"""
SOL5mStrategyV7 - 趋势跟随仅做空策略

基于V5分析：
    - 做空 +7.42%（盈利）
    - 做多 -13.63%（亏损）
    - 市场整体下跌 -33.15%，做空顺势

改进：
    - 只做空，不做多
    - 去掉trend_reversal退出
    - 更宽松的做空入场条件（ADX > 15，降低门槛）
"""

from datetime import datetime
from typing import Optional

import talib.abstract as ta
from pandas import DataFrame

from freqtrade.persistence import Trade
from freqtrade.strategy import IStrategy


class SOL5mStrategyV7(IStrategy):
    INTERFACE_VERSION: int = 3

    timeframe = "15m"
    can_short = True
    startup_candle_count: int = 200

    stoploss = -0.025
    use_custom_stoploss = False

    trailing_stop = True
    trailing_stop_positive = 0.006
    trailing_stop_positive_offset = 0.015
    trailing_only_offset_is_reached = True

    minimal_roi = {
        "0": 0.05,
        "60": 0.035,
        "180": 0.02,
        "360": 0.01,
        "720": 0.005,
        "1440": 0,
    }

    order_types = {
        "entry": "market",
        "exit": "market",
        "stoploss": "market",
        "stoploss_on_exchange": False,
    }

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["ema100"] = ta.EMA(dataframe, timeperiod=100)
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)

        macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
        dataframe["macd"] = macd["macd"]
        dataframe["macdsignal"] = macd["macdsignal"]
        dataframe["macdhist"] = macd["macdhist"]

        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)

        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # 只做空 - 下降趋势回调入场
        dataframe.loc[
            (dataframe["ema20"] < dataframe["ema50"])
            & (dataframe["ema50"] < dataframe["ema100"])
            & (dataframe["close"] >= dataframe["ema20"] * 0.995)
            & (dataframe["close"] <= dataframe["ema50"])
            & (dataframe["rsi"] < 60)
            & (dataframe["rsi"] > 35)
            & (dataframe["macdhist"] < 0)
            & (dataframe["adx"] > 15),  # 更宽松的ADX门槛
            ["enter_short", "enter_tag"],
        ] = (1, "trend_pullback_short")

        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # 不使用信号退出
        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 1.0