egutierrez
113c6dfd71
11 funciones puras con implementación real: SMA, EMA, RSI, BollingerBands, VWAP, LogReturn, AnnualizedVolatility, SharpeRatio, MaxDrawdown, NormalizeOHLCV, TickToOHLCV 4 funciones impuras (stubs): FetchOHLCV, StreamTicks, WriteOHLCVToParquet, LoadOHLCVFromDuckDB Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
33 lines
735 B
Markdown
33 lines
735 B
Markdown
---
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name: vwap
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kind: function
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lang: go
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domain: finance
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version: "1.0.0"
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purity: pure
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signature: "func VWAP(prices, volumes []float64) float64"
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description: "Calcula el Volume Weighted Average Price (VWAP) a partir de precios y volumenes."
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tags: [finance, indicator, vwap, volume]
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uses_functions: []
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uses_types: []
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returns: []
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returns_optional: false
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error_type: ""
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imports: []
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tested: false
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tests: []
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test_file_path: ""
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file_path: "functions/finance/vwap.go"
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---
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# vwap
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Calcula el VWAP (Volume Weighted Average Price). Es la suma de (precio * volumen) dividida por la suma de volumenes.
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## Ejemplo
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```go
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v := finance.VWAP([]float64{100, 102, 101}, []float64{500, 300, 200})
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// v = (100*500 + 102*300 + 101*200) / (500+300+200)
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```
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