# source: https://raw.githubusercontent.com/DerSalvador/freqtrade-helm-chart/f80d4d8b77c53435e9c0a9045636f1bfb2b8c539/chart/deployed_strategies/binance-futures-k8s-namespace/Cluc5werk.py
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy as np
import talib.abstract as ta
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair
from pandas import DataFrame

def bollinger_bands(stock_price, window_size, num_of_std):
    rolling_mean = stock_price.rolling(window=window_size).mean()
    rolling_std = stock_price.rolling(window=window_size).std()
    lower_band = rolling_mean - rolling_std * num_of_std
    return (np.nan_to_num(rolling_mean), np.nan_to_num(lower_band))

class Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245(IStrategy):
    INTERFACE_VERSION = 3
    '\n    PASTE OUTPUT FROM HYPEROPT HERE\n    '
    # 989/1000:    331 trades. 305/9/17 Wins/Draws/Losses. Avg profit   1.54%. Median profit   2.13%. Total profit  0.00510181 BTC ( 509.36Σ%). Avg duration 367.3 min. Objective: -0.69786
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01853, 'bbdelta-tail': 0.78758, 'close-bblower': 0.00931, 'closedelta-close': 0.00169, 'rocr-1h': 0.8973, 'volume': 35}
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 0.97103}
    # ROI table:
    minimal_roi = {'0': 0.02134, '275': 0.01745, '559': 0.01618, '621': 0.0131, '791': 0.00843, '1048': 0.00443, '1074': 0}
    # Stoploss:
    stoploss = -0.22405
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.18622
    trailing_stop_positive_offset = 0.23091
    trailing_only_offset_is_reached = False
    '\n    END HYPEROPT\n    '
    timeframe = '1m'
    # Make sure these match or are not overridden in config
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.0
    ignore_roi_if_entry_signal = True

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, '1h') for pair in pairs]
        return informative_pairs

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Set Up Bollinger Bands
        mid, lower = bollinger_bands(dataframe['close'], window_size=40, num_of_std=2)
        dataframe['lower'] = lower
        dataframe['bbdelta'] = (mid - dataframe['lower']).abs()
        dataframe['closedelta'] = (dataframe['close'] - dataframe['close'].shift()).abs()
        dataframe['tail'] = (dataframe['close'] - dataframe['low']).abs()
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
        dataframe['volume_mean_slow'] = dataframe['volume'].rolling(window=30).mean()
        dataframe['rocr'] = ta.ROCR(dataframe, timeperiod=28)
        inf_tf = '1h'
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
        informative['rocr'] = ta.ROCR(informative, timeperiod=168)
        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.entry_params
        dataframe.loc[dataframe['rocr_1h'].gt(params['rocr-1h']) & (dataframe['lower'].shift().gt(0) & dataframe['bbdelta'].gt(dataframe['close'] * params['bbdelta-close']) & dataframe['closedelta'].gt(dataframe['close'] * params['closedelta-close']) & dataframe['tail'].lt(dataframe['bbdelta'] * params['bbdelta-tail']) & dataframe['close'].lt(dataframe['lower'].shift()) & dataframe['close'].le(dataframe['close'].shift()) | (dataframe['close'] < dataframe['ema_slow']) & (dataframe['close'] < params['close-bblower'] * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume_mean_slow'].shift(1) * params['volume'])), 'fake_entry'] = 1
        dataframe.loc[dataframe['fake_entry'].shift(1).eq(1) & dataframe['fake_entry'].eq(1) & (dataframe['volume'] > 0), 'entry'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.exit_params
        dataframe.loc[dataframe['high'].le(dataframe['high'].shift(1)) & dataframe['high'].shift(1).le(dataframe['high'].shift(2)) & dataframe['close'].le(dataframe['close'].shift(1)) & (dataframe['close'] * params['exit-bbmiddle-close'] > dataframe['bb_middleband']) & (dataframe['volume'] > 0), 'exit'] = 1
        return dataframe

class Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_ETH(Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245):
    # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245Hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_USD -e 1000 --spaces entry --timeframe 1m --timerange 20210101- 
    # 677/1000:    618 trades. 581/20/17 Wins/Draws/Losses. Avg profit   1.23%. Median profit   1.65%. Total profit  379.36403713 USD ( 757.52Σ%). Avg duration 297.5 min. Objective: -1.52505
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.00902, 'bbdelta-tail': 0.91508, 'close-bblower': 0.00603, 'closedelta-close': 0.00424, 'rocr-1h': 0.93725, 'volume': 38}
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 0.97181}
    # ROI table:
    minimal_roi = {'0': 0.01648, '38': 0.01484, '303': 0.01317, '597': 0.00952, '869': 0.00724, '896': 0.00253, '1062': 0}
    # Stoploss:
    stoploss = -0.33703
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.29564
    trailing_stop_positive_offset = 0.38855
    trailing_only_offset_is_reached = False

class Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_BTC(Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245):
    # hyperopt --config user_data/config-backtest-BTC.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245Hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_BTC -e 500 --spaces all --timeframe 1m --timerange 20210101-
    # 125/500:    422 trades. 369/14/39 Wins/Draws/Losses. Avg profit   0.97%. Median profit   2.18%. Total profit  0.00408737 BTC ( 408.13Σ%). Avg duration 307.8 min. Objective: -0.36043
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.01511, 'bbdelta-tail': 0.90705, 'close-bblower': 0.01972, 'closedelta-close': 0.00099, 'rocr-1h': 0.97131, 'volume': 27}
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 0.97906}
    # ROI table:
    minimal_roi = {'0': 0.0218, '242': 0.02079, '308': 0.01803, '372': 0.01325, '390': 0.00905, '619': 0.00467, '737': 0}
    # Stoploss:
    stoploss = -0.14515
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.03046
    trailing_stop_positive_offset = 0.04631
    trailing_only_offset_is_reached = True
    '\n    END HYPEROPT\n    '

class Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_USD(Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245):
    # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245Hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_USD -e 1000 --spaces entry --timeframe 1m --timerange 20210101- 
    # 677/1000:    618 trades. 581/20/17 Wins/Draws/Losses. Avg profit   1.23%. Median profit   1.65%. Total profit  379.36403713 USD ( 757.52Σ%). Avg duration 297.5 min. Objective: -1.52505
    # Buy hyperspace params:
    entry_params = {'bbdelta-close': 0.00902, 'bbdelta-tail': 0.91508, 'close-bblower': 0.00603, 'closedelta-close': 0.00424, 'rocr-1h': 0.93725, 'volume': 38}
    # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245Hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_USD -e 250 --spaces exit --timeframe 1m --timerange 20210101- 
    # 38/250:    609 trades. 573/20/16 Wins/Draws/Losses. Avg profit   1.25%. Median profit   1.65%. Total profit  382.03235064 USD ( 762.84Σ%). Avg duration 304.3 min. Objective: -1.54281
    # Sell hyperspace params:
    exit_params = {'exit-bbmiddle-close': 0.97008}
    # hyperopt --config user_data/config-backtest-USD.json --hyperopt Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245Hyperopt --hyperopt-loss OnlyProfitHyperOptLoss --strategy Github_DerSalvador_freqtrade_helm_chart__Cluc5werk__20260416_224245_USD -e 250 --spaces roi --timeframe 1m --timerange 20210101- 
    # 139/250:    575 trades. 531/28/16 Wins/Draws/Losses. Avg profit   1.38%. Median profit   1.88%. Total profit  396.08871240 USD ( 790.91Σ%). Avg duration 330.9 min. Objective: -1.63637
    # ROI table:
    minimal_roi = {'0': 0.01887, '150': 0.016, '243': 0.01193, '471': 0.0103, '475': 0.00687, '744': 0.00271, '793': 0}
    # Stoploss:
    stoploss = -0.33703
    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.29564
    trailing_stop_positive_offset = 0.38855
    trailing_only_offset_is_reached = False