"""Volatility-scaled short-horizon reversal signal."""
import pandas as pd

from signals.base import AlphaSignal


class ReversalVolSignal(AlphaSignal):
    """Reversal score normalized by trailing volatility.

    The raw reversal ``-close.pct_change(lookback)`` is divided by the rolling
    standard deviation of daily returns over ``vol_window``. Scaling by
    volatility damps the score of noisy, high-vol names so the signal favors
    oversold stocks whose move is large *relative* to their own volatility.
    """

    def __init__(self, lookback: int = 5, vol_window: int = 20):
        self.lookback = lookback
        self.vol_window = vol_window

    def compute(self, df: pd.DataFrame) -> pd.Series:
        reversal = -df["close"].pct_change(self.lookback)
        vol = df["close"].pct_change().rolling(self.vol_window).std()
        return reversal / vol

    @property
    def name(self) -> str:
        return f"reversal_vol_{self.lookback}d_{self.vol_window}d"