ICT_CHoCH_Pure

"""
ICT 4H V2 — Tuned variants
V2a: CHoCH-only, 5 of 5 conditions required (strictest)
V2b: Remove OB, focus on sweep + fib + trend (3 factors)
V2c: Long only, fib discount entry + trend alignment
"""
from pandas import DataFrame
import pandas as pd
import talib.abstract as ta
import numpy as np
from freqtrade.strategy import IStrategy


def _build_base(d):
    d['swing_high'] = (d['high'] > d['high'].shift(1)) & (d['high'] > d['high'].shift(2)) & (d['high'] >= d['high'].shift(-1)) & (d['high'] >= d['high'].shift(-2))
    d['swing_low'] = (d['low'] < d['low'].shift(1)) & (d['low'] < d['low'].shift(2)) & (d['low'] <= d['low'].shift(-1)) & (d['low'] <= d['low'].shift(-2))
    d['last_sh'] = d['high'].where(d['swing_high']).ffill()
    d['last_sl'] = d['low'].where(d['swing_low']).ffill()
    d['bos_bull'] = d['close'] > d['last_sh'].shift(1)
    d['bos_bear'] = d['close'] < d['last_sl'].shift(1)
    d['bull_bos_6'] = d['bos_bull'].rolling(6).sum()
    d['bear_bos_6'] = d['bos_bear'].rolling(6).sum()
    d['choch_bear'] = d['bos_bear'] & (d['bull_bos_6'].shift(1) >= 2)
    d['choch_bull'] = d['bos_bull'] & (d['bear_bos_6'].shift(1) >= 2)

    d['hh_20'] = d['high'].rolling(20).max()
    d['ll_20'] = d['low'].rolling(20).min()
    d['sweep_high'] = (d['high'] >= d['hh_20'].shift(1) * 0.997) & (d['close'] < d['hh_20'].shift(1) * 0.995)
    d['sweep_low'] = (d['low'] <= d['ll_20'].shift(1) * 1.003) & (d['close'] > d['ll_20'].shift(1) * 1.005)

    d['swing_high_30'] = d['high'].rolling(30).max()
    d['swing_low_30'] = d['low'].rolling(30).min()
    sr = d['swing_high_30'] - d['swing_low_30']
    d['fib_062'] = d['swing_high_30'] - sr * 0.618
    d['fib_079'] = d['swing_high_30'] - sr * 0.786
    d['fib_050'] = d['swing_high_30'] - sr * 0.50
    d['fib_062_s'] = d['swing_low_30'] + sr * 0.618
    d['fib_079_s'] = d['swing_low_30'] + sr * 0.786
    d['in_discount'] = d['close'] <= d['fib_050']
    d['in_premium'] = d['close'] >= d['fib_050']

    d['e50'] = ta.EMA(d, 50)
    d['e200'] = ta.EMA(d, 200)
    d['rsi'] = ta.RSI(d, 14)
    d['adx'] = ta.ADX(d, 14)
    d['di_plus'] = ta.PLUS_DI(d, 14)
    d['di_minus'] = ta.MINUS_DI(d, 14)
    d['vr'] = d['volume'] / ta.SMA(d['volume'], 10)
    d['atr'] = ta.ATR(d, 14)

    body = (d['close'] - d['open']).abs()
    d['displacement'] = body > body.rolling(20).mean() * 1.5
    return d


# ============================================================
# V2a: CHoCH + sweep + fib ONLY (pure ICT structure)
# ============================================================
class ICT_CHoCH_Pure(IStrategy):
    INTERFACE_VERSION = 3; timeframe = '4h'; can_short = True
    stoploss = -0.03; trailing_stop = True
    trailing_stop_positive = 0.01; trailing_stop_positive_offset = 0.025
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.12, "1440": 0.08, "4320": 0.04, "8640": 0}
    max_open_trades = 4; startup_candle_count = 200
    process_only_new_candles = True; use_exit_signal = False

    def populate_indicators(self, d, m):
        d = _build_base(d)
        # Stronger displacement
        d['strong_displace'] = d['displacement'] & (d['vr'] > 1.2)
        return d

    def populate_entry_trend(self, d, m):
        # LONG: CHoCH bull after bear run + sweep low + in discount + strong ADX
        long_cond = (
            d['choch_bull'] &
            (d['sweep_low'] | d['in_discount']) &
            d['strong_displace'] &
            (d['adx'] > 22) & (d['di_plus'] > d['di_minus']) &
            d['rsi'].between(30, 60) &
            (d['volume'] > 0)
        )
        d.loc[long_cond, ['enter_long', 'enter_tag']] = (1, 'CH_L')

