"""
================================================================================
Strategy **D071** — ``s071``
================================================================================
``n_contracts>=220`` + mid VIX + VRP.

**Exit / structure:** hold **5** sessions, trade kind ``ss``, params ``(30,)``.
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": "D071", "theme": "liquidity", "title": 'Very deep chain day short straddle'}

HOLD_SESSIONS = 5
TRADE_KIND = "ss"
TRADE_PARAMS = (30,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    if ctx.chain_contracts(i) < 220:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx < 13.0 or vx > 21.0:
        return False
    rv = float(row["rv21"]) if pd.notna(row.get("rv21")) else float("nan")
    if not math.isfinite(rv) or rv <= 0:
        return False
    iv = ctx.iv_atm_dte(i, 30)
    if iv is None or iv <= rv:
        return False
    if not ch.contracts:
        return False
    _ = spy
    return True