Rename Volume Weighted Price Strategy to Weighted Price Strategy. (#245)

# Describe Request

Rename Volume Weighted Price Strategy to Weighted Price Strategy.

# Change Type

Lint fix.


<!-- This is an auto-generated comment: release notes by coderabbit.ai
-->

## Summary by CodeRabbit

- **New Features**
- Added a "Major Improvements" section in the documentation highlighting
enhancements in version 2, including improved code quality and
testability.
- Updated lists of indicators and strategies to reflect current
offerings, including a renamed strategy.

- **Bug Fixes**
- Corrected references for the "Volume Weighted Average Price Strategy"
to the new name "Weighted Average Price Strategy" across documentation
and code.

- **Documentation**
- Enhanced clarity and organization of the README, including sections on
repositories, backtesting, usage instructions, and contributing
guidelines.

- **Refactor**
- Renamed `VolumeWeightedAveragePriceStrategy` to
`WeightedAveragePriceStrategy`, updating all related references and
documentation accordingly.

<!-- end of auto-generated comment: release notes by coderabbit.ai -->

README.md

@@ -146,7 +146,7 @@ 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](strategy/volume/README.md#type-volumeweightedaveragepricestrategy)
+-	[Weighted Average Price Strategy](strategy/volume/README.md#type-weightedaveragepricestrategy)
 
 ### 🧪 Compound Strategies
 

strategy/volume/README.md

@@ -56,12 +56,12 @@ 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>)
+- [type WeightedAveragePriceStrategy](<#WeightedAveragePriceStrategy>)
+  - [func NewWeightedAveragePriceStrategy\(\) \*WeightedAveragePriceStrategy](<#NewWeightedAveragePriceStrategy>)
+  - [func NewWeightedAveragePriceStrategyWith\(period int\) \*WeightedAveragePriceStrategy](<#NewWeightedAveragePriceStrategyWith>)
+  - [func \(v \*WeightedAveragePriceStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#WeightedAveragePriceStrategy.Compute>)
+  - [func \(v \*WeightedAveragePriceStrategy\) Name\(\) string](<#WeightedAveragePriceStrategy.Name>)
+  - [func \(v \*WeightedAveragePriceStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#WeightedAveragePriceStrategy.Report>)
 
 
 ## Constants
@@ -390,59 +390,59 @@ 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>)
+<a name="WeightedAveragePriceStrategy"></a>
+## type [WeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/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.
+WeightedAveragePriceStrategy represents the configuration parameters for calculating the 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]
+type WeightedAveragePriceStrategy struct {
+    // WeightedAveragePrice is the Weighted Average Price indicator instance.
+    WeightedAveragePrice *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>)
+<a name="NewWeightedAveragePriceStrategy"></a>
+### func [NewWeightedAveragePriceStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/weighted_average_price_strategy.go#L26>)
 
 ```go
-func NewVolumeWeightedAveragePriceStrategy() *VolumeWeightedAveragePriceStrategy
+func NewWeightedAveragePriceStrategy() *WeightedAveragePriceStrategy
 ```
 
-NewVolumeWeightedAveragePriceStrategy function initializes a new Volume Weighted Average Price strategy instance with the default parameters.
+NewWeightedAveragePriceStrategy function initializes a new 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>)
+<a name="NewWeightedAveragePriceStrategyWith"></a>
+### func [NewWeightedAveragePriceStrategyWith](<https://github.com/cinar/indicator/blob/master/strategy/volume/weighted_average_price_strategy.go#L34>)
 
 ```go
-func NewVolumeWeightedAveragePriceStrategyWith(period int) *VolumeWeightedAveragePriceStrategy
+func NewWeightedAveragePriceStrategyWith(period int) *WeightedAveragePriceStrategy
 ```
 
-NewVolumeWeightedAveragePriceStrategyWith function initializes a new Volume Weighted Average Price strategy instance with the given parameters.
+NewWeightedAveragePriceStrategyWith function initializes a new 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>)
+<a name="WeightedAveragePriceStrategy.Compute"></a>
+### func \(\*WeightedAveragePriceStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/volume/weighted_average_price_strategy.go#L46>)
 
 ```go
-func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
+func (v *WeightedAveragePriceStrategy) 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>)
+<a name="WeightedAveragePriceStrategy.Name"></a>
+### func \(\*WeightedAveragePriceStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/volume/weighted_average_price_strategy.go#L41>)
 
