TheForce

# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from datetime import datetime
from typing import Optional

import numpy as np  # noqa
import pandas as pd  # noqa
from pandas import DataFrame

from freqtrade.strategy import IStrategy

import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib


class TheForce(IStrategy):
    INTERFACE_VERSION = 2

    minimal_roi = {
        "30": 0.005,
        "15": 0.01,
        "0": 0.012
    }

    stoploss = -0.015

    # Trailing stoploss
    trailing_stop = False
    # trailing_only_offset_is_reached = False
    # trailing_stop_positive = 0.01
    # trailing_stop_positive_offset = 0.0  # Disabled / not configured

    # Optimal timeframe for the strategy.
    timeframe = '15m'

    # Run "populate_indicators()" only for new candle.
    process_only_new_candles = False

    # These values can be overridden in the "ask_strategy" section in the config.
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False

    # Number of candles the strategy requires before producing valid signals
    startup_candle_count: int = 30

    # Optional order type mapping.
    order_types = {
        'entry': 'limit',
        'exit': 'limit',
        'stoploss': 'market',
        'stoploss_on_exchange': False
    }

    # Optional order time in force.
    order_time_in_force = {
        'entry': 'gtc',
        'exit': 'gtc'
    }

    plot_config = {
        # Main plot indicators (Moving averages, ...)
        'main_plot': {
            'tema': {},
            'sar': {'color': 'white'},
        },
        'subplots': {
            # Subplots - each dict defines one additional plot
            "MACD": {
                'macd': {'color': 'blue'},
                'macdsignal': {'color': 'orange'},
            },
            "RSI": {
                'rsi': {'color': 'red'},
            }
        }
    }

    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
        These pair/interval combinations are non-tradeable, unless they are part
        of the whitelist as well.
        For more information, please consult the documentation
        :return: List of tuples in the format (pair, interval)
            Sample: return [("ETH/USDT", "5m"),
                            ("BTC/USDT", "15m"),
                            ]
        """
        return []

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Adds several different TA indicators to the given DataFrame

        Performance Note: For the best performance be frugal on the number of indicators
        you are using. Let uncomment only the indicator you are using in your strategies
        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
        :param dataframe: Dataframe with data from the exchange
        :param metadata: Additional information, like the currently traded pair
        :return: a Dataframe with all mandatory indicators for the strategies
        """

        # Momentum Indicators
        # ------------------------------------

        # Stochastic Fast
        stoch_fast = ta.STOCHF(dataframe, 5, 3, 3)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']

        # # Stochastic RSI
        stoch_rsi = ta.STOCHRSI(dataframe)
        dataframe['fastd_rsi'] = stoch_rsi['fastd']
        dataframe['fastk_rsi'] = stoch_rsi['fastk']

        # MACD
        macd = ta.MACD(dataframe, 12, 26, 1)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']

        # # EMA - Exponential Moving Average

        dataframe['ema5c'] = ta.EMA(dataframe['close'], timeperiod=5)
        dataframe['ema5o'] = ta.EMA(dataframe['open'], timeperiod=5)

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame populated with indicators
        :param metadata: Additional information, like the currently traded pair
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                    (
                            (dataframe['fastk'] >= 20) & (dataframe['fastk'] <= 80)
                            &
                            (dataframe['fastd'] >= 20) & (dataframe['fastd'] <= 80)
                    )
                    &
                    (
                            (dataframe['macd'] > dataframe['macd'].shift(1))
                            &
                            (dataframe['macdsignal'] > dataframe['macdsignal'].shift(1))
                    )
                    &
                    (
                        (dataframe['close'] > dataframe['close'].shift(1))
                    )
                    &
                    (
                        (dataframe['ema5c'] >= dataframe['ema5o'])
                    )
            ),
            'enter_long'] = 1


        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame populated with indicators
        :param metadata: Additional information, like the currently traded pair
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                    (
                            (dataframe['fastk'] <= 80)
                            &
                            (dataframe['fastd'] <= 80)
                    )
                    &
                    (
                            (dataframe['macd'] < dataframe['macd'].shift(1))
                            &
                            (dataframe['macdsignal'] < dataframe['macdsignal'].shift(1))
                    )
                    &
                    (
                        (dataframe['ema5c'] < dataframe['ema5o'])
                    )

            ),
            'exit_long'] = 1
        return dataframe

    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 self.wallets.get_total_stake_amount() / 100