Andy02

# --- Do not remove these libs ---
from freqtrade.strategy import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
from freqtrade.persistence import Trade
# --------------------------------

import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy # noqa


class Andy02(IStrategy):
    """
    Andy01
    author@: Andres Ciancio
    github@: https://github.com/andycian
   
    """

    INTERFACE_VERSION: int = 3
    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi"
    minimal_roi = {
     
        "60":  0.01,
        "30":  0.03,
        "20":  0.04,
        "10": 0.06,
        "0":  0.08
    }

    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    stoploss = -0.08

    # Optimal timeframe for the strategy
    timeframe = '5m'

    # trailing stoploss
    trailing_stop = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.03
    trailing_only_offset_is_reached = True

    # run "populate_indicators" only for new candle
    process_only_new_candles = False

    # Experimental settings (configuration will overide these if set)
    # use_exit_signal = True
    # exit_profit_only = True
    # ignore_roi_if_entry_signal = False

    # Optional order type mapping
    order_types = {
        'entry': 'limit',
        'exit': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Adds several different TA indicators to the given DataFrame
        Performance Note: For the best performance be frugal on the number of indicators
        you are using. Let uncomment only the indicator you are using in your strategies
        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
        """

        # Stoch
        stoch = ta.STOCH(dataframe)
        dataframe['slowk'] = stoch['slowk']

        # RSI
        dataframe['rsi'] = ta.RSI(dataframe)

        # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
        rsi = 0.1 * (dataframe['rsi'] - 50)
        dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)

        # Bollinger bands
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']

        # SAR Parabol
        dataframe['sar'] = ta.SAR(dataframe)

        # Hammer: values [0, 100]
        dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                (dataframe['rsi'] < 30) &
                (dataframe['slowk'] < 20) &
                (dataframe['bb_lowerband'] > dataframe['close']) 
            ),
            'enter_long'] = 1
      

        return dataframe

   
    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """

        print(metadata)
        # dataframe.loc[
        #     (
        #         (dataframe['sar'] > dataframe['close']) &
        #         (dataframe['fisher_rsi'] > 0.3)
        #     ),
        #     'exit_long'] = 1

        # dataframe.loc[(
           

        # ), 'exit'] =1

        return dataframe