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.
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.