feat: implement Bollinger Band Width factor

[Deepak8858]

Fixes #17

Implements the BollingerWidthFactor in the volatility category.

• Uses the formula: BBW = (Upper Band - Lower Band) / Middle Band (via compute_bollinger_bands builtin).
• Parameters: period (default 20, range 5-100), num_std (default 2.0, range 1.0-3.0).
• Includes unit tests in tests/test_bollinger_width.py.
• Registered under the volatility category for auto-discovery.

[NeuZhou]

LGTM! Clean implementation.

A few minor notes (non-blocking):

• Good use of the existing \compute_bollinger_bands\ builtin — avoids duplicating logic
• Tests verify both correctness (matches builtin output) and edge cases (constant price → 0 width)
• File placement in \�olatility.py\ is correct for auto-discovery

Two small suggestions for a follow-up:

1. The test file uses \sys.path.insert\ — this works but isn't needed when pytest runs from the repo root with the package installed. Not a blocker since other test files follow the same pattern.
2. Consider adding a test for very short input (len < period) to verify graceful NaN handling.

Approved ✅

[NeuZhou]

@Deepak8858 This has a merge conflict with master (likely due to recent changes to \�olatility.py). Could you rebase/merge master into your branch to resolve? The code itself is approved and ready to merge once conflicts are resolved. Thanks!