"""
================================================================================
Strategy **D066** — ``s066``
================================================================================
VIX percentile >0.93 + VIX level <40.

**Exit / structure:** hold **3** sessions, trade kind ``sl``, params ``(10,)``.
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": "D066", "theme": "vix_distribution", "title": 'Top VIX percentile long straddle'}

HOLD_SESSIONS = 3
TRADE_KIND = "sl"
TRADE_PARAMS = (10,)


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) <= 0.93:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 40.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True