# source: https://raw.githubusercontent.com/acabreracmx/freqtrade/b03dd84f1da6326bbf7caf4160d7ba6f2793cc2a/Strats%26Configs/bbandrsi.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_acabreracmx_freqtrade__bbandrsi__20210830_101033(IStrategy):
    """

    author@: Gert Wohlgemuth

    converted from:

    https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/github_acabreracmx_freqtrade__bbandrsi__20210830_101033.cs

    """

    # 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": 0.16352377174408003,
        "17": 0.033709306530159605,
        "55": 0.013958551347755182,
        "138": 0
    }

    # Optimal stoploss designed for the strategy
    stoploss = -0.426344266835836

    # Optimal timeframe for the strategy
    timeframe = '1h'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)

        # Bollinger bands
        bollinger1 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1)
        dataframe['bb_lowerband1'] = bollinger1['lower']
        dataframe['bb_middleband1'] = bollinger1['mid']
        dataframe['bb_upperband1'] = bollinger1['upper']

        bollinger3 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3)
        dataframe['bb_lowerband3'] = bollinger3['lower']
        dataframe['bb_middleband3'] = bollinger3['mid']
        dataframe['bb_upperband3'] = bollinger3['upper']

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                    (dataframe['rsi'] < 28) &
                    (dataframe["close"] < dataframe['bb_lowerband3'])

            ),
            'buy'] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                    (dataframe['rsi'] > 92) &
                    (dataframe["close"] > dataframe['bb_lowerband1'])

            ),
            'sell'] = 1
        return dataframe