# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import timeframe_to_minutes
from pandas import DataFrame
from technical.util import resample_to_interval, resampled_merge
import numpy  # noqa
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib


class ReinforcedSmoothScalp_HOMay(IStrategy):
    """
        this strategy is based around the idea of generating a lot of potentatils buys and make tiny profits on each trade

        we recommend to have at least 60 parallel trades at any time to cover non avoidable losses
    """

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

    # Sell hyperspace params:
    sell_params = {
    }

    # ROI table:
    minimal_roi = {
        "0": 0.071,
        "34": 0.052,
        "68": 0.04,
        "105": 0
    }

    # Stoploss:
    stoploss = -0.09

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.183
    trailing_stop_positive_offset = 0.227
    trailing_only_offset_is_reached = False



    # Optimal timeframe for the strategy
    # the shorter the better
    timeframe = '1m'

    # resample factor to establish our general trend. Basically don't buy if a trend is not given
    resample_factor = 5

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        tf_res = timeframe_to_minutes(self.timeframe) * 5
        df_res = resample_to_interval(dataframe, tf_res)
        df_res['sma'] = ta.SMA(df_res, 50, price='close')
        dataframe = resampled_merge(dataframe, df_res, fill_na=True)
        dataframe['resample_sma'] = dataframe[f'resample_{tf_res}_sma']

        dataframe['ema_high'] = ta.EMA(dataframe, timeperiod=5, price='high')
        dataframe['ema_close'] = ta.EMA(dataframe, timeperiod=5, price='close')
        dataframe['ema_low'] = ta.EMA(dataframe, timeperiod=5, price='low')
        stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['cci'] = ta.CCI(dataframe, timeperiod=20)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['mfi'] = ta.MFI(dataframe)

        # required for graphing
        bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_upperband'] = bollinger['upper']
        dataframe['bb_middleband'] = bollinger['mid']

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (
                        (dataframe['open'] < dataframe['ema_low']) &
                        (dataframe['adx'] > 30) &
                        (dataframe['mfi'] < 30) &
                        (
                                (dataframe['fastk'] < 30) &
                                (dataframe['fastd'] < 30) &
                                (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd']))
                        ) &
                        (dataframe['resample_sma'] < dataframe['close'])
                )
                # |
                # # try to get some sure things independent of resample
                # ((dataframe['rsi'] - dataframe['mfi']) < 10) &
                # (dataframe['mfi'] < 30) &
                # (dataframe['cci'] < -200)
            ),
            'buy'] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                    (
                            (
                                (dataframe['open'] >= dataframe['ema_high'])

                            ) |
                            (
                                    (qtpylib.crossed_above(dataframe['fastk'], 70)) |
                                    (qtpylib.crossed_above(dataframe['fastd'], 70))

                            )
                    ) & (dataframe['cci'] > 100)
            )
            ,
            'sell'] = 1
        return dataframe