"""
================================================================================
Strategy **D063** — ``s063``
================================================================================
Close below ``roll_low_55`` + VIX<27.

**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": "D063", "theme": "channel_break", "title": 'Close below 55d low long straddle'}

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


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    lo = row.get("roll_low_55")
    if lo is None or pd.isna(lo):
        return False
    if float(row["close"]) >= float(lo):
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 27.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True