"""
================================================================================
Strategy **D029** — ``s029``  (short-term overextension above SMA20)
================================================================================
**Idea:** When spot stretches **>2%** above the 20-session MA, near-term mean reversion can
hurt long-delta short vol; here we **sell straddle** as a different hypothesis (vol crush).
**Entry:** ``close > 1.02 * sma_20``, ``VIX in [13, 20]``, ``iv_atm(28)>1.1*rv21``, ``contracts>=80``.
**Exit:** Short straddle 28 DTE, hold **4**.
================================================================================
"""

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": "D029", "theme": "stretch_mean_reversion", "title": "Close >102% of SMA20 + VRP short straddle"}

HOLD_SESSIONS = 4
TRADE_KIND = "ss"
TRADE_PARAMS = (28,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    s20 = row.get("sma_20")
    if s20 is None or pd.isna(s20):
        return False
    if float(row["close"]) <= 1.02 * float(s20):
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx < 13.0 or vx > 20.0:
        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, 28)
    if iv is None or iv <= 1.1 * rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True