"""
================================================================================
Strategy **D056** — ``s056``
================================================================================
``iv10 - iv40 > 0.035`` + VIX<32 + VRP at exit DTE anchor 29.

**Exit / structure:** hold **5** sessions, trade kind ``ss``, params ``(29,)``.
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": "D056", "theme": "iv_term", "title": 'Steep ATM inversion short straddle'}

HOLD_SESSIONS = 5
TRADE_KIND = "ss"
TRADE_PARAMS = (29,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    a = ctx.iv_atm_dte(i, 10)
    b = ctx.iv_atm_dte(i, 40)
    if a is None or b is None or a - b <= 0.035:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 32.0:
        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, 29)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True