"""
================================================================================
Strategy **D059** — ``s059``
================================================================================
``iv30(i)-iv30(i-5) > 0.012`` + VIX<30.

**Exit / structure:** hold **3** sessions, trade kind ``sl``, params ``(12,)``.
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": "D059", "theme": "iv_jump", "title": 'Five-session jump in ATM IV30 long straddle'}

HOLD_SESSIONS = 3
TRADE_KIND = "sl"
TRADE_PARAMS = (12,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    if i < 5:
        return False
    a0 = ctx.iv_atm_dte(i, 30)
    a5 = ctx.iv_atm_dte(i - 5, 30)
    if a0 is None or a5 is None or a0 - a5 <= 0.012:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 30.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy, row
    return True