"""
================================================================================
Strategy **D092** — ``s092``
================================================================================
``close > bb_up_20`` + VRP + VIX>12.

**Exit / structure:** hold **4** sessions, trade kind ``ss``, params ``(26,)``.
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": "D092", "theme": "bb_position", "title": 'Close above upper Bollinger band short straddle'}

HOLD_SESSIONS = 4
TRADE_KIND = "ss"
TRADE_PARAMS = (26,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    up = row.get("bb_up_20")
    if up is None or pd.isna(up):
        return False
    if float(row["close"]) <= float(up):
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx <= 12.0:
        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, 26)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True