ElliotV5HOMod2

# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
import datetime
from technical.util import resample_to_interval, resampled_merge
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter
import technical.indicators as ftt


def EWO(dataframe, ema_length=5, ema2_length=35):
    df = dataframe.copy()
    ema1 = ta.EMA(df, timeperiod=ema_length)
    ema2 = ta.EMA(df, timeperiod=ema2_length)
    emadif = (ema1 - ema2) / df['close'] * 100
    return emadif


class ElliotV5HOMod2(IStrategy):
    INTERFACE_VERSION = 2

    # Buy hyperspace params:
    buy_params = {
        "base_nb_candles_buy": 17,
        "ewo_high": 3.34,
        "ewo_low": -17.457,
        "low_offset": 0.978,
        "rsi_buy": 60
    }

    # Sell hyperspace params:
    sell_params = {
        "base_nb_candles_sell": 39,
        "high_offset": 1.011,
        "high_offset_2": 0.997
    }

    # ROI table:
    minimal_roi = {
        "0": 0.05,
        "40": 0.04,
        "201": 0.03
    }

    # Stoploss:
    stoploss = -0.99

    # SMAOffset
    base_nb_candles_buy = IntParameter(
        5, 80, default=buy_params['base_nb_candles_buy'], space='buy', optimize=True)
    base_nb_candles_sell = IntParameter(
        5, 80, default=sell_params['base_nb_candles_sell'], space='sell', optimize=True)
    low_offset = DecimalParameter(
        0.9, 0.99, default=buy_params['low_offset'], space='buy', optimize=True)
    high_offset = DecimalParameter(
        0.99, 1.1, default=sell_params['high_offset'], space='sell', optimize=True)
    high_offset_2 = DecimalParameter(
        0.99, 1.5, default=sell_params['high_offset_2'], space="sell", optimize=True
    )

    # Protection
    fast_ewo = 50
    slow_ewo = 200
    ewo_low = DecimalParameter(-20.0, -8.0,
                               default=buy_params['ewo_low'], space='buy', optimize=True)
    ewo_high = DecimalParameter(
        2.0, 12.0, default=buy_params['ewo_high'], space='buy', optimize=True)
    rsi_buy = IntParameter(
        30, 70, default=buy_params['rsi_buy'], space='buy', optimize=True)

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.005
    trailing_stop_positive_offset = 0.03
    trailing_only_offset_is_reached = True

    # Sell signal
    use_sell_signal = True
    sell_profit_only = True
    sell_profit_offset = 0.01
    ignore_roi_if_buy_signal = True

    order_types = {
        'buy': 'limit',
        'sell': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    # Optional order time in force.
    order_time_in_force = {
        'buy': 'gtc',
        'sell': 'gtc'
    }

    # Optimal timeframe for the strategy
    timeframe = '5m'
    informative_timeframe = '1h'

    process_only_new_candles = True
    startup_candle_count = 79

    plot_config = {
        'main_plot': {
            f'ma_buy_{base_nb_candles_buy.value}': {'color': 'orange'},
            f'ma_sell_{base_nb_candles_sell.value}': {'color': 'green'},
        },
    }

    use_custom_stoploss = False

    def informative_pairs(self):

        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.informative_timeframe)
                             for pair in pairs]

        return informative_pairs

    def get_informative_indicators(self, metadata: dict):

        dataframe = self.dp.get_pair_dataframe(
            pair=metadata['pair'], timeframe=self.informative_timeframe)

        return dataframe

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

        if self.config['runmode'].value == 'hyperopt':
            # Calculate all ma_buy values
            for val in self.base_nb_candles_buy.range:
                dataframe[f'ma_buy_{val}'] = ta.EMA(dataframe, timeperiod=val)

            # Calculate all ma_sell values
            for val in self.base_nb_candles_sell.range:
                dataframe[f'ma_sell_{val}'] = ta.EMA(dataframe, timeperiod=val)

        else:
            dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] = ta.EMA(
                dataframe, timeperiod=self.base_nb_candles_buy.value)

            dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] = ta.EMA(
                dataframe, timeperiod=self.base_nb_candles_sell.value)

        dataframe['hma_50'] = qtpylib.hull_moving_average(
            dataframe['close'], window=50)

        # Elliot
        dataframe['EWO'] = EWO(dataframe, self.fast_ewo, self.slow_ewo)

        # RSI
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)

        dataframe['hma_50'] = qtpylib.hull_moving_average(
            dataframe['close'], window=50)

        dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=4)
        dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=20)

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []

        conditions.append(
            (
                (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
                (dataframe['EWO'] > self.ewo_high.value) &
                (dataframe['rsi'] < self.rsi_buy.value) &
                (dataframe['volume'] > 0)
            )
        )

        conditions.append(
            (
                (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)) &
                (dataframe['EWO'] < self.ewo_low.value) &
                (dataframe['rsi'] < self.rsi_buy.value) &
                (dataframe['volume'] > 0)
            )
        )

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'buy'
            ]=1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        conditions = []

        conditions.append(
            (
                (dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)) &
                (dataframe['volume'] > 0)
            )
        )

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x | y, conditions),
                'sell'
            ]=1

        return dataframe

    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                        current_profit: float, **kwargs) -> float:
        df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        candle = df.iloc[-1].squeeze()

        if current_profit < 0.001 and current_time - timedelta(minutes=140) > trade.open_date_utc:
            return -0.005

        return 1