rsibbv1sell

import warnings
warnings.filterwarnings('ignore')

import logging
from functools import reduce
import datetime
import talib.abstract as ta
import pandas_ta as pta
import logging
import numpy as np
import pandas as pd
import freqtrade.vendor.qtpylib.indicators as qtpylib
from technical import qtpylib
from datetime import timedelta, datetime, timezone
from pandas import DataFrame, Series
from typing import Optional
from freqtrade.strategy.interface import IStrategy
from technical.pivots_points import pivots_points
from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_minutes
from freqtrade.persistence import Trade
from freqtrade.strategy import (
    BooleanParameter,
    CategoricalParameter,
    DecimalParameter,
    IStrategy,
    IntParameter,
    RealParameter,
    merge_informative_pair,
)
from scipy.signal import argrelextrema
import warnings
import math
from technical.indicators import ichimoku

warnings.simplefilter(action="ignore", category=pd.errors.PerformanceWarning)

logger = logging.getLogger(__name__)


class rsibbv1sell(IStrategy):
    exit_profit_only = True
    trailing_stop = False
    position_adjustment_enable = True
    ignore_roi_if_entry_signal = True
    max_entry_position_adjustment = 1
    max_dca_multiplier = 1
    process_only_new_candles = True
    can_short = True
    use_exit_signal = True
    #startup_candle_count: int = 200
    stoploss = -0.99
    timeframe = "15m"

    # Strategy Parameters
    rsi_period = 14
    bb_period = 20
    bb_stddev = 2
    dispersion = 0.1

    # Custom Functions
    increment = DecimalParameter(
        low=1.0005, high=1.002, default=1.001, decimals=4, space="entry", optimize=True, load=True
    )
    last_entry_price = None

    minimal_roi = {
        "0": 0.5,
        "60": 0.45,
        "120": 0.4,
        "240": 0.3,
        "360": 0.25,
        "720": 0.2,
        "1440": 0.15,
        "2880": 0.1,
        "3600": 0.05,
        "7200": 0.02,
    }

    plot_config = {
        "main_plot": {
            'tenkan': {'color': 'green'},
            'kijun': {'color': 'red'},
        },
        "subplots": {
            "extrema": {
                "&s-extrema": {"color": "#f53580", "type": "line"},
                "&s-minima_sort_threshold": {"color": "#4ae747", "type": "line"},
                "&s-maxima_sort_threshold": {"color": "#5b5e4b", "type": "line"},
            },
            "min_max": {
                "maxima": {"color": "#a29db9", "type": "line"},
                "minima": {"color": "#ac7fc", "type": "line"},
                "maxima_check": {"color": "#a29db9", "type": "line"},
                "minima_check": {"color": "#ac7fc", "type": "line"},
            },
            "RSI BB Dispersion": {
                "rsi": {"color": "blue", "type": "line"},
                "rsi_ema": {"color": "red", "type": "line"},
                "rsi_upper": {"color": "cyan", "type": "line"},
                "rsi_lower": {"color": "cyan", "type": "line"},
                "rsi_disp_up": {"color": "white", "type": "line"},
                "rsi_disp_down": {"color": "white", "type": "line"},
            },
        },
    }


    def custom_stake_amount(
        self,
        pair: str,
        current_time: datetime,
        current_rate: float,
        proposed_stake: float,
        min_stake: Optional[float],
        max_stake: float,
        leverage: float,
        entry_tag: Optional[str],
        side: str,
        **kwargs,
    ) -> float:
        return proposed_stake / self.max_dca_multiplier

    def custom_entry_price(
        self,
        pair: str,
        trade: Optional["Trade"],
        current_time: datetime,
        proposed_rate: float,
        entry_tag: Optional[str],
        side: str,
        **kwargs,
    ) -> float:
        dataframe, last_updated = self.dp.get_analyzed_dataframe(
            pair=pair, timeframe=self.timeframe
        )
        entry_price = (dataframe["close"].iat[-1] + dataframe["open"].iat[-1] + proposed_rate) / 3
        if proposed_rate < entry_price:
            entry_price = proposed_rate

