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

from pipeline.alpha.base import BaseAlpha
from pipeline.alpha.registry import register_alpha


@register_alpha
class ReversalVolAlpha(BaseAlpha):
    """Reversal scaled by trailing volatility.

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

    name = "reversal_vol"

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

    def signal(self, close: pd.DataFrame) -> pd.DataFrame:
        reversal = -close.pct_change(self.lookback, fill_method=None)
        vol = close.pct_change(fill_method=None).rolling(self.vol_window).std()
        return reversal / vol