Hmar

# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401

# --- Do not remove these libs ---
import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame, Series

from freqtrade.strategy import IStrategy
from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter

# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from technical.indicators import indicators


class Hmar(IStrategy):
    """
    This is a strategy template to get you started.
    More information in https://www.freqtrade.io/en/latest/strategy-customization/

    You can:
        :return: a Dataframe with all mandatory indicators for the strategies
    - Rename the class name (Do not forget to update class_name)
    - Add any methods you want to build your strategy
    - Add any lib you need to build your strategy

    You must keep:
    - the lib in the section "Do not remove these libs"
    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
    You should keep:
    - timeframe, minimal_roi, stoploss, trailing_*
    """
    # Strategy interface version - allow new iterations of the strategy interface.
    # Check the documentation or the Sample strategy to get the latest version.
    INTERFACE_VERSION = 2

    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi".
    # ROI table:
    # ROI table:
    minimal_roi = {
        "0": 0.015,
        "13": 0.018,
        "15": 0.012,
        "31": 0
    }

    # Stoploss:
    stoploss = -0.031

    # Trailing stop:
    trailing_stop = True
    trailing_stop_positive = 0.002
    trailing_stop_positive_offset = 0.004
    trailing_only_offset_is_reached = False


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

    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = False

    # These values can be overridden in the "ask_strategy" section in the config.
    use_sell_signal = True
    sell_profit_only = False
    ignore_roi_if_buy_signal = False

    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 500

    # Optional order type mapping.
    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'
    }
    
    plot_config = {
  "main_plot": {
    "hma20": {
      "color": "#811125",
      "type": "line"
    }
  },
  "subplots": {
    "RSI": {
      "rsi": {
        "color": "red"
      }
    },
    "hlow": {
      "h-low": {
        "color": "#2de7cc",
        "type": "line"
      }
    },
    "htsine": {
      "htsine": {
        "color": "#688669",
        "type": "line"
      }
    }
  }
}
     # Hyperoptable parameters
    buy_rsi = IntParameter(low=1, high=30, default=30, space='buy', optimize=True, load=True)
    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)


    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.
        :param dataframe: Dataframe with data from the exchange
        :param metadata: Additional information, like the currently traded pair
        :return: a Dataframe with all mandatory indicators for the strategies
        """
        
        # Momentum Indicators
        # ------------------------------------

        # ADX
        # dataframe['adx'] = ta.ADX(dataframe)

        # # Plus Directional Indicator / Movement
        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)

        # # Minus Directional Indicator / Movement
        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)

        # # Aroon, Aroon Oscillator
        # aroon = ta.AROON(dataframe)
        # dataframe['aroonup'] = aroon['aroonup']
        # dataframe['aroondown'] = aroon['aroondown']
        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)

        # # Awesome Oscillator
        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)

        # # Keltner Channel
        # keltner = qtpylib.keltner_channel(dataframe)
        # dataframe["kc_upperband"] = keltner["upper"]
        # dataframe["kc_lowerband"] = keltner["lower"]
        # dataframe["kc_middleband"] = keltner["mid"]
        # dataframe["kc_percent"] = (
        #     (dataframe["close"] - dataframe["kc_lowerband"]) /
        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
        # )
        # dataframe["kc_width"] = (
        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
        # )

        # # Ultimate Oscillator
        # dataframe['uo'] = ta.ULTOSC(dataframe)

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

        # # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)

        # # Stochastic Slow
        # stoch = ta.STOCH(dataframe)
        # dataframe['slowd'] = stoch['slowd']
        # dataframe['slowk'] = stoch['slowk']

        # # Stochastic Fast
        # stoch_fast = ta.STOCHF(dataframe)
        # dataframe['fastd'] = stoch_fast['fastd']
        # dataframe['fastk'] = stoch_fast['fastk']

        # # # Stochastic RSI
        # # Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
        # # STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
        # stoch_rsi = ta.STOCHRSI(dataframe)
        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
        # dataframe['fastk_rsi'] = stoch_rsi['fastk']


        # MFI
        # dataframe['mfi'] = ta.MFI(dataframe)

        # # ROC
        # dataframe['roc'] = ta.ROC(dataframe)

        # Overlap Studies
        # ------------------------------------

        # Bollinger Bands
        # bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        # dataframe['bb_lowerband'] = bollinger['lower']
        # dataframe['bb_middleband'] = bollinger['mid']
        # dataframe['bb_upperband'] = bollinger['upper']
        # dataframe["bb_percent"] = (
        #     (dataframe["close"] - dataframe["bb_lowerband"]) /
        #     (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
        # )
        # dataframe["bb_width"] = (
        #     (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
        # )

        # Bollinger Bands - Weighted (EMA based instead of SMA)
        # weighted_bollinger = qtpylib.weighted_bollinger_bands(
        #     qtpylib.typical_price(dataframe), window=20, stds=2
        # )
        # dataframe["wbb_upperband"] = weighted_bollinger["upper"]
        # dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
        # dataframe["wbb_middleband"] = weighted_bollinger["mid"]
        # dataframe["wbb_percent"] = (
        #     (dataframe["close"] - dataframe["wbb_lowerband"]) /
        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
        # )
        # dataframe["wbb_width"] = (
        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
        # )

        # # EMA - Exponential Moving Average
        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
        # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)

        # # SMA - Simple Moving Average
        # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
        # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
        # dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
        # dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
        # dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
        # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)

