From c8107e372be1c53b3210a2c101de39d7effbdfc1 Mon Sep 17 00:00:00 2001 From: Kevin Johnson Date: Mon, 18 Jan 2021 11:54:59 -0800 Subject: [PATCH] ENH vwap update --- pandas_ta/overlap/vwap.py | 4 ++-- setup.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/pandas_ta/overlap/vwap.py b/pandas_ta/overlap/vwap.py index 357d926..b07eb8d 100644 --- a/pandas_ta/overlap/vwap.py +++ b/pandas_ta/overlap/vwap.py @@ -20,8 +20,8 @@ def vwap(high, low, close, volume, offset=None, **kwargs): # Calculate Result weighted_price = typical_price * volume - vwap = weighted_price.groupby(weighted_price.index.to_period('d')).cumsum() / \ - volume.groupby(volume.index.to_period('d')).cumsum() + vwap = weighted_price.groupby(weighted_price.index.to_period("d")).cumsum() + vwap /= volume.groupby(volume.index.to_period("d")).cumsum() # Offset if offset != 0: diff --git a/setup.py b/setup.py index 40f41cc..b9bfb4b 100644 --- a/setup.py +++ b/setup.py @@ -17,7 +17,7 @@ setup( "pandas_ta.volatility", "pandas_ta.volume" ], - version=".".join(("0", "2", "36b")), + version=".".join(("0", "2", "37b")), description=long_description, long_description=long_description, author="Kevin Johnson",