Q-jddlmZddlmZmZddlmZmZmZddl m Z ddl m Z m Z mZmZ ddeded ed ed ed ed ededefdZy)) simplefilter) DataFrameSeries)DictLikeIntList)hlc3)v_datetime_orderedv_listv_offsetv_seriesNhighlowclosevolumeanchorbandsoffsetkwargsreturnc d}t||}t||}t||}t||}||||yt|}t|}|r/t|trt |dk\r|j }nd}t|||} t|r t| s tdyd|} | |z} tdt| j| jj|j|j|jj|jz } |rt |r|| | z d zz} | j| jj|j}|j|jj|j}||z d z}| | _d | _|rt%| j | i|j }|D]^}| |zz || d |<| ||zz|| d|<| x|| d |_|| d|_d || d |_d || d|_`| |_d |_|dk7r0|rj&s|j)|}| j)|} d|vr;|r#j&s|j+|ddn| j+|dd|rj&s|S| S)a8Volume Weighted Average Price This indicator computes the Volume Weighted Average Price. Sources: * [tradingview](https://www.tradingview.com/wiki/Volume_Weighted_Average_Price_(VWAP)) * [Trading Technologies](https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/volume-weighted-average-price-vwap/) * [Stockcharts](https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:vwap_intraday) * [Sierra Chart](https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=108&Name=Volume_Weighted_Average_Price_-_VWAP_-_with_Standard_Deviation_Lines) Parameters: high (Series): ```high``` Series low (Series): ```low``` Series close (Series): ```close``` Series volume (Series): ```volume``` Series anchor (str): VWAP Anchor. Default: ```"D"```. bands (list): List of positive ```IntFloat``` deviations. Default: ```[]``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (Series | pd.DataFrame): ```DataFrame``` when ```bands``` is set. Default: ```Series``` Note: * Commonly used with intraday charts to identify general direction. * Depending on the index values, it will implement various [Timeseries Offset Aliases](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#timeseries-offset-aliases) Tip: * Negative bands are computed automatically. ND)rrrz+[!] VWAP requires an ordered DatetimeIndex.VWAP_ignore)actioncategoryg?overlap)index_L__U_rfillnaT)inplace)r r r isinstancestrlenupperr r printr UserWarninggroupbyr to_periodcumsumnamerremptyshiftr#)rrrrrrrr_length typical_price_propswpvwapvwap_var vwap_var_sumvwap_volume_sumstd_volume_weighteddfis c/Users/jameslopez/projects/TradingBot25/.venv/lib/python3.12/site-packages/pandas_ta/volume/vwap.pyr5r5 sRG D' "D 3 C UG $E fg &F |s{emv~ 5ME f F *VS)c&kQ.>d59M f % } - ;<VH F  B;7 ::bhh((0 1 8 8 : ..//7 8 ? ? A BD U]T1a77 WX^^--f5 6vvx  WV\\++F3 4VVX +o=#EDIDM  4( <A$(1/B+B$BB&QC !$(1/B+B$BB&QC !FL LB&QC ! &vhc!,=)>)C-6B&QC ! *-6B&QC ! *   { &!Bzz&!6  IIfX&I 5 KKx($K 7 RXX K)NNN)warningsrpandasrrpandas_ta._typingrrrpandas_ta.overlapr pandas_ta.utilsr r r r r&r5r=r<rDs!$11"JJ '+n nn&,n6<n n#n n#+n nr=