"""
================================================================================
Strategy **D032** — ``s032``  (far from SMA200 — put spread credit)
================================================================================
**Idea:** When price is **>9%** above ``SMA200``, pullbacks can be sharp; use **defined-risk**
put spread rather than naked short vol.
**Entry:** ``close > 1.09 * sma_200``, ``VIX in [12, 20]``, ``contracts>=90``.
**Exit:** Put vertical 32 DTE short **-0.26** delta, wing **6**, hold **11**.
================================================================================
"""

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": "D032", "theme": "extension", "title": "Extended above SMA200 + calm VIX put credit spread"}

HOLD_SESSIONS = 11
TRADE_KIND = "vert"
TRADE_PARAMS = (32, -0.26, 6.0)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    s200 = row.get("sma_200")
    if s200 is None or pd.isna(s200):
        return False
    if float(row["close"]) <= 1.09 * float(s200):
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx < 12.0 or vx > 20.0:
        return False
    if ctx.chain_contracts(i) < 90 or not ch.contracts:
        return False
    _ = spy
    return True