SolipsisMM

import numpy as np
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import arrow

from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import merge_informative_pair
from typing import Dict, List, Optional, Tuple
from pandas import DataFrame, Series
from functools import reduce
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from statistics import mean
from cachetools import TTLCache
from scipy.signal import argrelextrema

# Get rid of pandas warnings during backtesting
import pandas as pd  
pd.options.mode.chained_assignment = None  # default='warn'

# Strategy specific imports, files must reside in same folder as strategy
import sys
from pathlib import Path
sys.path.append(str(Path(__file__).parent))

import custom_indicators as cta

"""
TODO: 
    - Continue to hunt for a better all around buy signal.
        - Prevent buys when potential for strong downward trend and not just a dip?
            - ADR guards are helping but need to reduce losing trade counts.
            - Need to reduce drawdown.
    - Tweak ROI Trend Ride
        - Maybe use free_slots as a factor in how eager we are to sell?
        - Maybe further exploit the ROI table itself using trade data?
            - Per-pair automatic ROI points based on ADR/ATR or something similar?
    - Tweak sell signal
        - Continue to evaluate good circumstances to bail and sell vs hold on for recovery
    - Further enchance and optimize custom stop loss
    - Figure out a way to directly feed a daily hyperopt output into a running strategy and reload it?

STRATEGY NOTES:
    - It is recommended to configure protections *if/as* you will use them in live and run hyperopt/backtest with
      --enable-protections as this strategy will hit a lot of stoplosses so the stoploss protection is helpful
      to test.
    - Keep in mind the sell signal (dynamic bailout) does not function in backtest and this strategy should be
      validated and tested in dry-run before live. If you do not want to use the sell and only rely on the bits
      of the strategy that can be backtested be sure to turn use_sell_signal = False.
        - If running backtest/hyperopt around the portion of the sell signal that is testable, keep in mind in live/dry
          it will not sell nearly as frequently due to the profit guard and other_profit / free_slot guards.
    - Keep in mind that due to the dynamic ROI trend ride this strategy implements that most sells for ROI will
      actually sell for more profit than the ROI table dictates and you can assume that your average profit from 
      ROI based sells will be higher than the backtest shows.
    - It is *not* worthwhile to hyperopt for roi as it does not take into account the roi trend ride we are doing and
      having ROI points that are too high will sort of be counter-productive to how this strategy works even if it seems
      to produce better results in backtesting.
    - It is *probably not* worthwhile to hyperopt the stoploss as we can't hyperopt any of the parameters in the custom stoploss
      so hyperopting the stoploss is only looking at one aspect of it.
    - It is *not* recommended to use freqtrades built-in trailing stop, nor to hyperopt for that.
    - It is *highly* recommended to backtest with use_sell_signal = False because it will not behave remotely the same in dry/live
    - It is *highly* recommended to hyperopt this with '--spaces buy' only or 'buy sell' and at least 5000 total epochs, but a preliminary 
      set of sane defaults is:
        
    buy_params = {
        'base-fib-level': 0.618,
        'base-mp': 30,
        'base-pmax': 'up',
        'base-pmax-enable': False,
        'base-rmi-fast': 50,
        'base-rmi-slow': 20,
        'base-trend': 'down',
        'inf-fib-level': 0.236,
        'inf-guard': 'upper',
        'inf-pct-adr-bot': 0.05,
        'inf-pct-adr-top': 0.80,
        'inf-rsi': 20,
        'xtra-base-fiat-rsi': 30,
        'xtra-base-stake-rsi': 60,
        'xtra-inf-stake-rmi': 20
    }

    sell_params = {
        'sell-rmi-drop': 0.50,
        'sell-pmax-enable': False
    }
"""

class SolipsisMM(IStrategy):

