"""
================================================================================
Strategy **D051** — ``s051``
================================================================================
Friday (``weekday==4``) + VIX>16 + ATM IV below 0.97×RV21 at 14d.

**Exit / structure:** hold **4** sessions, trade kind ``sl``, params ``(14,)``.
Signal logic is implemented only in this module (no imports from sibling strategies).
================================================================================
"""

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": "D051", "theme": "weekday", "title": 'Friday long straddle pre-weekend'}

HOLD_SESSIONS = 4
TRADE_KIND = "sl"
TRADE_PARAMS = (14,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    wd = row.get("weekday")
    if wd is None or pd.isna(wd) or int(wd) != 4:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx <= 16.0:
        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, 14)
    if iv is None or iv >= 0.97 * rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True