I have a fully-defined, intraday VWAP strategy for equities and now need it translated into a self-contained Python program that can place live orders for me. The logic is straightforward: calculate real-time VWAP from streaming market data, compare it to price, and automatically send buy or sell instructions whenever my entry or exit conditions are met. I will supply the exact rules, my brokerage API credentials, and any risk parameters (position size, stop-loss, take-profit). What I need from you is production-ready code that: • Streams stock data, updates VWAP continuously, and triggers trades the moment conditions fire. • Executes those trades through the broker’s REST or WebSocket interface with full error handling and position tracking. • Logs every action to both the console and a CSV so I can audit performance. • Lets me adjust thresholds, symbols, and session times from a simple config file. Please build with idiomatic Python (pandas, numpy, ta-lib or your preferred technical-analysis helpers) and keep the structure modular so I can extend it later. When your script can run all day without intervention, place orders exactly once per signal, and exit gracefully on network hiccups, we’re done. Deliverables: 1. Well-commented Python source files. 2. A brief README covering setup, dependencies, and how to tweak parameters. 3. A short Loom or similar screen-share showing the bot submitting and confirming at least one paper trade. If you’ve automated stock strategies before and are comfortable with VWAP math, let’s get started.