Add Bollinger Bands factor

[ayushkrtiwari]

Check out this issue under .github/ISSUE_TEMPLATE/good-first-issue-1

Summary

Add a new example factor BollingerBandsFactor under src/quant_research_starter/factors/.

Tasks

• Create bollinger.py with a factor computing z-score of price vs. rolling band.
• Export in factors/__init__.py.
• Add unit tests in tests/test_factors.py.
• Update README with a short mention.

Definition of Done

• pytest passes and coverage unchanged or better.

---

name: "Good First Issue: Add New Simple Factor"
title: "Factor Implementation: [Your Factor Name]"
labels: ["good-first-issue", "enhancement", "factors"]
assignees: []

Description

Add a new factor implementation to the factors module. This is a great first issue to understand how factors work in the framework.

Suggested Factor

Factor Name: Liquidity Factor
Description: Measure trading liquidity using volume-based metrics

Implementation Steps

1. Create new file src/quant_research_starter/factors/liquidity.py
2. Implement a LiquidityFactor class inheriting from Factor
3. Use trading volume (or synthetic volume) to compute liquidity measures
4. Add basic tests in tests/test_factors.py
5. Update src/quant_research_starter/factors/__init__.py to export the new factor

Code Example

class LiquidityFactor(Factor):
    def compute(self, prices: pd.DataFrame, volumes: pd.DataFrame = None) -> pd.DataFrame:
        # Your implementation here
        # Suggested: Use dollar volume or turnover as liquidity proxy
        pass

[Satvik-Singh192]

@ayushkrtiwari please assign this issue to me

[ayushkrtiwari]

@Satvik-Singh192 You may submit your pull request within the earlier of 2 days or before the issue is reassigned to another contributor who requests it.
Do ask your doubts for any clarification.

[Satvik-Singh192]

@ayushkrtiwari please review my pull request , thanks

[ayushkrtiwari]

@Satvik-Singh192 Please submit a fresh PR

[Satvik-Singh192]

@ayushkrtiwari ok sir

[Satvik-Singh192]

@ayushkrtiwari i made a fresh pull request , please review it