    # Recommended for USD/USDT/etc.
    timeframe = '5m'
    inf_timeframe = '1h'

    buy_params = {
        'base-fib-level': 0.618,
        'base-mp': 84,
        'base-pmax': 'up',
        'base-pmax-enable': True,
        'base-rmi-fast': 44,
        'base-rmi-slow': 27,
        'base-trend': 'down',
        'inf-fib-level': 0.0,
        'inf-guard': 'both',
        'inf-pct-adr-bot': 0.05725,
        'inf-pct-adr-top': 0.98309,
        'inf-rsi': 22,
        'xtra-base-fiat-rsi': 70,
        'xtra-base-stake-rsi': 50,
        'xtra-inf-stake-rmi': 47
    }

    # Sell hyperspace params:
    sell_params = {
        'sell-pmax-enable': True, 
        'sell-rmi-drop': 0.89661
    }

    # Custom buy/sell parameters per pair
    custom_pair_params = []

    # Recommended on 5m timeframe
    minimal_roi = {
        "0": 0.05,
        "30": 0.025,
        "120": 0.01,
        "360": 0.01,
        "720": 0.005,
        "1440": 0
    }

    # Optional
    dynamic_roi = {
        'dynamic_roi_enabled': True,
        'dynamic_roi_type': 'connect'
    }

    stoploss = -0.30

    # Optional
    use_custom_stoploss = True
    custom_stop = {
        'decay-time': 1080,      # minutes to reach end
        'decay-delay': 0,        # minutes to wait before decay starts
        'decay-start': -0.30,    # starting value: should be the same as initial stoploss
        'decay-end': -0.03,      # ending value
        'pos-trail': False,      # enable trailing once positive
        'pos-threshold': 0.005,  # trail after how far positive
        'pos-trail-dist': 0.015  # how far behind to place the trail
    }

    # Recommended
    use_sell_signal = True
    sell_profit_only = False
    ignore_roi_if_buy_signal = True

    # Required
    startup_candle_count: int = 72
    process_only_new_candles = False

    # Strategy Specific Variable Storage
    custom_trade_info = {}
    custom_fiat = "USD" # Only relevant if stake is BTC or ETH
    custom_current_price_cache: TTLCache = TTLCache(maxsize=100, ttl=300)

    # Parameters dealing with the ROI ride the sell signal behind active_trade
    custom_active_trade = {
        # linear decay on RMI trend threshold
        'roi-pft-factor': 400,
        'roi-rmi-start': 30,
        'roi-rmi-end': 70,
        'roi-delay': 180,
        'roi-time': 720,
        # loss thresholds
        'sell-mkt-down': -0.04,
        'loss-start': -0.03,
        'loss-end': 0,
        'loss-delay': 0,
        'loss-time': 240
    }
    
    """
    Informative Pair Definitions
    """
    def informative_pairs(self):
        pairs = self.dp.current_whitelist()
        informative_pairs = [(pair, self.inf_timeframe) for pair in pairs]
        
        # add extra informative pairs if the stake is BTC or ETH
        if self.config['stake_currency'] in ('BTC', 'ETH'):
            for pair in pairs:
                coin, stake = pair.split('/')
                coin_fiat = f"{coin}/{self.custom_fiat}"
                informative_pairs += [(coin_fiat, self.timeframe)]

            stake_fiat = f"{self.config['stake_currency']}/{self.custom_fiat}"
            informative_pairs += [(stake_fiat, self.timeframe)]
            informative_pairs += [(stake_fiat, self.inf_timeframe)]

        return informative_pairs

    """
    Indicator Definitions
    """ 
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        buy_params = self.get_pair_params(metadata['pair'], 'buy')
        sell_params = self.get_pair_params(metadata['pair'], 'sell')

        self.custom_trade_info[metadata['pair']] = self.populate_trades(metadata['pair'])
    
        # Base timeframe indicators
        dataframe['rmi-slow'] = cta.RMI(dataframe, length=21, mom=5)
        dataframe['rmi-fast'] = cta.RMI(dataframe, length=8, mom=4)

        # Momentum Pinball: https://www.tradingview.com/script/fBpVB1ez-Momentum-Pinball-Indicator/
        dataframe['roc'] = ta.ROC(dataframe, timeperiod=6)
        dataframe['mp']  = ta.RSI(dataframe['roc'], timeperiod=6)
  
