"""
================================================================================
Strategy **D073** — ``s073``
================================================================================
``VVIX/VIX > 1.2`` and ``VIX > 22``.

**Exit / structure:** hold **4** 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": "D073", "theme": "vvix_vix", "title": 'High ratio + elevated VIX long straddle'}

HOLD_SESSIONS = 4
TRADE_KIND = "sl"
TRADE_PARAMS = (12,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    r = ctx.vvix_over_vix(i)
    if r is None or r <= 1.2:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx <= 22.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy, row
    return True