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Volume Weighted Average Price Strategy added. (#239)
# Describe Request Volume Weighted Average Price Strategy added. # Change Type New strategy. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## 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. <!-- end of auto-generated comment: release notes by coderabbit.ai -->
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‎README.md‎

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@@ -142,7 +142,7 @@ The following list of strategies are currently supported by this package:
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- [Force Index Strategy](strategy/volume/README.md#type-forceindexstrategy)
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- [Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
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- [Negative Volume Index Strategy](strategy/volume/README.md#type-negativevolumeindexstrategy)
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- Volume Weighted Average Price Strategy
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- [Volume Weighted Average Price Strategy](strategy/volume/README.md#type-volumeweightedaveragepricestrategy)
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### 🧪 Compound Strategies
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‎strategy/volume/README.md‎

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- [func \(n \*NegativeVolumeIndexStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#NegativeVolumeIndexStrategy.Compute>)
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- [func \(n \*NegativeVolumeIndexStrategy\) Name\(\) string](<#NegativeVolumeIndexStrategy.Name>)
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- [func \(n \*NegativeVolumeIndexStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#NegativeVolumeIndexStrategy.Report>)
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- [type VolumeWeightedAveragePriceStrategy](<#VolumeWeightedAveragePriceStrategy>)
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- [func NewVolumeWeightedAveragePriceStrategy\(\) \*VolumeWeightedAveragePriceStrategy](<#NewVolumeWeightedAveragePriceStrategy>)
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- [func NewVolumeWeightedAveragePriceStrategyWith\(period int\) \*VolumeWeightedAveragePriceStrategy](<#NewVolumeWeightedAveragePriceStrategyWith>)
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- [func \(v \*VolumeWeightedAveragePriceStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#VolumeWeightedAveragePriceStrategy.Compute>)
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- [func \(v \*VolumeWeightedAveragePriceStrategy\) Name\(\) string](<#VolumeWeightedAveragePriceStrategy.Name>)
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- [func \(v \*VolumeWeightedAveragePriceStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#VolumeWeightedAveragePriceStrategy.Report>)
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## Constants
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="VolumeWeightedAveragePriceStrategy"></a>
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## type [VolumeWeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L19-L22>)
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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.
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```go
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type VolumeWeightedAveragePriceStrategy struct {
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// VolumeWeightedAveragePrice is the Volume Weighted Average Price indicator instance.
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VolumeWeightedAveragePrice *volume.Vwap[float64]
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}
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```
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<a name="NewVolumeWeightedAveragePriceStrategy"></a>
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### func [NewVolumeWeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L26>)
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```go
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func NewVolumeWeightedAveragePriceStrategy() *VolumeWeightedAveragePriceStrategy
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```
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NewVolumeWeightedAveragePriceStrategy function initializes a new Volume Weighted Average Price strategy instance with the default parameters.
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<a name="NewVolumeWeightedAveragePriceStrategyWith"></a>
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### func [NewVolumeWeightedAveragePriceStrategyWith](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L34>)
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```go
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func NewVolumeWeightedAveragePriceStrategyWith(period int) *VolumeWeightedAveragePriceStrategy
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```
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NewVolumeWeightedAveragePriceStrategyWith function initializes a new Volume Weighted Average Price strategy instance with the given parameters.
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<a name="VolumeWeightedAveragePriceStrategy.Compute"></a>
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### func \(\*VolumeWeightedAveragePriceStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L46>)
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```go
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func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
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```
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Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
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<a name="VolumeWeightedAveragePriceStrategy.Name"></a>
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### func \(\*VolumeWeightedAveragePriceStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L41>)
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```go
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func (v *VolumeWeightedAveragePriceStrategy) Name() string
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```
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Name returns the name of the strategy.
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<a name="VolumeWeightedAveragePriceStrategy.Report"></a>
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### func \(\*VolumeWeightedAveragePriceStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume_weighted_average_price_strategy.go#L78>)
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```go
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func (v *VolumeWeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
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```
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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Generated by [gomarkdoc](<https://github.com/princjef/gomarkdoc>)

‎strategy/volume/testdata/volume_weighted_average_price_strategy.csv‎

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‎strategy/volume/volume.go‎

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NewVolumeWeightedAveragePriceStrategy(),
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}
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}

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