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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.

Parameters

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
index: str
Default: date
anchor: str
Default: D
offset: int
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.


Data