Skip to main content

vwap

Calculate the Volume Weighted Average Price (VWAP).

Measures the average typical price by volume. It is typically used with intraday charts to identify general direction. It helps to understand the true average price factoring in the volume of transactions, and serves as a benchmark for assessing the market's direction over short periods, such as a single trading day.

Examples​

from openbb import obb
# Get the Volume Weighted Average Price (VWAP).
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
vwap_data = obb.technical.vwap(data=stock_data.results, anchor='D', offset=0)
obb.technical.vwap(data='[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}]')

Parameters​

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
list of data to be used for the calculation.

index: str
Default: date
Index column name to use with data, by default "date".

anchor: str
Default: D
Anchor period to use for the calculation, by default "D". See Timeseries Offset Aliases below for additional options:

offset: int
Default: 0
Offset from the current period, by default 0.

Returns​

results: list[Data]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

On this page