# source: https://raw.githubusercontent.com/mohsenjfar/trade/17ea10e916b730006e142258d67c307b102faca1/user_data/Archive/rsi_cross_strategy_v2.py
# directory_url: https://github.com/mohsenjfar/trade/blob/main/user_data/Archive/
# User: mohsenjfar
# Repository: trade
# --------------------import freqtrade.vendor.qtpylib.indicators as qtpylib
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.persistence import Trade
from freqtrade.strategy import (
    IStrategy,
    timeframe_to_prev_date,
    stoploss_from_absolute,
    stoploss_from_open,
    informative
)
from datetime import datetime, timedelta
from typing import Optional

class Github_mohsenjfar_trade__rsi_cross_strategy_v2__20260816_043218(IStrategy):

    INTERFACE_VERSION = 3

    stoploss = -1

    trade_max_loss_allowed = 0.005

    multiplexer = 1.5

    timeframe = '5m'

    can_short: bool = True

    process_only_new_candles = True

    use_exit_signal = True

    use_custom_stoploss = True

    @property
    def protections(self):
        return [
            {
                "method": "StoplossGuard",
                "lookback_period": 10,
                "trade_limit": 1,
                "required_profit": 0.0,
                "only_per_pair": False,
                "only_per_side": False,
                "unlock_at": "00:00"
            }
        ]

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
        dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14)
        dataframe['above_group'] = (dataframe['rsi'] >= 70).astype(int).diff().ne(0).cumsum() * (dataframe['rsi'] >= 70)
        dataframe['below_group'] = (dataframe['rsi'] <= 30).astype(int).diff().ne(0).cumsum() * (dataframe['rsi'] <= 30)
        dataframe['max_high'] = dataframe.groupby('above_group')['high'].transform('max')
        dataframe['min_low'] = dataframe.groupby('below_group')['low'].transform('min')
        dataframe.loc[dataframe['above_group'] == 0, 'max_high'] = None
        dataframe.loc[dataframe['below_group'] == 0, 'min_low'] = None
        dataframe = dataframe.ffill()

        return dataframe


    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        dataframe.loc[
            (
                qtpylib.crossed_above(dataframe['close'], dataframe['max_high'])
            ), ["enter_long" , "enter_tag"]] = (1, "break")

        dataframe.loc[
            (
                qtpylib.crossed_below(dataframe['close'], dataframe['min_low'])
            ), ["enter_short" , "enter_tag"]] = (1, "break")

        return dataframe


    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

        return dataframe


    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                            leverage: float, entry_tag: Optional[str], side: str,
                            **kwargs) -> float:

        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
        risk = dataframe['atr'].iat[-1] * self.multiplexer / current_rate

        return max(min(max_stake * self.trade_max_loss_allowed / risk, max_stake), min_stake)


    def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
                           entry_tag: str | None, side: str, **kwargs) -> float:

        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
        return dataframe['close'].iat[-1]
    

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, after_fill: bool, 
                        **kwargs) -> Optional[float]:

        risk = trade.get_custom_data(key='risk', default=None)
        if risk is None:
            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
            trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
            pre_trade_date = timeframe_to_prev_date(self.timeframe, trade_date - timedelta(seconds=10))
            pre_trade_candle = dataframe.loc[dataframe['date'] == pre_trade_date].squeeze()
            risk = pre_trade_candle["atr"] * self.multiplexer / trade.open_rate
            self.dp.send_msg(str(risk))
            trade.set_custom_data(key='risk', value=risk)

        return stoploss_from_open(
            -risk, 
            current_profit, 
            is_short=trade.is_short, 
            leverage=trade.leverage
        )


    def custom_exit(self, pair: str, trade: Trade, current_time: datetime, 
                    current_rate: float, current_profit: float, **kwargs) -> str:

        risk = trade.get_custom_data(key='risk', default=None)
        if current_profit > risk * 2:
            return 'Target hit'