all_entry_strategy_long

# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
import numpy as np
import pandas as pd
from pandas import DataFrame
from datetime import datetime
from typing import Optional, Union

from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                IntParameter, IStrategy, merge_informative_pair)

# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import pandas_ta as pta
from technical import qtpylib

class all_entry_strategy_long(IStrategy):

    INTERFACE_VERSION = 3

    timeframe = '1m'

    # Can this strategy go shoart?
    can_short: bool = True

    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi".
    minimal_roi = {
        "60": 10000
    }

    # Optimal stoploss designed for the strategy.
    # This attribute will be overridden if the config file contains "stoploss".
    stoploss = -0.004

    # Trailing stoploss
    trailing_stop = True
    # trailing_only_offset_is_reached = False
    # trailing_stop_positive = 0.01
    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 30

    def informative_pairs(self):
        return []

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

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the entry signal for the given dataframe
        :param dataframe: DataFrame
        :param metadata: Additional information, like the currently traded pair
        :return: DataFrame with entry columns populated
        """
        dataframe.loc[
            (
                (dataframe['volume'] > 0)  # Make sure Volume is not 0
            ),
            'enter_long'] = 1

        
        # Uncomment to use shorts (Only used in futures/margin mode. Check the documentation for more info)
        # dataframe.loc[
        #     (
        #         (dataframe['volume'] > 0)  # Make sure Volume is not 0
        #     ),
        #     'enter_short'] = 1

        return dataframe

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

        return dataframe