# source: https://raw.githubusercontent.com/TheoBrigitte/freqtrade/3d5f6b12cc271f977555424e4541e956e592f250/strategies/rsiqui/Rsiqui.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
import numpy as np
# --------------------------------

class Github_TheoBrigitte_freqtrade__Rsiqui__20250101_194141(IStrategy):
    INTERFACE_VERSION = 3
    # Random ROI chosen
    minimal_roi = {'0': 0.1}
    # Random stoploss
    stoploss = -0.25
    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        # Calculates slope of the RSI
        dataframe['rsi_gra'] = np.gradient(dataframe['rsi'], 60)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Buy signal generated when RSI lower than 30 and the slope becomes positive.
        dataframe.loc[(dataframe['rsi'] < 30) & qtpylib.crossed_above(dataframe['rsi_gra'], 0), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Sell signal generated when RSI above 60 and the slope becomes negative.
        dataframe.loc[(dataframe['rsi'] > 60) & qtpylib.crossed_below(dataframe['rsi_gra'], 0), 'exit_long'] = 1
        return dataframe