"""
================================================================================
Strategy **D087** — ``s087``
================================================================================
Ratio ``VIX9D/VIX < 0.92`` with ``VIX>15`` + VRP.

**Exit / structure:** hold **5** sessions, trade kind ``ss``, params ``(29,)``.
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": "D087", "theme": "vix9d", "title": 'VIX9D below VIX short straddle'}

HOLD_SESSIONS = 5
TRADE_KIND = "ss"
TRADE_PARAMS = (29,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    v9 = row.get("vix9d_close")
    vx = row.get("vix_close")
    if v9 is None or vx is None or pd.isna(v9) or pd.isna(vx):
        return False
    f9, fx = float(v9), float(vx)
    if fx <= 0 or f9 / fx >= 0.92 or fx <= 15.0:
        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, 29)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True