nardew / talipp

talipp - incremental technical analysis library for python

https://nardew.github.io/talipp

MIT License

368 stars 59 forks source link

Implement VWAP #47

Closed pramitbiswas closed 3 years ago

pramitbiswas commented 3 years ago

with pandas: round(np.cumsum(x['volume']*(x['high']+x['low']+x['close'])/3) / np.cumsum(x['volume']),2) Here, I think it will be better to store data (np.cumsum(x['volume']*(x['high']+x['low']+x['close'])/3) and np.cumsum(x['volume'])) at each step to reduce the calculation at each step.

pramitbiswas commented 3 years ago

50 added for VWAP indicator.

nardew commented 3 years ago

Merged with #50, published in 1.6.0.