        logger.info(
            f"{pair} Using Entry Price: {entry_price} | close: {dataframe['close'].iat[-1]} open: {dataframe['open'].iat[-1]} proposed_rate: {proposed_rate}"
        )

        if self.last_entry_price is not None and abs(entry_price - self.last_entry_price) < 0.0005:
            entry_price *= self.increment.value
            logger.info(
                f"{pair} Incremented entry price: {entry_price} based on previous entry price : {self.last_entry_price}."
            )

        self.last_entry_price = entry_price

        return entry_price

    def confirm_trade_exit(
        self,
        pair: str,
        trade: Trade,
        order_type: str,
        amount: float,
        rate: float,
        time_in_force: str,
        exit_reason: str,
        current_time: datetime,
        **kwargs,
    ) -> bool:
        if exit_reason == "partial_exit" and trade.calc_profit_ratio(rate) < 0:
            logger.info(f"{trade.pair} partial exit is below 0")
            self.dp.send_msg(f"{trade.pair} partial exit is below 0")
            return False
        if exit_reason == "trailing_stop_loss" and trade.calc_profit_ratio(rate) < 0:
            logger.info(f"{trade.pair} trailing stop price is below 0")
            self.dp.send_msg(f"{trade.pair} trailing stop price is below 0")
            return False
        return True

    def adjust_trade_position(
        self,
        trade: Trade,
        current_time: datetime,
        current_rate: float,
        current_profit: float,
        min_stake: Optional[float],
        max_stake: float,
        current_entry_rate: float,
        current_exit_rate: float,
        current_entry_profit: float,
        current_exit_profit: float,
        **kwargs,
    ) -> Optional[float]:
        dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
        filled_entries = trade.select_filled_orders(trade.entry_side)
        count_of_entries = trade.nr_of_successful_entries
        trade_duration = (current_time - trade.open_date_utc).seconds / 60

        if current_profit > 0.25 and trade.nr_of_successful_exits == 0:
            return -(trade.stake_amount / 4)
        if current_profit > 0.40 and trade.nr_of_successful_exits == 1:
            return -(trade.stake_amount / 3)

        if current_profit > -0.15 and trade.nr_of_successful_entries == 1:
            return None
        if current_profit > -0.3 and trade.nr_of_successful_entries == 2:
            return None
        if current_profit > -0.6 and trade.nr_of_successful_entries == 3:
            return None

        try:
            stake_amount = filled_entries[0].cost
            if count_of_entries == 1:
                stake_amount = stake_amount * 1
            elif count_of_entries == 2:
                stake_amount = stake_amount * 1
            elif count_of_entries == 3:
                stake_amount = stake_amount * 1
            else:
                stake_amount = stake_amount
            return stake_amount
        except Exception as exception:
            return None
        return None

    def leverage(
        self,
        pair: str,
        current_time: "datetime",
        current_rate: float,
        proposed_leverage: float,
        max_leverage: float,
        side: str,
        **kwargs,
    ) -> float:
        window_size = 50
        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
        historical_close_prices = dataframe["close"].tail(window_size)
        historical_high_prices = dataframe["high"].tail(window_size)
        historical_low_prices = dataframe["low"].tail(window_size)
        base_leverage = 5 # Default leverage

        rsi_values = ta.RSI(historical_close_prices, timeperiod=14)
        atr_values = ta.ATR(
            historical_high_prices, historical_low_prices, historical_close_prices, timeperiod=14
        )
        macd_line, signal_line, _ = ta.MACD(
            historical_close_prices, fastperiod=12, slowperiod=26, signalperiod=9
        )
        sma_values = ta.SMA(historical_close_prices, timeperiod=20)
        current_rsi = rsi_values[-1] if len(rsi_values) > 0 else 50.0
        current_atr = atr_values[-1] if len(atr_values) > 0 else 0.0
        current_macd = (
            macd_line[-1] - signal_line[-1] if len(macd_line) > 0 and len(signal_line) > 0 else 0.0
        )
        current_sma = sma_values[-1] if len(sma_values) > 0 else 0.0