        # SHORT: CHoCH bear after bull run + sweep high + in premium + strong ADX
        short_cond = (
            d['choch_bear'] &
            (d['sweep_high'] | d['in_premium']) &
            d['strong_displace'] &
            (d['adx'] > 22) & (d['di_minus'] > d['di_plus']) &
            d['rsi'].between(40, 70) &
            (d['volume'] > 0)
        )
        d.loc[short_cond, ['enter_short', 'enter_tag']] = (1, 'CH_S')
        return d

    def populate_exit_trend(self, d, m): return d


# ============================================================
# V2b: Sweep-only — liquidity grab reversal
# ============================================================
class ICT_SweepOnly(IStrategy):
    INTERFACE_VERSION = 3; timeframe = '4h'; can_short = True
    stoploss = -0.025; trailing_stop = True
    trailing_stop_positive = 0.008; trailing_stop_positive_offset = 0.020
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.10, "1440": 0.06, "4320": 0.03, "8640": 0}
    max_open_trades = 4; startup_candle_count = 200
    process_only_new_candles = True; use_exit_signal = False

    def populate_indicators(self, d, m):
        d = _build_base(d)
        return d

    def populate_entry_trend(self, d, m):
        # LONG: sweep below 20-low then reversal candle closes green
        long_cond = (
            d['sweep_low'] &
            (d['close'] > d['open']) &  # reversal candle
            (d['close'] > d['e50']) |
            d['bos_bull'] &
            (d['in_discount']) &
            (d['rsi'] > 35) &
            (d['volume'] > 0)
        )
        # Properly group the OR conditions
        long_final = (
            (d['sweep_low'] & (d['close'] > d['open']) & (d['rsi'] > 35)) |
            (d['bos_bull'] & d['in_discount'] & (d['rsi'] > 35))
        ) & (d['volume'] > 0)
        d.loc[long_final, ['enter_long', 'enter_tag']] = (1, 'SW_L')

        short_final = (
            (d['sweep_high'] & (d['close'] < d['open']) & (d['rsi'] < 65)) |
            (d['bos_bear'] & d['in_premium'] & (d['rsi'] < 65))
        ) & (d['volume'] > 0)
        d.loc[short_final, ['enter_short', 'enter_tag']] = (1, 'SW_S')
        return d

    def populate_exit_trend(self, d, m): return d


# ============================================================
# V2c: Long-only, fib discount entry with trend
# ============================================================
class ICT_LongOnly(IStrategy):
    INTERFACE_VERSION = 3; timeframe = '4h'; can_short = False
    stoploss = -0.03; trailing_stop = True
    trailing_stop_positive = 0.01; trailing_stop_positive_offset = 0.025
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.12, "1440": 0.08, "4320": 0.04, "8640": 0}
    max_open_trades = 3; startup_candle_count = 200
    process_only_new_candles = True; use_exit_signal = False

    def populate_indicators(self, d, m):
        d = _build_base(d)
        d['ema_cross'] = ta.EMA(d, 20) > ta.EMA(d, 50)
        return d

    def populate_entry_trend(self, d, m):
        cond = (
            (d['close'] > d['e200']) &  # macro trend up
            d['ema_cross'] &             # EMA aligned
            d['in_discount'] &           # buying at a discount
            (d['rsi'] < 50) &            # not overbought
            (d['sweep_low'] | (d['close'] < d['e50'])) &  # swept or pulled back
            (d['adx'] > 18) & (d['di_plus'] > d['di_minus']) &
            (d['volume'] > 0)
        )
        d.loc[cond, ['enter_long', 'enter_tag']] = (1, 'L_disc')
        return d

    def populate_exit_trend(self, d, m): return d