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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: list[openbb_core.provider.abstract.data.Data]

list of data to be used for the calculation.

• Optional: False

index: str

Index column name to use with data, by default 'date'.

• Default: date

• Optional: True

anchor: str

Anchor period to use for the calculation, by default 'D'.

• Default: D

• Optional: True

https: //pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#timeseries-offset-aliases

offset : int, optional

• Optional: False

offset: int

• Default: 0

• Optional: True

Returns​

results: list[Data]

Serializable results.

provider: None

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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