        dynamic_rsi_low = (
            np.nanmin(rsi_values)
            if len(rsi_values) > 0 and not np.isnan(np.nanmin(rsi_values))
            else 30.0
        )
        dynamic_rsi_high = (
            np.nanmax(rsi_values)
            if len(rsi_values) > 0 and not np.isnan(np.nanmax(rsi_values))
            else 70.0
        )
        dynamic_atr_low = (
            np.nanmin(atr_values)
            if len(atr_values) > 0 and not np.isnan(np.nanmin(atr_values))
            else 0.002
        )
        dynamic_atr_high = (
            np.nanmax(atr_values)
            if len(atr_values) > 0 and not np.isnan(np.nanmax(atr_values))
            else 0.005
        )

        long_increase_factor = 1.5
        long_decrease_factor = 0.5
        short_increase_factor = 1.5
        short_decrease_factor = 0.5
        volatility_decrease_factor = 0.8

        if side == "long":
            if current_rsi < dynamic_rsi_low:
                base_leverage *= long_increase_factor
            elif current_rsi > dynamic_rsi_high:
                base_leverage *= long_decrease_factor

            if current_atr > (current_rate * 0.03):
                base_leverage *= volatility_decrease_factor

            if current_macd > 0:
                base_leverage *= long_increase_factor
            if current_rate < current_sma:
                base_leverage *= long_decrease_factor

        elif side == "short":
            if current_rsi > dynamic_rsi_high:
                base_leverage *= short_increase_factor
            elif current_rsi < dynamic_rsi_low:
                base_leverage *= short_decrease_factor

            if current_atr > (current_rate * 0.03):
                base_leverage *= volatility_decrease_factor

            if current_macd < 0:
                base_leverage *= short_increase_factor
            if current_rate > current_sma:
                base_leverage *= short_decrease_factor

        adjusted_leverage = max(min(base_leverage, max_leverage), 1.0)

        return adjusted_leverage

    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative = [(pair, '1m') for pair in pairs]
        return informative

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["rsi"] = ta.RSI(dataframe)
        dataframe["DI_values"] = ta.PLUS_DI(dataframe) - ta.MINUS_DI(dataframe)
        dataframe["DI_cutoff"] = 0

        maxima = np.zeros(len(dataframe))
        minima = np.zeros(len(dataframe))

        maxima[argrelextrema(dataframe["close"].values, np.greater, order=5)] = 1
        minima[argrelextrema(dataframe["close"].values, np.less, order=5)] = 1

        dataframe["maxima"] = maxima
        dataframe["minima"] = minima

        dataframe["&s-extrema"] = 0
        min_peaks = argrelextrema(dataframe["close"].values, np.less, order=5)[0]
        max_peaks = argrelextrema(dataframe["close"].values, np.greater, order=5)[0]
        dataframe.loc[min_peaks, "&s-extrema"] = -1
        dataframe.loc[max_peaks, "&s-extrema"] = 1

        murrey_math_levels = calculate_murrey_math_levels(dataframe)
        for level, value in murrey_math_levels.items():
            dataframe[level] = value

        dataframe["mmlextreme_oscillator"] = 100 * (
            (dataframe["close"] - dataframe["[4/8]P"])
            / (dataframe["[+3/8]P"] - dataframe["[-3/8]P"])
        )
        dataframe["DI_catch"] = np.where(dataframe["DI_values"] > dataframe["DI_cutoff"], 0, 1)

        dataframe["minima_sort_threshold"] = dataframe["close"].rolling(window=10).min()
        dataframe["maxima_sort_threshold"] = dataframe["close"].rolling(window=10).max()

        dataframe["min_threshold_mean"] = dataframe["minima_sort_threshold"].expanding().mean()
        dataframe["max_threshold_mean"] = dataframe["maxima_sort_threshold"].expanding().mean()

        dataframe["maxima_check"] = (
            dataframe["maxima"].rolling(4).apply(lambda x: int((x != 1).all()), raw=True).fillna(0)
        )
        dataframe["minima_check"] = (
            dataframe["minima"].rolling(4).apply(lambda x: int((x != 1).all()), raw=True).fillna(0)
        )

