Volume Weighted Average Price Strategy added. (#239)

# Describe Request Volume Weighted Average Price Strategy added. # Change Type New strategy.  ## Summary by CodeRabbit ## Release Notes - **New Features** - Introduced the `VolumeWeightedAveragePriceStrategy`, allowing users to make trading decisions based on the Volume Weighted Average Price (VWAP). - Enhanced documentation with updated installation and usage instructions, including dedicated test data in CSV format. - Added backtesting functionality for evaluating strategy performance against defined asset sets. - **Bug Fixes** - Corrected the link format for the Volume Weighted Average Price Strategy. - **Documentation** - Comprehensive updates to the README, reflecting version 2 enhancements and clarifying licensing information. - **Tests** - Implemented unit tests for the new VWAP strategy to ensure accuracy in computations and reporting.
cinar · Oct 19, 2024 · 4e64211 · 4e64211
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diff --git a/README.md b/README.md
@@ -142,7 +142,7 @@ The following list of strategies are currently supported by this package:
 -	[Force Index Strategy](strategy/volume/README.md#type-forceindexstrategy)
 -	[Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
 -	[Negative Volume Index Strategy](strategy/volume/README.md#type-negativevolumeindexstrategy)
--	Volume Weighted Average Price Strategy
+-	[Volume Weighted Average Price Strategy](strategy/volume/README.md#type-volumeweightedaveragepricestrategy)
 
 ### 🧪 Compound Strategies
 

diff --git a/strategy/volume/README.md b/strategy/volume/README.md
@@ -50,6 +50,12 @@ The information provided on this project is strictly for informational purposes
   - [func \(n \*NegativeVolumeIndexStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#NegativeVolumeIndexStrategy.Compute>)
   - [func \(n \*NegativeVolumeIndexStrategy\) Name\(\) string](<#NegativeVolumeIndexStrategy.Name>)
   - [func \(n \*NegativeVolumeIndexStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#NegativeVolumeIndexStrategy.Report>)
+- [type VolumeWeightedAveragePriceStrategy](<#VolumeWeightedAveragePriceStrategy>)
+  - [func NewVolumeWeightedAveragePriceStrategy\(\) \*VolumeWeightedAveragePriceStrategy](<#NewVolumeWeightedAveragePriceStrategy>)
+  - [func NewVolumeWeightedAveragePriceStrategyWith\(period int\) \*VolumeWeightedAveragePriceStrategy](<#NewVolumeWeightedAveragePriceStrategyWith>)
+  - [func \(v \*VolumeWeightedAveragePriceStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#VolumeWeightedAveragePriceStrategy.Compute>)
+  - [func \(v \*VolumeWeightedAveragePriceStrategy\) Name\(\) string](<#VolumeWeightedAveragePriceStrategy.Name>)
+  - [func \(v \*VolumeWeightedAveragePriceStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#VolumeWeightedAveragePriceStrategy.Report>)
 
 
 ## Constants
@@ -321,4 +327,61 @@ func (n *NegativeVolumeIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.R
 
 Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
 
+<a name="VolumeWeightedAveragePriceStrategy"></a>
+## type [VolumeWeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L19-L22>)
+
+VolumeWeightedAveragePriceStrategy represents the configuration parameters for calculating the Volume Weighted Average Price strategy. Recommends a Buy action when the closing crosses below the VWAP, recommends a Sell action when the closing crosses above the VWAP, and recommends a Hold action otherwise.
+
+```go
+type VolumeWeightedAveragePriceStrategy struct {
+    // VolumeWeightedAveragePrice is the Volume Weighted Average Price indicator instance.
+    VolumeWeightedAveragePrice *volume.Vwap[float64]
+}
+```
+
+<a name="NewVolumeWeightedAveragePriceStrategy"></a>
+### func [NewVolumeWeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L26>)
+
+```go
+func NewVolumeWeightedAveragePriceStrategy() *VolumeWeightedAveragePriceStrategy
+```
+
+NewVolumeWeightedAveragePriceStrategy function initializes a new Volume Weighted Average Price strategy instance with the default parameters.
+
+<a name="NewVolumeWeightedAveragePriceStrategyWith"></a>
+### func [NewVolumeWeightedAveragePriceStrategyWith](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L34>)
+
+```go
+func NewVolumeWeightedAveragePriceStrategyWith(period int) *VolumeWeightedAveragePriceStrategy
+```
+
+NewVolumeWeightedAveragePriceStrategyWith function initializes a new Volume Weighted Average Price strategy instance with the given parameters.
+
+<a name="VolumeWeightedAveragePriceStrategy.Compute"></a>
+### func \(\*VolumeWeightedAveragePriceStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L46>)
+
+```go
+func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
+```
+
+Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+
+<a name="VolumeWeightedAveragePriceStrategy.Name"></a>
+### func \(\*VolumeWeightedAveragePriceStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L41>)
+
+```go
+func (v *VolumeWeightedAveragePriceStrategy) Name() string
+```
+
+Name returns the name of the strategy.
+
+<a name="VolumeWeightedAveragePriceStrategy.Report"></a>
+### func \(\*VolumeWeightedAveragePriceStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L78>)
+
+```go
+func (v *VolumeWeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+```
+
+Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+
 Generated by [gomarkdoc](<https://github.com/princjef/gomarkdoc>)
diff --git a/strategy/volume/testdata/volume_weighted_average_price_strategy.csv b/strategy/volume/testdata/volume_weighted_average_price_strategy.csv
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diff --git a/strategy/volume/volume.go b/strategy/volume/volume.go
@@ -29,5 +29,6 @@ func AllStrategies() []strategy.Strategy {
 		NewForceIndexStrategy(),
 		NewMoneyFlowIndexStrategy(),
 		NewNegativeVolumeIndexStrategy(),
+		NewVolumeWeightedAveragePriceStrategy(),
 	}
 }