WTDMIPRICEDCAStrategyFuture

# --- Do not remove these libs ---
from freqtrade.strategy import IStrategy,merge_informative_pair
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
from datetime import datetime, timedelta, timezone
from typing import Optional
from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
from freqtrade.persistence import PairLocks
import logging
# --------------------------------

import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.persistence import Trade
from typing import Optional, Tuple, Union
from freqtrade.strategy import stoploss_from_open

logger = logging.getLogger(__name__)



class WTDMIPRICEDCAStrategyFuture(IStrategy):

    INTERFACE_VERSION: int = 3
    can_short = True
    position_adjustment_enable = True
    max_entry_position_adjustment = -1

    minimal_roi = {
        "0": 1
    }
    
    stoploss =  -1
    
    # trailing_stop = True
    # trailing_stop_positive = 0.05
    # trailing_stop_positive_offset = 0.25
    # trailing_only_offset_is_reached = True
    

    order_types = {
        'entry': 'market',
        'exit': 'market',
        'stoploss': 'market',
        'stoploss_on_exchange': True
    }

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

    
    adxWindow = IntParameter(7, 21, default=14, space="buy")
    adxThr = IntParameter(15, 35, default=25, space="buy")
    emaThr = IntParameter(5, 55, default=24, space="buy")
    osLevel = IntParameter(-50, -60, default=-53, space="buy")
    obLevel = IntParameter(50, 60, default=53, space="buy")
    

    # Optimal timeframe for the strategy
    timeframe = '5m'
    inf_tf = '4h'    
        
    def informative_pairs(self):
        # get access to all pairs available in whitelist.
        pairs = self.dp.current_whitelist()
        # Assign tf to each pair so they can be downloaded and cached for strategy.
        informative_pairs = [(pair, self.inf_tf) for pair in pairs]
        return informative_pairs
    

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        adxWindow = self.adxWindow.value
        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_tf)
        informative['plus_di'] = ta.PLUS_DI(informative,adxWindow)
        informative['minus_di'] = ta.MINUS_DI(informative,adxWindow)
        informative['ema'] = ta.EMA(informative, timeperiod=self.emaThr.value)
        
        
        n1 = 10
        n2 = 21
        ap = (dataframe['high'] + dataframe['low'] + dataframe['close']) / 3
        esa = ap.ewm(span=n1, min_periods=n1).mean()
        d = ap.sub(esa).abs().ewm(span=n1, min_periods=n1).mean()
        ci = (ap - esa) / (0.015 * d)
        tci = ci.ewm(span=n2, min_periods=n2).mean()
        dataframe['wt1'] = tci
        dataframe['wt2'] = dataframe['wt1'].rolling(window=4).mean()

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

        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
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
                (dataframe['close'] < dataframe[f'ema_{self.inf_tf}'])
                & 
                (dataframe[f'plus_di_{self.inf_tf}'] > dataframe[f'minus_di_{self.inf_tf}']) & (dataframe[f'plus_di_{self.inf_tf}']>self.adxThr.value)
            ),
            'enter_long'] = 1
        
        dataframe.loc[
            (
                (dataframe['close'] > dataframe[f'ema_{self.inf_tf}'])
                & 
                (dataframe[f'plus_di_{self.inf_tf}'] < dataframe[f'minus_di_{self.inf_tf}']) & (dataframe[f'minus_di_{self.inf_tf}']>self.adxThr.value)
            ),
            'enter_short'] = 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
        :return: DataFrame with buy column
        """
        dataframe.loc[
            (
            ),
            'exit_long'] = 0
        dataframe.loc[
            (
            ),
            'exit_short'] = 0


        return dataframe
    
    def leverage(self, pair: str, current_time: datetime, current_rate: float,
                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
                 side: str, **kwargs) -> float:
        return 5
    
    # DCA the initial order (opening trade)
    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 10.0
    
    # DCA left order (append trade)
     # DCA left order (append trade)
    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
                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
        
        filled_entries = trade.select_filled_orders(trade.entry_side)
        if current_time - timedelta(minutes=5) < filled_entries[-1].order_date_utc:
            return None
        
        # Obtain pair dataframe 
        dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
        prev_candle = dataframe.iloc[-2].squeeze()
        last_candle = dataframe.iloc[-1].squeeze()
        
        
        
        # DCA increse position
        if current_profit < -0.10:
            # long trade increase postion where oversell and crossabove(wt1,wt2)
            if trade.entry_side == 'buy' : 
                if (last_candle['wt1'] < self.osLevel.value) and (last_candle['wt1'] > last_candle['wt2']) and (prev_candle['wt1'] < prev_candle['wt2']):
                    try:
                        # This returns first order stake size
                        stake_amount = filled_entries[0].stake_amount
                        return stake_amount
                    except Exception as exception:
                        return None
                    
                    
            # short trade increase postion where overbuy and crossbellow(wt1,wt2)
            if trade.entry_side == 'sell' : 
                if (last_candle['wt1'] > self.obLevel.value) and (last_candle['wt1'] < last_candle['wt2']) and (prev_candle['wt1'] > prev_candle['wt2']):
                    try:
                        # This returns first order stake size
                        stake_amount = filled_entries[0].stake_amount
                        return stake_amount
                    except Exception as exception:
                        return None       
        
        # DCA decrease position
        if current_profit > 0.10:
            # long trade decrease postion where overbuy and crossbellow(wt1,wt2)
            if trade.entry_side == 'buy' : 
                if (last_candle['wt1'] > self.obLevel.value) and (last_candle['wt1'] < last_candle['wt2']) and (prev_candle['wt1'] > prev_candle['wt2']):
                    try:
                        # This returns first order stake size
                        stake_amount = filled_entries[0].stake_amount
                        return -stake_amount
                    except Exception as exception:
                        return None      
                    
                    
            # short trade decrese postion where overbuy and crossbellow(wt1,wt2)
            if trade.entry_side == 'sell' : 
                if (last_candle['wt1'] < self.osLevel.value) and (last_candle['wt1'] > last_candle['wt2']) and (prev_candle['wt1'] < prev_candle['wt2']):
                    try:
                        # This returns first order stake size
                        stake_amount = filled_entries[0].stake_amount
                        return -stake_amount
                    except Exception as exception:
                        return None
                    
                    
 
                    
        
        
        return None