        # RMI Trends and Peaks
        dataframe['rmi-up'] = np.where(dataframe['rmi-slow'] >= dataframe['rmi-slow'].shift(),1,0)      
        dataframe['rmi-dn'] = np.where(dataframe['rmi-slow'] <= dataframe['rmi-slow'].shift(),1,0)      
        dataframe['rmi-up-trend'] = np.where(dataframe['rmi-up'].rolling(3, min_periods=1).sum() >= 2,1,0)      
        dataframe['rmi-dn-trend'] = np.where(dataframe['rmi-dn'].rolling(3, min_periods=1).sum() >= 2,1,0)
        dataframe['rmi-max'] = dataframe['rmi-slow'].rolling(10, min_periods=1).max()

        # Fibonacci Retracements
        dataframe['fib-ret'] = cta.fib_ret(dataframe)

        # PMAX
        # matype = ema, src = hl2
        # pmax is really slow, only enable it if its actually being used.
        if buy_params['base-pmax-enable'] == True or sell_params['sell-pmax-enable'] == True:
            atr, ma, pmax, pm_loc = cta.PMAX(dataframe, period=10, multiplier=3, length=12, MAtype=1, src=2)
            dataframe['pmax-trend'] = pm_loc
        else: 
            dataframe['pmax-trend'] = False

        # Other stake specific informative indicators
        # e.g if stake is BTC and current coin is XLM (pair: XLM/BTC)
        # TODO: Re-evaluate the value of these informative indicators
        if self.config['stake_currency'] in ('BTC', 'ETH'):
            coin, stake = metadata['pair'].split('/')
            fiat = self.custom_fiat
            coin_fiat = f"{coin}/{fiat}"
            stake_fiat = f"{stake}/{fiat}"

            # Informative COIN/FIAT e.g. XLM/USD
            coin_fiat_tf = self.dp.get_pair_dataframe(pair=coin_fiat, timeframe=self.timeframe)
            dataframe[f"{fiat}_rsi"] = ta.RSI(coin_fiat_tf, timeperiod=14)

            # Informative STAKE/FIAT e.g. BTC/USD
            stake_fiat_tf = self.dp.get_pair_dataframe(pair=stake_fiat, timeframe=self.timeframe)
            stake_fiat_inf_tf = self.dp.get_pair_dataframe(pair=stake_fiat, timeframe=self.inf_timeframe)

            dataframe[f"{stake}_rsi"] = ta.RSI(stake_fiat_tf, timeperiod=14)
            dataframe[f"{stake}_rmi_{self.inf_timeframe}"] = cta.RMI(stake_fiat_inf_tf, length=21, mom=5)

        # Base pair informative timeframe indicators
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_timeframe)
        informative['rsi'] = ta.RSI(informative, timeperiod=14)
        
        # Get the "average day range" between the 1d high and 3d low to set up guards
        informative['1d_high'] = informative['close'].rolling(24).max()
        informative['3d_low'] = informative['close'].rolling(72).min()
        informative['adr'] = informative['1d_high'] - informative['3d_low']

        informative['fib-ret'] = cta.fib_ret(informative)

        min_peaks = argrelextrema(dataframe['close'].values, np.less, order=100)

        for mp in min_peaks[0]:
             dataframe.at[mp, 'buy_signal'] = True

        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_timeframe, ffill=True)

        return dataframe

    """
    Buy Signal
    """ 
    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.get_pair_params(metadata['pair'], 'buy')
        at = self.custom_active_trade
        trade_data = self.custom_trade_info[metadata['pair']]
        conditions = []

        """
        The primary "secret sauce" of Solipsis is to take advantage of the ignore_roi_if_buy_signal setting.
        Ideally, the ROI table is very tight and aggressive allowing for quick exits on ROI without reliance 
        on a sell signal. However, if certain criteria are met for an open trade, we stimulate a sticking buy
        signal on purpose to prevent the bot from selling to the ROI in the midst of an upward trend.

