W4h

"""Winner 4h — same logic, larger timeframe"""
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import IStrategy

class W4h(IStrategy):
    INTERFACE_VERSION = 3; timeframe = '4h'; can_short = True
    stoploss = -0.04; trailing_stop = True
    trailing_stop_positive = 0.015; trailing_stop_positive_offset = 0.035
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.12, "480": 0.08, "1440": 0.05, "4320": 0.03, "8640": 0}
    max_open_trades = 4; startup_candle_count = 300
    process_only_new_candles = True; use_exit_signal = False

    def populate_indicators(self, d, m):
        d['e10'] = ta.EMA(d, 10); d['e30'] = ta.EMA(d, 30); d['e50'] = ta.EMA(d, 50)
        md = ta.MACD(d); d['md'] = md['macd']; d['ms'] = md['macdsignal']
        d['mom'] = ta.ROC(d, 3); d['adx'] = ta.ADX(d, 14)
        d['vr'] = d['volume'] / ta.SMA(d['volume'], 20)
        d['rsi'] = ta.RSI(d, 14)
        d['atr'] = ta.ATR(d, 14) / d['close'] * 100
        bb = ta.BBANDS(d, 20)
        d['bb_pos'] = (d['close'] - bb['lowerband']) / (bb['upperband'] - bb['lowerband'] + 0.0001)
        return d

    def populate_entry_trend(self, d, m):
        # Long: EMA多头 + MACD金叉 + 动量 + 趋势 + 不追高
        d.loc[
            (d['e10'] > d['e30']) & (d['md'] > d['ms']) & (d['mom'] > 0.2) &
            (d['adx'] > 20) & (d['vr'] > 1.0) & (d['rsi'] < 70) &
            (d['bb_pos'] < 0.85) & (d['volume'] > 0),
            ['enter_long', 'enter_tag']
        ] = (1, 'L')

        # Short: EMA空头 + MACD死叉 + 动量 + 趋势 + 不追低
        d.loc[
            (d['e10'] < d['e30']) & (d['md'] < d['ms']) & (d['mom'] < -0.2) &
            (d['adx'] > 20) & (d['vr'] > 1.0) & (d['rsi'] > 30) &
            (d['bb_pos'] > 0.15) & (d['volume'] > 0),
            ['enter_short', 'enter_tag']
        ] = (1, 'S')
        return d

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


class W1d(IStrategy):
    INTERFACE_VERSION = 3; timeframe = '1d'; can_short = True
    stoploss = -0.06; trailing_stop = True
    trailing_stop_positive = 0.025; trailing_stop_positive_offset = 0.05
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.20, "720": 0.12, "2160": 0.08, "4320": 0.05, "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['e10'] = ta.EMA(d, 10); d['e30'] = ta.EMA(d, 30); d['e50'] = ta.EMA(d, 50)
        md = ta.MACD(d); d['md'] = md['macd']; d['ms'] = md['macdsignal']
        d['mom'] = ta.ROC(d, 3); d['adx'] = ta.ADX(d, 14)
        d['vr'] = d['volume'] / ta.SMA(d['volume'], 20)
        d['rsi'] = ta.RSI(d, 14); d['atr'] = ta.ATR(d, 14) / d['close'] * 100
        bb = ta.BBANDS(d, 20)
        d['bb_pos'] = (d['close'] - bb['lowerband']) / (bb['upperband'] - bb['lowerband'] + 0.0001)
        return d

    def populate_entry_trend(self, d, m):
        d.loc[
            (d['e10'] > d['e30']) & (d['md'] > d['ms']) & (d['mom'] > 0.3) &
            (d['adx'] > 22) & (d['vr'] > 1.0) & (d['rsi'] < 65) & (d['volume'] > 0),
            ['enter_long', 'enter_tag']
        ] = (1, 'L')
        d.loc[
            (d['e10'] < d['e30']) & (d['md'] < d['ms']) & (d['mom'] < -0.3) &
            (d['adx'] > 22) & (d['vr'] > 1.0) & (d['rsi'] > 35) & (d['volume'] > 0),
            ['enter_short', 'enter_tag']
        ] = (1, 'S')
        return d

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