Rsiqui

# --- Do not remove these libs ---
import numpy as np
import talib.abstract as ta
from pandas import DataFrame

import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy.interface import IStrategy


# --------------------------------


class Rsiqui(IStrategy):
    # Random ROI chosen
    minimal_roi = {
        "0": 0.10,
    }

    # Random stoploss
    stoploss = -0.25

    timeframe = "30m"

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)

        # Calculates slope of the RSI
        dataframe["rsi_gra"] = np.gradient(dataframe["rsi"], 60)

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Buy signal generated when RSI lower than 30 and the slope becomes positive.
        dataframe.loc[
            ((dataframe["rsi"] < 30) & qtpylib.crossed_above(dataframe["rsi_gra"], 0)),
            "enter_long",
        ] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Sell signal generated when RSI above 60 and the slope becomes negative.
        dataframe.loc[
            ((dataframe["rsi"] > 60) & qtpylib.crossed_below(dataframe["rsi_gra"], 0)),
            "exit_long",
        ] = 1
        return dataframe