 ```go
-func (v *VolumeWeightedAveragePriceStrategy) Name() string
+func (v *WeightedAveragePriceStrategy) 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>)
+<a name="WeightedAveragePriceStrategy.Report"></a>
+### func \(\*WeightedAveragePriceStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/volume/weighted_average_price_strategy.go#L78>)
 
 ```go
-func (v *VolumeWeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+func (v *WeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
 ```
 
 Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

strategy/volume/volume.go

@@ -30,6 +30,6 @@ func AllStrategies() []strategy.Strategy {
 		NewForceIndexStrategy(),
 		NewMoneyFlowIndexStrategy(),
 		NewNegativeVolumeIndexStrategy(),
-		NewVolumeWeightedAveragePriceStrategy(),
+		NewWeightedAveragePriceStrategy(),
 	}
 }

strategy/volume/volume_weighted_average_price_strategy.go → strategy/volume/weighted_average_price_strategy.go

@@ -13,37 +13,37 @@ import (
 	"github.com/cinar/indicator/v2/volume"
 )
 
-// VolumeWeightedAveragePriceStrategy represents the configuration parameters for calculating the Volume Weighted
+// WeightedAveragePriceStrategy represents the configuration parameters for calculating the 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.
-type VolumeWeightedAveragePriceStrategy struct {
-	// VolumeWeightedAveragePrice is the Volume Weighted Average Price indicator instance.
-	VolumeWeightedAveragePrice *volume.Vwap[float64]
+type WeightedAveragePriceStrategy struct {
+	// WeightedAveragePrice is the Weighted Average Price indicator instance.
+	WeightedAveragePrice *volume.Vwap[float64]
 }
 
-// NewVolumeWeightedAveragePriceStrategy function initializes a new Volume Weighted Average Price strategy
+// NewWeightedAveragePriceStrategy function initializes a new Weighted Average Price strategy
 // instance with the default parameters.
-func NewVolumeWeightedAveragePriceStrategy() *VolumeWeightedAveragePriceStrategy {
-	return NewVolumeWeightedAveragePriceStrategyWith(
+func NewWeightedAveragePriceStrategy() *WeightedAveragePriceStrategy {
+	return NewWeightedAveragePriceStrategyWith(
 		volume.DefaultVwapPeriod,
 	)
 }
 
-// NewVolumeWeightedAveragePriceStrategyWith function initializes a new Volume Weighted Average Price strategy
+// NewWeightedAveragePriceStrategyWith function initializes a new Weighted Average Price strategy
 // instance with the given parameters.
-func NewVolumeWeightedAveragePriceStrategyWith(period int) *VolumeWeightedAveragePriceStrategy {
-	return &VolumeWeightedAveragePriceStrategy{
-		VolumeWeightedAveragePrice: volume.NewVwapWithPeriod[float64](period),
+func NewWeightedAveragePriceStrategyWith(period int) *WeightedAveragePriceStrategy {
+	return &WeightedAveragePriceStrategy{
+		WeightedAveragePrice: volume.NewVwapWithPeriod[float64](period),
 	}
 }
 
 // Name returns the name of the strategy.
-func (v *VolumeWeightedAveragePriceStrategy) Name() string {
-	return fmt.Sprintf("Volume Weighted Average Price Strategy (%d)", v.VolumeWeightedAveragePrice.IdlePeriod()+1)
+func (v *WeightedAveragePriceStrategy) Name() string {
+	return fmt.Sprintf("Weighted Average Price Strategy (%d)", v.WeightedAveragePrice.IdlePeriod()+1)
 }
 
 // Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
-func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
+func (v *WeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
 	snapshotsSplice := helper.Duplicate(snapshots, 2)
 
 	closingsSplice := helper.Duplicate(
@@ -53,8 +53,8 @@ func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Sna
 
 	volumes := asset.SnapshotsAsVolumes(snapshotsSplice[1])
 
