feat: implement VWAP factor (#18)

[hari2k7]

Summary

Implements a rolling VWAP (Volume Weighted Average Price) factor that
measures deviation of close price from VWAP over a rolling window.

Changes

• Add factors/vwap.py with VWAPFactor class
• Add tests/test_vwap.py with 7 tests

Type of Change

• 🐛 Bug fix (non-breaking change that fixes an issue)
• ✨ New feature (non-breaking change that adds functionality)
• 💥 Breaking change (fix or feature that would cause existing functionality to change)
• 📝 Documentation update
• 🧪 Test improvement
• ♻️ Refactor (no functional change)

Testing

• All existing tests pass (pytest)
• New tests added for new functionality
• Linting passes (ruff check src/)
• Manually tested with relevant commands

Checklist

• Code follows the project's style guidelines
• Self-review of own code completed
• Documentation updated (if applicable)
• No new warnings introduced

Related Issues

Closes #18

Screenshots / Demo

Terminal output

$ pytest tests/test_vwap.py -v

tests/test_vwap.py::TestVWAPFactor::test_output_length_matches_input PASSED
tests/test_vwap.py::TestVWAPFactor::test_nan_before_period PASSED
tests/test_vwap.py::TestVWAPFactor::test_finite_after_period PASSED
tests/test_vwap.py::TestVWAPFactor::test_zero_volume_edge_case PASSED
tests/test_vwap.py::TestVWAPFactor::test_known_value PASSED
tests/test_vwap.py::TestVWAPFactor::test_default_params PASSED
tests/test_vwap.py::TestVWAPFactor::test_param_ranges PASSED

7 passed in 0.06s

[NeuZhou]

Good start, but there are structural issues that need fixing before merge:

🔴 Critical: Wrong file location

The factor is placed at \actors/vwap.py\ (repo root) instead of \stratevo/factors/builtin/volume.py\ or similar path under the package. This means:

• It won't be auto-discovered by the factor registry
• The test imports from \actors.vwap\ which only works with the sys.path hack, not as a proper package import
• Other volume factors live in \stratevo/factors/builtin/\ — this should follow the same pattern

Fix: Move to \stratevo/factors/builtin/volume.py\ (create it or append to existing) and register in the volume category. Update test imports accordingly.

🟡 Performance: O(n × period) nested loop

The current implementation uses a nested Python for-loop which will be very slow on large datasets (>1000 bars with period=100 → 100k iterations). Consider using numpy cumsum for O(n):
\\python
cum_pv = np.cumsum(closes * volumes)
cum_v = np.cumsum(volumes)

rolling sum via difference

\\

🟡 Missing newline at EOF

Both files are missing trailing newlines (\No newline at end of file).

✅ What's good

• Clean API matching BaseFactor interface
• Good test coverage (7 tests including edge cases)
• Zero-volume handling is correct
• Known-value test with manual calculation is great

[NeuZhou]

Hey @hari2k7, thanks for this contribution! 🙏 Just checking in — any updates on the requested changes (moving the file to the correct location)? Let me know if you need any help with the restructuring, happy to guide you through it!

[hari2k7]

Fixed all review issues:

• Moved VWAPFactor to stratevo/factors/builtin/volume.py
• Added compute_vwap() to indicators_builtin.py
• Updated test imports to use proper package path
• Removed old factors/vwap.py
• Added test for None volumes case (8 tests total)

All 8 tests passing ✅