vwap
The Volume Weighted Average Price.
Measures the average typical price by volume. It is typically used with intraday charts to identify general direction.
Example:
from openbb import obb
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)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | List of data to be used for the calculation. | None | False |
| index | str | Index column name to use with data, by default "date". | date | True |
| anchor | str | Anchor period to use for the calculation, by default "D". |
See Timeseries Offset Aliases below for additional options: https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#timeseries-offset-aliases | D | True | | offset | int | Offset from the current period, by default 0. | 0 | True |
Returns
The calculated data.