"""
================================================================================
Strategy **D065** — ``s065``
================================================================================
VIX percentile <0.12 + SPY>SMA200 + VIX level <16.

**Exit / structure:** hold **11** sessions, trade kind ``put``, params ``(33, -0.22)``.
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": "D065", "theme": "vix_distribution", "title": 'Bottom VIX percentile short put'}

HOLD_SESSIONS = 11
TRADE_KIND = "put"
TRADE_PARAMS = (33, -0.22)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    pr = row.get("vix_pct_rank_252")
    if pr is None or pd.isna(pr) or float(pr) >= 0.12:
        return False
    s200 = row.get("sma_200")
    if s200 is None or pd.isna(s200) or float(row["close"]) <= float(s200):
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 16.0:
        return False
    if ctx.chain_contracts(i) < 90 or not ch.contracts:
        return False
    _ = spy
    return True