Ichimoku_v33

from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
#from technical.indicators import accumulation_distribution
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy
from technical.indicators import ichimoku

class Ichimoku_v33(IStrategy):
    """

    """

    minimal_roi = {
        "0": 100
    }

    stoploss = -1 #-0.35

    ticker_interval = '4h' #3m

    # startup_candle_count: int = 2

    # trailing stoploss
    #trailing_stop = True
    #trailing_stop_positive = 0.40 #0.35
    #trailing_stop_positive_offset = 0.50
    #trailing_only_offset_is_reached = False

    def informative_pairs(self):
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        ichi = ichimoku(dataframe, conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=30)
        # dataframe['chikou_span'] = ichi['chikou_span']
        dataframe['tenkan'] = ichi['tenkan_sen']
        dataframe['kijun'] = ichi['kijun_sen']
        dataframe['senkou_a'] = ichi['senkou_span_a']
        dataframe['senkou_b'] = ichi['senkou_span_b']
        dataframe['cloud_green'] = ichi['cloud_green']
        dataframe['cloud_red'] = ichi['cloud_red']

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

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (qtpylib.crossed_above(dataframe['close'].shift(2), dataframe['senkou_a'])) &
                (dataframe['close'].shift(2) > dataframe['senkou_a']) &
                (dataframe['close'].shift(2) > dataframe['senkou_b'])
            ),
            'buy'] = 1

        dataframe.loc[
            (
                (qtpylib.crossed_above(dataframe['close'].shift(2), dataframe['senkou_b'])) &
                (dataframe['close'].shift(2) > dataframe['senkou_a']) &
                (dataframe['close'].shift(2 ) > dataframe['senkou_b'])
            ),
            'buy'] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (qtpylib.crossed_below(dataframe['tenkan'], dataframe['kijun'])) &
                (dataframe['close'] < dataframe['senkou_a']) &
                (dataframe['close'] < dataframe['senkou_b']) &
                (dataframe['cloud_red'] == True)
            ),
            'sell'] = 1

        dataframe.loc[
            (
                (dataframe['close'] < dataframe['sar'])
            ),
            'sell'] = 1

        return dataframe