"""
================================================================================
Strategy **D099** — ``s099``
================================================================================
``month==5`` and ``weekday==0`` and mid VIX + ``iv31>rv21``.

**Exit / structure:** hold **6** sessions, trade kind ``ss``, params ``(31,)``.
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": "D099", "theme": "capstone", "title": 'May Monday VRP short straddle'}

HOLD_SESSIONS = 6
TRADE_KIND = "ss"
TRADE_PARAMS = (31,)


def wants_entry(i: int, row: pd.Series, ch: OptionChain, spy: float, ctx: ResearchContext) -> bool:
    m = row.get("month")
    if m is None or pd.isna(m) or int(m) != 5:
        return False
    wd = row.get("weekday")
    if wd is None or pd.isna(wd) or int(wd) != 0:
        return False
    vx = ctx.vix(i)
    if not math.isfinite(vx) or vx < 14.0 or vx > 22.0:
        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, 31)
    if iv is None or iv <= rv:
        return False
    if ctx.chain_contracts(i) < 80 or not ch.contracts:
        return False
    _ = spy
    return True