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

        # TEMA - Triple Exponential Moving Average
        # dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)

        # Cycle Indicator
        # ------------------------------------
        # Hilbert Transform Indicator - SineWave
        hilbert = ta.HT_SINE(dataframe)
        dataframe['htsine'] = hilbert['sine']
        dataframe['htleadsine'] = hilbert['leadsine']

        # Pattern Recognition - Bullish candlestick patterns
        # ------------------------------------
        # # Hammer: values [0, 100]
        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
        # # Inverted Hammer: values [0, 100]
        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
        # # Dragonfly Doji: values [0, 100]
        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
        # # Piercing Line: values [0, 100]
        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
        # # Morningstar: values [0, 100]
        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
        # # Three White Soldiers: values [0, 100]
        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]

        # Pattern Recognition - Bearish candlestick patterns
        # ------------------------------------
        # # Hanging Man: values [0, 100]
        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
        # # Shooting Star: values [0, 100]
        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
        # # Gravestone Doji: values [0, 100]
        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
        # # Dark Cloud Cover: values [0, 100]
        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
        # # Evening Doji Star: values [0, 100]
        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
        # # Evening Star: values [0, 100]
        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)

        # Pattern Recognition - Bullish/Bearish candlestick patterns
        # ------------------------------------
        # # Three Line Strike: values [0, -100, 100]
        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
        # # Spinning Top: values [0, -100, 100]
        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
        # # Engulfing: values [0, -100, 100]
        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
        # # Harami: values [0, -100, 100]
        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
        # # Three Outside Up/Down: values [0, -100, 100]
        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
        # # Three Inside Up/Down: values [0, -100, 100]
        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]

        # # Chart type
        # # ------------------------------------
        # # Heikin Ashi Strategy
        # heikinashi = qtpylib.heikinashi(dataframe)
        # dataframe['ha_open'] = heikinashi['open']
        # dataframe['ha_close'] = heikinashi['close']
        # dataframe['ha_high'] = heikinashi['high']
        # dataframe['ha_low'] = heikinashi['low']



        dataframe['hma20'] = qtpylib.hma(dataframe['close'], 20)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=20)
        # MACD
        macd = ta.MACD(dataframe, timeperod=9)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        dataframe['cci'] = ta.CCI(dataframe, timeperiod=10)
        dataframe['h-low']= dataframe['hma20'] / dataframe['low']


        dataframe['vwap'] = Series.vwap(dataframe)
        devUD = [1.28, 2.01, 2.51, 3.09, 4.01]

        # my std dev calculation = an incrementing std dev of df.VWAP
        dataframe['DEV'] = dataframe['vwap'].expanding().std()
        # dataframe['vwup1']= dataframe['vwap'] + devUD[0] * dataframe['DEV']
        # dataframe['vwdow1']= dataframe['vwap'] - devUD[0] * dataframe['DEV']
        # dataframe['vwup2']= dataframe['vwap'] + devUD[1] * dataframe['DEV']
        # dataframe['vwdow2']= dataframe['vwap'] - devUD[1] * dataframe['DEV']

        for dev in devUD:
            up = 'vwup{}'.format(dev)
            dow = 'vwdow{}'.format(dev)
            dataframe[up]=dataframe['vwap'] + dev * dataframe['DEV']
            dataframe[dow]= dataframe['vwap'] - dev * dataframe['DEV']

        # Retrieve best bid and best ask from the orderbook
        # ------------------------------------
        """
        # first check if dataprovider is available
        if self.dp:
            if self.dp.runmode in ('live', 'dry_run'):
                ob = self.dp.orderbook(metadata['pair'], 1)
                dataframe['best_bid'] = ob['bids'][0][0]
                dataframe['best_ask'] = ob['asks'][0][0]
        """

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame populated with indicators
        :param metadata: Additional information, like the currently traded pair
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                # (
                (qtpylib.crossed_below(dataframe['rsi'], 32)) &
                # (dataframe['rsi'] < 33) &
                # (dataframe['cci'] < -90 ) &
                # (dataframe['macdhist'].shift(1) > 0) &
                # (dataframe['adx'] > 29) &
                # (dataframe['ema21'] > dataframe['hma20']) &
                # (dataframe['close'].shift(1) < dataframe['hma20']) &
                # (dataframe['open'] > dataframe['hma20']) &
                # (dataframe['close'] > dataframe['hma20']) 
                (dataframe['h-low'] > 1.005) &
                (qtpylib.crossed_below(dataframe['htsine'].shift(1), 0))
                # (qtpylib.crossed_above(dataframe['close'], dataframe['hma20']))
                # ) 
                # | 
                # (
                # (dataframe['cci'] < -90 ) &
                # # (dataframe['macdhist'] < -2.5) &
                # (dataframe['close'].shift(1) < dataframe['hma20']) &
                # (qtpylib.crossed_above(dataframe['close'], dataframe['hma20'])))  # Signal: RSI crosses above 30
            ),
            'buy'] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame populated with indicators
        :param metadata: Additional information, like the currently traded pair
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                
                (dataframe['rsi'] > 46) &
                # |
                # (dataframe['cci'].shift(1) > dataframe['cci'] ) &
                (dataframe['h-low'] <= 1)
                |
                (qtpylib.crossed_below(dataframe['htsine'], 98))
                # (
                # (dataframe['close'].shift(1) > dataframe['hma20']) &
                # (qtpylib.crossed_below(dataframe['close'], dataframe['hma20']))
                # ) 
                # | 
                # (dataframe['close'] == dataframe['hma20'])) 


                # (qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) 
           
            ),
            'sell'] = 1
        return dataframe