/strategies/plot_strategy.py
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these imports ---
import numpy as np
import pandas as pd
from datetime import datetime, timedelta, timezone
from pandas import DataFrame
from typing import Optional, Union

from freqtrade.strategy import (
    IStrategy,
    Trade,
    Order,
    PairLocks,
    informative,  # @informative decorator
    # Hyperopt Parameters
    BooleanParameter,
    CategoricalParameter,
    DecimalParameter,
    IntParameter,
    RealParameter,
    # timeframe helpers
    timeframe_to_minutes,
    timeframe_to_next_date,
    timeframe_to_prev_date,
    # Strategy helper functions
    merge_informative_pair,
    stoploss_from_absolute,
    stoploss_from_open,
)

# --------------------------------
# Add your lib to import here
import talib.abstract as ta
from technical import qtpylib
from functools import reduce

timeperiods = [1,3,6,12,24,48,72,96]

# This class is a sample. Feel free to customize it.
class Github_xaemiphor_ft__plot_strategy__20250111_041634(IStrategy):
    """
    This is a sample strategy to inspire you.
    More information in https://www.freqtrade.io/en/latest/strategy-customization/

    You can:
        :return: a Dataframe with all mandatory indicators for the strategies
    - Rename the class name (Do not forget to update class_name)
    - Add any methods you want to build your strategy
    - Add any lib you need to build your strategy

    You must keep:
    - the lib in the section "Do not remove these libs"
    - the methods: populate_indicators, populate_entry_trend, populate_exit_trend
    You should keep:
    - timeframe, minimal_roi, stoploss, trailing_*
    """

    # Strategy interface version - allow new iterations of the strategy interface.
    # Check the documentation or the Sample strategy to get the latest version.
    INTERFACE_VERSION = 3

    # Can this strategy go short?
    can_short: bool = False

    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi".
    minimal_roi = {
    }

    # Optimal stoploss designed for the strategy.
    # This attribute will be overridden if the config file contains "stoploss".
    stoploss = -0.10

    # Trailing stoploss
    trailing_stop = False
    # trailing_only_offset_is_reached = False
    # trailing_stop_positive = 0.01
    # trailing_stop_positive_offset = 0.0  # Disabled / not configured

    # Optimal timeframe for the strategy.
    timeframe = "1m" # price movement timeframe
    informative_timeframe = '5m' # Signal timeframe

    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = True

    # These values can be overridden in the config.
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False

    # Hyperoptable parameters

    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 200

    # Optional order type mapping.
    order_types = {
        "entry": "limit",
        "exit": "limit",
        "stoploss": "market",
        "stoploss_on_exchange": False,
    }

    # Optional order time in force.
    order_time_in_force = {"entry": "GTC", "exit": "GTC"}

    plot_config = {
        "main_plot": {
            "tema": {"color":"white"},
        },
        "subplots": {
            "RSI": {
                "rsi": {"color": "white"},
            },
            "CCI": {
                "cci": {"color": "white"},
            },
        },
    }

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.informative_timeframe) for pair in pairs]
        return informative_pairs

    def do_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["tema"] = ta.TEMA(dataframe,timeperiod=9)

        dataframe["rsi"] = ta.RSI(dataframe)
        dataframe["cci"] = ta.CCI(dataframe)

        for idx, timeperiod in enumerate(timeperiods):
            if timeperiod > 1:
                dataframe[f'min_{timeperiod}'] = dataframe['close'].rolling(window=timeperiod).min()
                dataframe[f'max_{timeperiod}'] = dataframe['close'].rolling(window=timeperiod).max()
                dataframe[f'ema_{timeperiod}'] = ta.EMA(dataframe, timeperiod=timeperiod)

        return dataframe

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        if self.config['runmode'].value in ('backtest', 'hyperopt'):
            assert (timeframe_to_minutes(self.timeframe) <= 5), "Backtest this strategy in 5m or 1m timeframe."

        if self.timeframe == self.informative_timeframe:
            dataframe = self.do_indicators(dataframe, metadata)
        else:
            if not self.dp:
                return dataframe

            informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe)

            informative = self.do_indicators(informative.copy(), metadata)

            dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.informative_timeframe, ffill=True)
            skip_columns = [(s + "_" + self.informative_timeframe) for s in ['date', 'open', 'high', 'low', 'close', 'volume']]
            dataframe.rename(columns=lambda s: s.replace("_{}".format(self.informative_timeframe), "") if (not s in skip_columns) else s, inplace=True)

        return dataframe

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

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