"""
================================================================================
Strategy **D079** — ``s079``
================================================================================
``iv30>1.35*rv21`` and ``VVIX/VIX>1.1``.

**Exit / structure:** hold **4** sessions, trade kind ``sl``, params ``(13,)``.
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": "D079", "theme": "iv_rv", "title": 'IV rich vs RV with high VVIX ratio long straddle'}

HOLD_SESSIONS = 4
TRADE_KIND = "sl"
TRADE_PARAMS = (13,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    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 <= 1.35 * rv:
        return False
    r = ctx.vvix_over_vix(i)
    if r is None or r <= 1.1:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True