        This is not currently able to be backtested or hyperopted so all settings here must be tested and validated
        in dry-run or live. It is safe to assume that when backtesting, all sells for reason roi will have likely been 
        for higher profits in live trading than in backtest.
        """

        # If active trade, look at trend to persist a buy signal for ignore_roi_if_buy_signal
        if trade_data['active_trade']:
            profit_factor = (1 - (dataframe['rmi-slow'].iloc[-1] / at['roi-pft-factor']))
            rmi_grow = cta.linear_growth(at['roi-rmi-start'], at['roi-rmi-end'], 
                                         at['roi-delay'], at['roi-time'], trade_data['open_minutes'])

            conditions.append(trade_data['current_profit'] > (trade_data['peak_profit'] * profit_factor))
            # TODO: Experiment with replacing or augmenting this with PMAX 
            conditions.append(
                (
                    (params['base-pmax-enable'] == True) &
                    (dataframe['pmax-trend'] == 'up')
                ) | (
                    (dataframe['rmi-up-trend'] == 1) &
                    (dataframe['rmi-slow'] >= rmi_grow)
                )
            )
        
        # Standard signals for entering new trades
        else:

            # Guards on informative timeframe
            if params['inf-guard'] == 'upper' or params['inf-guard'] == 'both':
                conditions.append(
                    (dataframe['close'] <= dataframe[f"3d_low_{self.inf_timeframe}"] + 
                    (params['inf-pct-adr-top'] * dataframe[f"adr_{self.inf_timeframe}"]))
                )

            if params['inf-guard'] == 'lower' or params['inf-guard'] == 'both':
                conditions.append(
                    (dataframe['close'] >= dataframe[f"3d_low_{self.inf_timeframe}"] + 
                    (params['inf-pct-adr-bot'] * dataframe[f"adr_{self.inf_timeframe}"]))
                )
   
            # Informative Timeframe
            conditions.append(
                (dataframe[f"rsi_{self.inf_timeframe}"] >= params['inf-rsi']) &
                (dataframe[f"fib-ret_{self.inf_timeframe}"] >= params['inf-fib-level'])
            )

            if params['base-pmax-enable'] == True:
                conditions.append((dataframe['pmax-trend'] == params['base-pmax']))

            # # Base Timeframe
            # Look for bottom of downward trend and expect bounce
            if params['base-trend'] == 'down':
                conditions.append(
                    (dataframe['fib-ret'] <= params['base-fib-level']) &
                    (dataframe['rmi-dn-trend'] == 1) &
                    (dataframe['rmi-slow'] >= params['base-rmi-slow']) &
                    (dataframe['rmi-fast'] <= params['base-rmi-fast']) &
                    (dataframe['mp'] <= params['base-mp'])
                )

            # Look for upward trend
            elif params['base-trend'] == 'up':
                conditions.append(
                    (dataframe['fib-ret'] >= params['base-fib-level']) &
                    (dataframe['rmi-up-trend'] == 1) &
                    (dataframe['rmi-slow'] <= params['base-rmi-slow']) &
                    (dataframe['rmi-fast'] >= params['base-rmi-fast']) &
                    (dataframe['mp'] >= params['base-mp'])
                )

            # Extra conditions for BTC/ETH stakes on additional informative pairs
            if self.config['stake_currency'] in ('BTC', 'ETH'):
                conditions.append(
                    (dataframe[f"{self.config['stake_currency']}_rsi"] < params['xtra-base-stake-rsi']) | 
                    (dataframe[f"{self.custom_fiat}_rsi"] > params['xtra-base-fiat-rsi'])
                )
                conditions.append(dataframe[f"{self.config['stake_currency']}_rmi_{self.inf_timeframe}"] < params['xtra-inf-stake-rmi'])

        # Applies to active or new trades
        conditions.append(dataframe['buy_signal'])
        conditions.append(dataframe['volume'].gt(0))

        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x & y, conditions),
                'buy'] = 1

        return dataframe

    """
    Sell Signal
    """
    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        params = self.get_pair_params(metadata['pair'], 'sell')
        at = self.custom_active_trade
        trade_data = self.custom_trade_info[metadata['pair']]
        conditions = []
        
        """
        Previous Schism sell implementation has been *partially* replaced by custom_stoploss.
        Doing it there makes it able to be backtested more realistically but some of the functionality
        such as the ability to use other trades or the # of slots in our decision need to remain here.

