diff --git a/sanguo_factor/data_adapter.py b/sanguo_factor/data_adapter.py
index 4f721bc..ef3b1bb 100644
--- a/sanguo_factor/data_adapter.py
+++ b/sanguo_factor/data_adapter.py
@@ -18,12 +18,13 @@ def convert_bars_to_alpha_df(bars: list[BarData]) -> pl.DataFrame:
         bars: List of BarData objects from Phase 1 read_db_daily
 
     Returns:
-        polars DataFrame with columns: vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest
+        polars DataFrame with columns: vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest, vwap
 
     Note:
         SPIKE CORRECTION: AlphaLab.save_bar_data stores parquet columns as
         datetime, vt_symbol, open, high, low, close, volume, turnover, open_interest
         (NOT open_price, close_price - this was corrected in S1 spike testing)
+        vwap: turnover/volume 派生(volume=0 置null),Alpha101 表达式依赖
     """
     if not bars:
         return pl.DataFrame(schema={
@@ -36,6 +37,7 @@ def convert_bars_to_alpha_df(bars: list[BarData]) -> pl.DataFrame:
             "volume": pl.Float64,
             "turnover": pl.Float64,
             "open_interest": pl.Float64,
+            "vwap": pl.Float64,
         })
 
     return pl.DataFrame({
@@ -48,6 +50,7 @@ def convert_bars_to_alpha_df(bars: list[BarData]) -> pl.DataFrame:
         "volume": [float(b.volume) for b in bars],
         "turnover": [float(b.turnover) if b.turnover is not None else 0.0 for b in bars],
         "open_interest": [float(b.open_interest) if b.open_interest is not None else 0.0 for b in bars],
+        "vwap": [(b.turnover / b.volume) if (b.turnover and b.volume) else None for b in bars],
     })
 
 
diff --git a/tests/factor/test_data_adapter.py b/tests/factor/test_data_adapter.py
index 66f41c2..c29fc4a 100644
--- a/tests/factor/test_data_adapter.py
+++ b/tests/factor/test_data_adapter.py
@@ -63,7 +63,7 @@ def test_convert_empty_bars():
 
     assert df.height == 0
     # Should still have schema defined
-    assert len(df.columns) == 9  # vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest
+    assert len(df.columns) == 10  # vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest, vwap
 
 
 def test_save_alpha_lab_data():
diff --git a/tests/factor/test_vwap_adapter.py b/tests/factor/test_vwap_adapter.py
new file mode 100644
index 0000000..46049c7
--- /dev/null
+++ b/tests/factor/test_vwap_adapter.py
@@ -0,0 +1,33 @@
+"""vwap 派生列:turnover/volume,volume=0 → null."""
+import sys, os
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", "vnpy_v4.4.0")))
+
+from datetime import datetime
+from vnpy.trader.object import BarData
+from vnpy.trader.constant import Exchange, Interval
+from sanguo_factor.data_adapter import convert_bars_to_alpha_df
+
+
+def _bar(symbol, dt, close=10.0, volume=100.0, turnover=1000.0):
+    return BarData(
+        symbol=symbol, exchange=Exchange.SSE, datetime=dt, interval=Interval.DAILY,
+        open_price=9.9, high_price=10.1, low_price=9.8, close_price=close,
+        volume=volume, turnover=turnover, open_interest=0, gateway_name="T",
+    )
+
+
+def test_vwap_derived():
+    df = convert_bars_to_alpha_df([_bar("600000", datetime(2024, 1, 5))])
+    assert df["vwap"][0] == 10.0  # 1000 / 100
+
+
+def test_vwap_null_when_volume_zero():
+    df = convert_bars_to_alpha_df([_bar("600000", datetime(2024, 1, 5), volume=0.0, turnover=0.0)])
+    assert df["vwap"][0] is None
+
+
+def test_empty_schema_has_vwap():
+    df = convert_bars_to_alpha_df([])
+    assert "vwap" in df.columns
+    assert df.height == 0