import talib.abstract as ta
import pandas as pd
import numpy as np
from freqtrade.strategy import IStrategy
import logging

logger = logging.getLogger(__name__)


class SimpleRSIStrategyOptimized(IStrategy):
    INTERFACE_VERSION = 3
    can_short: bool = False
    stoploss = -0.05
    minimal_roi = {"0": 100}  # 由止盈逻辑替代
    timeframe = '1d'

    # === 策略参数（可优化）===
    ema_short = 10
    ema_long = 20
    rsi_period = 6
    rsi_oversold = 20

    def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
        # EMA
        dataframe['ema_short'] = ta.EMA(dataframe['close'], timeperiod=self.ema_short)
        dataframe['ema_long'] = ta.EMA(dataframe['close'], timeperiod=self.ema_long)

        # RSI
        dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.rsi_period)

        # 辅助：昨日值（shift 1）
        dataframe['ema_short_prev'] = dataframe['ema_short'].shift(1)
        dataframe['rsi_prev'] = dataframe['rsi'].shift(1)

        return dataframe

    def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
        dataframe.loc[
            (
            # 趋势条件：EMA 短期 > 长期 且 短期 EMA 上升
            (dataframe['ema_short'] > dataframe['ema_long']) &
            (dataframe['ema_short'] > dataframe['ema_short_prev']) &

            # RSI 超卖后反弹
            (dataframe['rsi_prev'] <= self.rsi_oversold) &
            (dataframe['rsi'] > dataframe['rsi_prev'])
            ),
            'enter_long',
        ] = 1

        return dataframe

    def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:

        dataframe.loc[
            (
            # 趋势破坏：EMA 死叉
            (dataframe['ema_short'] < dataframe['ema_long']) |
            # 或价格跌破长期 EMA（支撑失效）
            (dataframe['close'] < dataframe['ema_long'])
        ),
            'exit_long',
        ] = 1


        return dataframe