        The current sell is meant to be a pre-stoploss bailout but most sells at a loss
        should happen due to the stoploss in live/dry.

        ** Only part of this signal functions in backtest/hyperopt. Can only be optimized in live/dry.
        ** Results in backtest/hyperopts will sell far more readily than in live due to the profit guards.
        """

        # If we are in an active trade (which is the only way a sell can occur...)
        # This is needed to block backtest/hyperopt from hitting the profit stuff and erroring out.
        if trade_data['active_trade']:  
            # Decay a loss cutoff point where we allow a sell to occur idea is this allows
            # a trade to go into the negative a little bit before we react to sell.
            loss_cutoff = cta.linear_growth(at['loss-start'], at['loss-end'], 
                                            at['loss-delay'], at['loss-time'], trade_data['open_minutes'])

            conditions.append((trade_data['current_profit'] < loss_cutoff))
            
            # Examine the state of our other trades and free_slots to inform the decision
            if trade_data['other_trades']:
                if trade_data['free_slots'] > 0:
                    # If the average of all our other trades is below a certain threshold based
                    # on free slots available, hold and wait for market recovery.
                    hold_pct = (1/trade_data['free_slots']) * at['sell-mkt-down']
                    conditions.append(trade_data['avg_other_profit'] >= hold_pct)
                else:
                    # If we are out of free slots disregard the above and allow the biggest loser to sell.
                    conditions.append(trade_data['biggest_loser'] == True)

        # Primary sell trigger
        rmi_drop = dataframe['rmi-max'] - (dataframe['rmi-max'] * params['sell-rmi-drop'])
        conditions.append(
            (dataframe['rmi-dn-trend'] == 1) &
            (qtpylib.crossed_below(dataframe['rmi-slow'], rmi_drop)) &
            (dataframe['volume'].gt(0))
        )

        if params['sell-pmax-enable'] == True:
            conditions.append((dataframe['pmax-trend'] == 'down'))
             
        if conditions:
            dataframe.loc[
                reduce(lambda x, y: x & y, conditions),
                'sell'] = 1

        return dataframe

    """
    Custom Stoploss
    """ 
    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        start = self.custom_stop['decay-start']
        end = self.custom_stop['decay-end']
        time = self.custom_stop['decay-time']
        delay = self.custom_stop['decay-delay']
        pos_trail = self.custom_stop['pos-trail']
        pos_threshold = self.custom_stop['pos-threshold']
        pos_trail_dist = self.custom_stop['pos-trail-dist']

        open_minutes: int = (current_time - trade.open_date).total_seconds() // 60

        decay_stoploss = cta.linear_growth(start, end, delay, time, open_minutes)

        min_profit = trade.calc_profit_ratio(trade.min_rate)
        max_profit = trade.calc_profit_ratio(trade.max_rate)
        profit_diff = current_profit - min_profit

        if pos_trail == True:
            # if trade is positive above threshold, immediately move the stoploss up to x% behind it
            if current_profit > pos_threshold:
                return current_profit - pos_trail_dist

        # if we might be on a rebound, move the stoploss to the low point or keep it where it was
        if current_profit > min_profit:
            if profit_diff > 0.015:
                return min_profit
            return -1

        # otherwise return the time decaying stoploss
        return decay_stoploss

    """
    Trade Timeout Overloads
    """
    def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
        bid_strategy = self.config.get('bid_strategy', {})
        ob = self.dp.orderbook(pair, 1)
        current_price = ob[f"{bid_strategy['price_side']}s"][0][0]
        if current_price > order['price'] * 1.01:
            return True
        return False

    def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
        ask_strategy = self.config.get('ask_strategy', {})
        ob = self.dp.orderbook(pair, 1)
        current_price = ob[f"{ask_strategy['price_side']}s"][0][0]
        if current_price < order['price'] * 0.99:
            return True
        return False

