"""
================================================================================
Strategy **D085** — ``s085``
================================================================================
Normalized position in [0,1] below 0.33.

**Exit / structure:** hold **4** sessions, trade kind ``sl``, params ``(14,)``.
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": "D085", "theme": "range_position", "title": 'Lower third of 55d close range long straddle'}

HOLD_SESSIONS = 4
TRADE_KIND = "sl"
TRADE_PARAMS = (14,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    hi = row.get("roll_high_55")
    lo = row.get("roll_low_55")
    if hi is None or lo is None or pd.isna(hi) or pd.isna(lo):
        return False
    hi_f, lo_f = float(hi), float(lo)
    if hi_f <= lo_f:
        return False
    u = (float(row["close"]) - lo_f) / (hi_f - lo_f)
    if u >= 0.33:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 28.0:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True