"""
================================================================================
Strategy **D026** — ``s026``  (September — long vol hypothesis)
================================================================================
**Idea:** September historically clusters drawdowns; buy convexity without using VIX futures.
**Entry:** ``month == 9``, ``VIX > 17``, ``iv_atm(18) < 1.05 * rv21`` (IV not huge vs RV),
``contracts>=80``.
**Exit:** Long ATM straddle 18 DTE, hold **6**.
================================================================================
"""

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": "D026", "theme": "calendar_season", "title": "September + elevated VIX + IV not rich vs RV long straddle"}

HOLD_SESSIONS = 6
TRADE_KIND = "sl"
TRADE_PARAMS = (18,)


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) != 9:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx <= 17.0:
        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, 18)
    if iv is None or iv >= 1.05 * rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True