"""
================================================================================
Strategy **D058** — ``s058``
================================================================================
Same skew pair as D057 but **below** 0.014 + VIX<22.

**Exit / structure:** hold **5** sessions, trade kind ``sl``, params ``(15,)``.
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": "D058", "theme": "skew", "title": 'Very flat 30d skew long straddle'}

HOLD_SESSIONS = 5
TRADE_KIND = "sl"
TRADE_PARAMS = (15,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    sk = ctx.skew_iv_diff(i, 30, -0.20, 0.12)
    if sk is None or sk >= 0.014:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 22.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True