# source: https://raw.githubusercontent.com/ayan-tech2006/trading_bot/3c0324ed14013ed9c00261a1509b9942bb88b4af/freqtrade/strategies/SignalCompare.py
# directory_url: https://github.com/ayan-tech2006/trading_bot/blob/main/freqtrade/strategies/
# User: ayan-tech2006
# Repository: trading_bot
# --------------------"""
Github_ayan_tech2006_trading_bot__SignalCompare__20261029_140018: dry-run only strategy whose rules mirror the TypeScript signal bot,
so the two bots can be compared on the same candles.

Rules (BTC/USDT perpetual futures, 1x, 1h, on a CLOSED candle, volume > 0):
  long  : RSI(14) crosses up through 30    SL entry - 1.5 ATR, TP entry + 3 ATR
  short : RSI(14) crosses down through 70  SL entry + 1.5 ATR, TP entry - 3 ATR
  ATR   : ATR(14) of the signal candle
  tag   : confidence High / Medium / Low (RSI cross + close on the trade's side of EMA50 + volume)
"""

from datetime import timedelta

import talib.abstract as ta
from pandas import DataFrame

from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.persistence import Trade
from freqtrade.strategy import IStrategy, stoploss_from_absolute


class Github_ayan_tech2006_trading_bot__SignalCompare__20261029_140018(IStrategy):
    INTERFACE_VERSION = 3

    timeframe = "1h"
    can_short = True

    # Hard safety net only. The real SL/TP are ATR based (see callbacks below).
    stoploss = -0.10
    minimal_roi = {"0": 100}  # disabled, TP handled in custom_exit
    use_custom_stoploss = True
    process_only_new_candles = True
    startup_candle_count = 60

    ATR_SL_MULT = 1.5
    ATR_TP_MULT = 3.0

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        volume_ok = dataframe["volume"] > 0
        tags = {3: "High", 2: "Medium", 1: "Low"}

        up = (dataframe["rsi"].shift(1) < 30) & (dataframe["rsi"] >= 30) & volume_ok
        up_score = 1 + (dataframe["close"] > dataframe["ema50"]).astype(int) + volume_ok.astype(int)
        dataframe.loc[up, "enter_long"] = 1
        dataframe.loc[up, "enter_tag"] = up_score.map(tags)

        down = (dataframe["rsi"].shift(1) > 70) & (dataframe["rsi"] <= 70) & volume_ok
        down_score = 1 + (dataframe["close"] < dataframe["ema50"]).astype(int) + volume_ok.astype(int)
        dataframe.loc[down, "enter_short"] = 1
        dataframe.loc[down, "enter_tag"] = down_score.map(tags)
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # No indicator exit: trades close only by ATR stop or ATR take-profit.
        return dataframe

    # --- helpers -----------------------------------------------------------
    def _signal_atr(self, pair: str, trade: Trade) -> float | None:
        """ATR of the candle that produced the signal (the one before entry).

        Saved on the trade the first time, so SL/TP keep working after the signal
        candle has scrolled out of the analyzed dataframe (long-running trades).
        """
        cached = trade.get_custom_data("signal_atr")
        if cached is not None:
            return float(cached)
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        entry_candle = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
        signal_candle = entry_candle - timedelta(minutes=timeframe_to_minutes(self.timeframe))
        row = dataframe.loc[dataframe["date"] == signal_candle]
        if row.empty:
            return None
        atr = float(row.iloc[0]["atr"])
        trade.set_custom_data("signal_atr", atr)
        return atr

    # --- ATR stop loss / take profit --------------------------------------
    def custom_stoploss(
        self,
        pair: str,
        trade: Trade,
        current_time,
        current_rate: float,
        current_profit: float,
        after_fill: bool,
        **kwargs,
    ) -> float | None:
        atr = self._signal_atr(pair, trade)
        if atr is None:
            return None
        direction = -1 if trade.is_short else 1
        stop_price = trade.open_rate - direction * self.ATR_SL_MULT * atr
        return stoploss_from_absolute(
            stop_price, current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage
        )

    def custom_exit(
        self,
        pair: str,
        trade: Trade,
        current_time,
        current_rate: float,
        current_profit: float,
        **kwargs,
    ) -> str | bool | None:
        atr = self._signal_atr(pair, trade)
        if atr is None:
            return None
        direction = -1 if trade.is_short else 1
        if direction * (current_rate - trade.open_rate) >= self.ATR_TP_MULT * atr:
            return "tp_atr"
        return None

    # --- Telegram: same format as the TS bot (default Freqtrade messages are off in the config) --
    def order_filled(self, pair: str, trade: Trade, order, current_time, **kwargs) -> None:
        if order.ft_order_side != trade.entry_side:
            return
        atr = self._signal_atr(pair, trade)
        direction = -1 if trade.is_short else 1
        levels = (
            f"🎯 *Target:* TP → {trade.open_rate + direction * self.ATR_TP_MULT * atr:,.2f}\n"
            f"🛑 *Stop Loss:* → {trade.open_rate - direction * self.ATR_SL_MULT * atr:,.2f}\n"
            if atr is not None
            else ""
        )
        side = "🔴 *SHORT / FUTURES*" if trade.is_short else "🟢 *LONG / FUTURES*"
        # Telegram Markdown (v1): *bold*; no underscores in the text, they would break parsing
        self.dp.send_msg(
            f"📊 *{pair.split('/')[0]}*\n\n"
            f"📌 *Entry:* {trade.open_rate:,.2f}\n"
            f"{side}\n{levels}\n"
            f"freqtrade · {trade.enter_tag or ''} · #{trade.id} · paper signal, not advice",
            always_send=True,
        )

    def confirm_trade_exit(
        self, pair: str, trade: Trade, order_type, amount, rate, time_in_force, exit_reason,
        current_time, **kwargs,
    ) -> bool:
        net = trade.calc_profit_ratio(rate) * 100
        reason = str(exit_reason).replace("_", " ")
        result = {"tp_atr": "✅ *WIN* (TP hit)", "stop_loss": "❌ *LOSS* (SL hit)"}.get(
            exit_reason, f"⏹ *CLOSED* ({reason})"
        )
        label = {"tp_atr": "TP", "stop_loss": "SL"}.get(exit_reason, "exit")
        self.dp.send_msg(
            f"{result}\n"
            f"📊 *{pair.split('/')[0]}* {'SHORT' if trade.is_short else 'LONG'} / FUTURES\n\n"
            f"📌 Entry: {trade.open_rate:,.2f} → {label} {rate:,.2f}\n"
            f"💰 Net: {net:+.2f}% after fees\n\n"
            f"freqtrade · #{trade.id}",
            always_send=True,
        )
        return True