diff --git a/zipline/finance/vwap.py b/zipline/finance/vwap.py
index 8e404aa4..7b435fb0 100644
--- a/zipline/finance/vwap.py
+++ b/zipline/finance/vwap.py
@@ -1,4 +1,5 @@
 from collections import defaultdict
+from datetime import timedelta
 
 from zipline.transforms.base import BaseTransform
 from zipline.finance.movingaverage import EventWindow