"""
================================================================================
Strategy **D054** — ``s054``
================================================================================
Thursday + not OPEX week + mid VIX + VRP at 37d.

**Exit / structure:** hold **6** sessions, trade kind ``sg``, params ``(37, -0.23, 0.16)``.
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": "D054", "theme": "weekday", "title": 'Thursday short strangle non-OPEX'}

HOLD_SESSIONS = 6
TRADE_KIND = "sg"
TRADE_PARAMS = (37, -0.23, 0.16)


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) != 3:
        return False
    fl = row.get("is_op_exp_week")
    if fl is None or pd.isna(fl) or bool(fl):
        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, 37)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 100 or not ch.contracts:
        return False
    _ = spy
    return True