"""
================================================================================
Strategy **D025** — ``s025``  (calendar seasonality — January)
================================================================================
**Idea:** January sessions sometimes show distinct flow/vol patterns vs other months.
**Entry:** ``month == 1``, ``VIX in [14, 22]``, ``iv_atm(30) > rv21``, ``contracts>=80``.
**Exit:** Short ATM straddle 30 DTE, hold **8** sessions.
================================================================================
"""

from __future__ import annotations

import math

import pandas as pd

from RenTech.core.options_data_loader import OptionChain
from RenTech.strategy_stack.diverse_theta_strategies_v1.context import ResearchContext

META = {"sid": "D025", "theme": "calendar_season", "title": "January + mild VIX + VRP short straddle"}

HOLD_SESSIONS = 8
TRADE_KIND = "ss"
TRADE_PARAMS = (30,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    m = row.get("month")
    if m is None or pd.isna(m) or int(m) != 1:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx < 14.0 or vx > 22.0:
        return False
    rv = float(row["rv21"]) if pd.notna(row.get("rv21")) else float("nan")
    if not math.isfinite(rv) or rv <= 0:
        return False
    iv = ctx.iv_atm_dte(i, 30)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True