    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool:
        bid_strategy = self.config.get('bid_strategy', {})
        ob = self.dp.orderbook(pair, 1)
        current_price = ob[f"{bid_strategy['price_side']}s"][0][0]
        if current_price > rate * 1.01:
            return False
        return True

    """
    Freqtrade ROI Overload for dynamic ROI functionality
    """
    def min_roi_reached_dynamic(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:

        dynamic_roi = self.dynamic_roi
        minimal_roi = self.minimal_roi

        if not dynamic_roi:
            return None, None

        if 'dynamic_roi_type' in dynamic_roi and dynamic_roi['dynamic_roi_type'] \
           in ['linear', 'exponential', 'connect']:
            roi_type = dynamic_roi['dynamic_roi_type']
            # linear decay: f(t) = start - (rate * t)
            if roi_type == 'linear':
                if 'dynamic_roi_start' in dynamic_roi and 'dynamic_roi_end' in dynamic_roi and \
                   'dynamic_roi_time' in dynamic_roi:
                    start = dynamic_roi['dynamic_roi_start']
                    end = dynamic_roi['dynamic_roi_end']
                    time = dynamic_roi['dynamic_roi_time']
                    rate = (start - end) / time
                    min_roi = max(end, start - (rate * trade_dur))
                else:
                    return None, None
            # exponential decay: f(t) = start * e^(-rate*t)
            elif roi_type == 'exponential':
                if 'dynamic_roi_start' in dynamic_roi and 'dynamic_roi_end' in dynamic_roi and \
                   'dynamic_roi_rate' in dynamic_roi:
                    start = dynamic_roi['dynamic_roi_start']
                    end = dynamic_roi['dynamic_roi_end']
                    rate = dynamic_roi['dynamic_roi_rate']
                    min_roi = max(end, start * np.exp(-rate*trade_dur))
                else:
                    return None, None
            # "connect the dots" between the points on the minima_roi table
            elif roi_type == 'connect':
                if not minimal_roi:
                    return None, None
                # figure out where we are in the defined roi table
                past_roi = list(filter(lambda x: x <= trade_dur, minimal_roi.keys()))
                next_roi = list(filter(lambda x: x > trade_dur, minimal_roi.keys()))
                # if we are past the final point in the table, use that key/vaule pair
                if not past_roi:
                    return None, None
                current_entry = max(past_roi)
                if not next_roi:
                    return current_entry, minimal_roi[current_entry]
                next_entry = min(next_roi)
                # use the slope-intercept formula between the two points
                # y = mx + b
                x1, y1 = current_entry, minimal_roi[current_entry]
                x2, y2 = next_entry, minimal_roi[next_entry]
                m = (y1-y2)/(x1-x2)
                b = (x1*y2 - x2*y1)/(x1-x2)
                min_roi = (m * trade_dur) + b
        else:
            return None, None

        return trade_dur, min_roi

    def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
        trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60)

        if self.dynamic_roi and 'dynamic_roi_enabled' in self.dynamic_roi \
           and self.dynamic_roi['dynamic_roi_enabled']:
            _, roi = self.min_roi_reached_dynamic(trade_dur)
        else:
            _, roi = self.min_roi_reached_entry(trade_dur)
        if roi is None:
            return False
        else:
            return current_profit > roi

    """
    Custom Methods for Strategy Parameters, Trade, and Price Data
    Consider splitting this out into a helper file.
    """
    def populate_trades(self, pair: str) -> dict:
        """
        Query the database and populate the custom_trade_info dict.
        """
        if not pair in self.custom_trade_info:
            self.custom_trade_info[pair] = {}

        trade_data = {}
        trade_data['active_trade'] = trade_data['other_trades'] = trade_data['biggest_loser'] = False

        if self.config['runmode'].value in ('live', 'dry_run'):
            
            active_trade = Trade.get_trades([Trade.pair == pair, Trade.is_open.is_(True),]).all()

            if active_trade:
                current_rate = self.get_current_price(pair, True)
                active_trade[0].adjust_min_max_rates(current_rate)