        # RSI and Bollinger Bands on RSI
        dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.rsi_period)
        dataframe['rsi_ema'] = ta.EMA(dataframe['rsi'], timeperiod=self.bb_period)
        dataframe['rsi_std'] = dataframe['rsi'].rolling(window=self.bb_period).std()
        dataframe['rsi_upper'] = dataframe['rsi_ema'] + self.bb_stddev * dataframe['rsi_std']
        dataframe['rsi_lower'] = dataframe['rsi_ema'] - self.bb_stddev * dataframe['rsi_std']

        # Dispersion range
        dispersion_range = (dataframe['rsi_upper'] - dataframe['rsi_lower']) * self.dispersion
        dataframe['rsi_disp_up'] = dataframe['rsi_ema'] + dispersion_range
        dataframe['rsi_disp_down'] = dataframe['rsi_ema'] - dispersion_range

        # Ichimoku componentsAdd commentMore actions
        ichi = ichimoku(dataframe, conversion_line_period=9, base_line_periods=26, laggin_span=52, displacement=26)

        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']

        return dataframe

    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
        df['enter_long'] = 0
        df['enter_short'] = 0
        df['enter_tag'] = None

        # # --- buy CONDITION ---
        # long_condition = (
        #     qtpylib.crossed_above(df['rsi'].shift(1), df['rsi_disp_down'].shift(1)) &
        #     (df['tenkan'] > df['kijun']) 
        # )
        # df.loc[long_condition, ['enter_long', 'enter_tag']] = [1, 'Long: RSI+Cloud']

        # --- sell CONDITION ---
        short_condition = (
            qtpylib.crossed_below(df['rsi'].shift(1), df['rsi_disp_up'].shift(1)) &
            (df['tenkan'] < df['kijun']) 
        )
        df.loc[short_condition, ['enter_short', 'enter_tag']] = [1, 'Short: RSI+Cloud']

        return df



    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
        df.loc[((df["maxima_check"] == 0) & (df["volume"] > 0)), ["exit_long", "exit_tag"]] = (
            1,
            "Maxima Check",
        )
        df.loc[
            (
                (df["DI_catch"] == 1)
                & (df["&s-extrema"] > 0)
                & (df["maxima"].shift(1) == 1)
                & (df["volume"] > 0)
            ),
            ["exit_long", "exit_tag"],
        ] = (1, "Maxima")
        df.loc[((df["maxima_check"] == 0) & (df["volume"] > 0)), ["exit_long", "exit_tag"]] = (
            1,
            "Maxima Full Send",
        )

        df.loc[((df["minima_check"] == 0) & (df["volume"] > 0)), ["exit_short", "exit_tag"]] = (
            1,
            "Minima Check",
        )
        df.loc[
            (
                (df["DI_catch"] == 1)
                & (df["&s-extrema"] < 0)
                & (df["minima"].shift(1) == 1)
                & (df["volume"] > 0)
            ),
            ["exit_short", "exit_tag"],
        ] = (1, "Minima")
        df.loc[((df["minima_check"] == 0) & (df["volume"] > 0)), ["exit_short", "exit_tag"]] = (
            1,
            "Minima Full Send",
        )
        return df

def top_percent_change(dataframe: DataFrame, length: int) -> float:
    if length == 0:
        return (dataframe["open"] - dataframe["close"]) / dataframe["close"]
    else:
        return (dataframe["open"].rolling(length).max() - dataframe["close"]) / dataframe["close"]


def chaikin_mf(df, periods=20):
    close = df["close"]
    low = df["low"]
    high = df["high"]
    volume = df["volume"]
    mfv = ((close - low) - (high - close)) / (high - low)
    mfv = mfv.fillna(0.0)
    mfv *= volume
    cmf = mfv.rolling(periods).sum() / volume.rolling(periods).sum()
    return Series(cmf, name="cmf")