-	vwaps := v.VolumeWeightedAveragePrice.Compute(closingsSplice[1], volumes)
-	closingsSplice[0] = helper.Skip(closingsSplice[0], v.VolumeWeightedAveragePrice.IdlePeriod())
+	vwaps := v.WeightedAveragePrice.Compute(closingsSplice[1], volumes)
+	closingsSplice[0] = helper.Skip(closingsSplice[0], v.WeightedAveragePrice.IdlePeriod())
 
 	actions := helper.Operate(closingsSplice[0], vwaps, func(closing, vwap float64) strategy.Action {
 		if vwap > closing {
@@ -68,14 +68,14 @@ func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Sna
 		return strategy.Hold
 	})
 
-	// Volume Weighted Average Price starts only after a full period.
-	actions = helper.Shift(actions, v.VolumeWeightedAveragePrice.IdlePeriod(), strategy.Hold)
+	// Weighted Average Price starts only after a full period.
+	actions = helper.Shift(actions, v.WeightedAveragePrice.IdlePeriod(), strategy.Hold)
 
 	return actions
 }
 
 // Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
-func (v *VolumeWeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
+func (v *WeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
 	//
 	// snapshots[0] -> dates
 	// snapshots[1] -> closings[0] -> closings
@@ -86,21 +86,21 @@ func (v *VolumeWeightedAveragePriceStrategy) Report(c <-chan *asset.Snapshot) *h
 	//
 	snapshots := helper.Duplicate(c, 4)
 
-	dates := helper.Skip(asset.SnapshotsAsDates(snapshots[0]), v.VolumeWeightedAveragePrice.IdlePeriod())
+	dates := helper.Skip(asset.SnapshotsAsDates(snapshots[0]), v.WeightedAveragePrice.IdlePeriod())
 
 	closingsSplice := helper.Duplicate(
 		asset.SnapshotsAsClosings(snapshots[1]),
 		2,
 	)
 	volumes := asset.SnapshotsAsVolumes(snapshots[2])
 
-	vwaps := v.VolumeWeightedAveragePrice.Compute(closingsSplice[0], volumes)
+	vwaps := v.WeightedAveragePrice.Compute(closingsSplice[0], volumes)
 
-	closingsSplice[1] = helper.Skip(closingsSplice[1], v.VolumeWeightedAveragePrice.IdlePeriod())
+	closingsSplice[1] = helper.Skip(closingsSplice[1], v.WeightedAveragePrice.IdlePeriod())
 
 	actions, outcomes := strategy.ComputeWithOutcome(v, snapshots[3])
-	actions = helper.Skip(actions, v.VolumeWeightedAveragePrice.IdlePeriod())
-	outcomes = helper.Skip(outcomes, v.VolumeWeightedAveragePrice.IdlePeriod())
+	actions = helper.Skip(actions, v.WeightedAveragePrice.IdlePeriod())
+	outcomes = helper.Skip(outcomes, v.WeightedAveragePrice.IdlePeriod())
 
 	annotations := strategy.ActionsToAnnotations(actions)
 	outcomes = helper.MultiplyBy(outcomes, 100)

strategy/volume/volume_weighted_average_price_strategy_test.go → strategy/volume/weighted_average_price_strategy_test.go

@@ -27,7 +27,7 @@ func TestVolumeWeightedAveragePriceStrategy(t *testing.T) {
 
 	expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action })
 
-	vwaps := volume.NewVolumeWeightedAveragePriceStrategy()
+	vwaps := volume.NewWeightedAveragePriceStrategy()
 	actual := vwaps.Compute(snapshots)
 
 	err = helper.CheckEquals(actual, expected)
@@ -42,7 +42,7 @@ func TestVolumeWeightedAveragePriceStrategyReport(t *testing.T) {
 		t.Fatal(err)
 	}
 
-	vwaps := volume.NewVolumeWeightedAveragePriceStrategy()
+	vwaps := volume.NewWeightedAveragePriceStrategy()
 	report := vwaps.Report(snapshots)
 
 	fileName := "volume_weighted_average_price_strategy.html"