                present = arrow.utcnow()
                trade_start  = arrow.get(active_trade[0].open_date)
                open_minutes = (present - trade_start).total_seconds() // 60

                trade_data['active_trade']   = True
                trade_data['current_profit'] = active_trade[0].calc_profit_ratio(current_rate)
                trade_data['peak_profit']    = max(0, active_trade[0].calc_profit_ratio(active_trade[0].max_rate))
                trade_data['open_minutes']   : int = open_minutes
                trade_data['open_candles']   : int = (open_minutes // active_trade[0].timeframe) # floor
            else: 
                trade_data['current_profit'] = trade_data['peak_profit']  = 0.0
                trade_data['open_minutes']   = trade_data['open_candles'] = 0

            other_trades = Trade.get_trades([Trade.pair != pair, Trade.is_open.is_(True),]).all()

            if other_trades:
                trade_data['other_trades'] = True
                other_profit = tuple(trade.calc_profit_ratio(self.get_current_price(trade.pair, False)) for trade in other_trades)
                trade_data['avg_other_profit'] = mean(other_profit) 
                if trade_data['current_profit'] < min(other_profit):
                    trade_data['biggest_loser'] = True
            else:
                trade_data['avg_other_profit'] = 0

            open_trades = len(Trade.get_open_trades())
            # this was lazy.
            trade_data['free_slots'] = max(0, self.config['max_open_trades'] - open_trades)

        return trade_data

    def get_current_price(self, pair: str, refresh: bool) -> float:
        """
        Query the exchange for current price information, used in profit calculations.
        Implements a cache to prevent excessive api calls.
        """
        if not refresh:
            rate = self.custom_current_price_cache.get(pair)
            if rate:
                return rate

        ask_strategy = self.config.get('ask_strategy', {})
        if ask_strategy.get('use_order_book', False):
            ob = self.dp.orderbook(pair, 1)
            rate = ob[f"{ask_strategy['price_side']}s"][0][0]
        else:
            ticker = self.dp.ticker(pair)
            rate = ticker['last']

        self.custom_current_price_cache[pair] = rate
        return rate

    def get_pair_params(self, pair: str, side: str) -> Dict:
        """
        Returns buy/sell params that are specific to pairs or groups of pairs if desired.
        TODO:
            - Consider adding stoploss and/or ROI tables to the pair/group specific options
        """
        buy_params = self.buy_params
        sell_params = self.sell_params
  
        if self.custom_pair_params:
            custom_params = next(item for item in self.custom_pair_params if pair in item['pairs'])
            if custom_params['buy_params']:
                buy_params = custom_params['buy_params']
            if custom_params['sell_params']:
                sell_params = custom_params['sell_params']

        if side == 'sell':
            return sell_params

        return buy_params

# Sub-strategy with parameters specific to BTC stake
class SolipsisMM_BTC(SolipsisMM):

    timeframe = '1h'
    inf_timeframe = '4h'

    buy_params = {
        'inf-rsi': 64,
        'mp': 55,
        'rmi-fast': 31,
        'rmi-slow': 16,
        'xinf-stake-rmi': 67,
        'xtf-fiat-rsi': 17,
        'xtf-stake-rsi': 57
    }

    minimal_roi = {
        "0": 0.05,
        "240": 0.025,
        "1440": 0.01,
        "4320": 0
    }

    stoploss = -0.30
    use_custom_stoploss = False

# Sub-strategy with parameters specific to ETH stake
class SolipsisMM_ETH(SolipsisMM):

    timeframe = '1h'
    inf_timeframe = '4h'

    buy_params = {
        'inf-rsi': 13,
        'inf-stake-rmi': 69,
        'mp': 40,
        'rmi-fast': 42,
        'rmi-slow': 17,
        'tf-fiat-rsi': 15,
        'tf-stake-rsi': 92
    }

    minimal_roi = {
        "0": 0.05,
        "240": 0.025,
        "1440": 0.01,
        "4320": 0
    }

    stoploss = -0.30
    use_custom_stoploss = False