def VWAPB(dataframe, window_size=20, num_of_std=1):
    df = dataframe.copy()
    df["vwap"] = qtpylib.rolling_vwap(df, window=window_size)
    rolling_std = df["vwap"].rolling(window=window_size).std()
    df["vwap_low"] = df["vwap"] - (rolling_std * num_of_std)
    df["vwap_high"] = df["vwap"] + (rolling_std * num_of_std)
    return df["vwap_low"], df["vwap"], df["vwap_high"]


def get_distance(p1, p2):
    return abs((p1) - (p2))


def calculate_murrey_math_levels(df, window_size=64):
    rolling_max_H = df["high"].rolling(window=window_size).max()
    rolling_min_L = df["low"].rolling(window=window_size).min()
    max_H = rolling_max_H
    min_L = rolling_min_L
    range_HL = max_H - min_L

    def calculate_fractal(v2):
        fractal = 0
        if 25000 < v2 <= 250000:
            fractal = 100000
        elif 2500 < v2 <= 25000:
            fractal = 10000
        elif 250 < v2 <= 2500:
            fractal = 1000
        elif 25 < v2 <= 250:
            fractal = 100
        elif 12.5 < v2 <= 25:
            fractal = 12.5
        elif 6.25 < v2 <= 12.5:
            fractal = 12.5
        elif 3.125 < v2 <= 6.25:
            fractal = 3.125
        elif 1.5625 < v2 <= 3.125:
            fractal = 3.125
        elif 0.390625 < v2 <= 1.5625:
            fractal = 1.5625
        elif 0 < v2 <= 0.390625:
            fractal = 0.1953125
        return fractal

    def calculate_octave(v1, v2, mn, mx):
        range_ = v2 - v1
        sum_ = np.floor(np.log(calculate_fractal(v1) / range_) / np.log(2))
        octave = calculate_fractal(v1) * (0.5**sum_)
        mn = np.floor(v1 / octave) * octave
        if mn + octave > v2:
            mx = mn + octave
        else:
            mx = mn + (2 * octave)
        return mx

    def calculate_x_values(v1, v2, mn, mx):
        dmml = (v2 - v1) / 8
        x_values = []
        midpoints = [mn + i * dmml for i in range(8)]
        for i in range(7):
            x_i = (midpoints[i] + midpoints[i + 1]) / 2
            x_values.append(x_i)
        finalH = max(x_values)
        return x_values, finalH

    def calculate_y_values(x_values, mn):
        y_values = []
        for x in x_values:
            if x > 0:
                y = mn
            else:
                y = 0
            y_values.append(y)
        return y_values

    def calculate_mml(mn, finalH, mx):
        dmml = ((finalH - finalL) / 8) * 1.0699
        mml = (float([mx][0]) * 0.99875) + (dmml * 3)
        ml = []
        for i in range(0, 16):
            calc = mml - (dmml * (i))
            ml.append(calc)
        murrey_math_levels = {
            "[-3/8]P": ml[14],
            "[-2/8]P": ml[13],
            "[-1/8]P": ml[12],
            "[0/8]P": ml[11],
            "[1/8]P": ml[10],
            "[2/8]P": ml[9],
            "[3/8]P": ml[8],
            "[4/8]P": ml[7],
            "[5/8]P": ml[6],
            "[6/8]P": ml[5],
            "[7/8]P": ml[4],
            "[8/8]P": ml[3],
            "[+1/8]P": ml[2],
            "[+2/8]P": ml[1],
            "[+3/8]P": ml[0],
        }
        return mml, murrey_math_levels

    for i in range(len(df)):
        mn = np.min(min_L.iloc[: i + 1])
        mx = np.max(max_H.iloc[: i + 1])
        x_values, finalH = calculate_x_values(mn, mx, mn, mx)
        y_values = calculate_y_values(x_values, mn)
        finalL = np.min(y_values)
        mml, murrey_math_levels = calculate_mml(finalL, finalH, mx)
        for level, value in murrey_math_levels.items():
            df.at[df.index[i], level] = value

    return df


def PC(dataframe, in1, in2):
    df = dataframe.copy()

    pc = ((in2 - in1) / in1) * 100
    return pc