"""
================================================================================
Strategy **D095** — ``s095``
================================================================================
``skew(i)-skew(i-5) > 0.008`` at (40,-0.18,0.12).

**Exit / structure:** hold **7** sessions, trade kind ``rr``, params ``(40, -0.18, 0.12)``.
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": "D095", "theme": "skew_momentum", "title": 'Five-session skew increase short RR'}

HOLD_SESSIONS = 7
TRADE_KIND = "rr"
TRADE_PARAMS = (40, -0.18, 0.12)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    if i < 5:
        return False
    a = ctx.skew_iv_diff(i, 40, -0.18, 0.12)
    b = ctx.skew_iv_diff(i - 5, 40, -0.18, 0.12)
    if a is None or b is None or a - b <= 0.008:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx >= 26.0:
        return False
    if ctx.chain_contracts(i) < 90 or not ch.contracts:
        return False
    _ = spy, row
    return True