# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/a669dc11b640b0eb63aa8f8b51e9f181fd7ee43c/chart/deployed_strategies/binance-futures-k8s-namespace/BBRSI3366.py
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# --------------------------------

class Github_DerSalvador_freqtrade_helm_chart__BBRSI3366__20260115_122204(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    author@: Gert Wohlgemuth\n\n    converted from:\n\n    https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs\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': 0.09521, '13': 0.07341, '30': 0.01468, '85': 0}
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.05069
    trailing_stop_positive_offset = 0.06189
    trailing_only_offset_is_reached = False
    # Optimal stoploss designed for the strategy
    stoploss = -0.33233
    # Optimal timeframe for the strategy
    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        # Bollinger bands
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']
        # SAR
        dataframe['sar'] = ta.SAR(dataframe)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators.
        Can be a copy of the corresponding method from the strategy,
        or will be loaded from the strategy.
        Must align to populate_indicators used (either from this File, or from the strategy)
        Only used when --spaces does not include entry
        """
        #  (qtpylib.crossed_above(
        #          dataframe['close'], dataframe['bb_lowerband'] 
        #     )) &
        #  (dataframe['close'] < dataframe['bb_lowerband']) &
        #   (dataframe['mfi'] < 16) &
        #  (dataframe['adx'] > 25) &
        dataframe.loc[dataframe['rsi'] < 33, 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators.
        Can be a copy of the corresponding method from the strategy,
        or will be loaded from the strategy.
        Must align to populate_indicators used (either from this File, or from the strategy)
        Only used when --spaces does not include exit
        """
        #  (qtpylib.crossed_above(
        #          dataframe['close'], dataframe['bb_upperband'] 
        #   )) &
        #&
        #  (qtpylib.crossed_above(
        #          dataframe['sar'], dataframe['close']
        #  ))
        #      (qtpylib.crossed_above(
        #         dataframe['macdsignal'], dataframe['macd']
        #      )) &
        #      (dataframe['fastd'] > 54)
        dataframe.loc[(dataframe['close'] > dataframe['bb_upperband']) & (dataframe['rsi'] > 66), 'exit'] = 1
        return dataframe