Source code for pandas_ta.overlap.vwma

# -*- coding: utf-8 -*-
from .sma import sma
from pandas_ta.utils import get_offset, verify_series

[docs]def vwma(close, volume, length=None, offset=None, **kwargs): """Indicator: Volume Weighted Moving Average (VWMA)""" # Validate Arguments length = int(length) if length and length > 0 else 10 close = verify_series(close, length) volume = verify_series(volume, length) offset = get_offset(offset) if close is None or volume is None: return # Calculate Result pv = close * volume vwma = sma(close=pv, length=length) / sma(close=volume, length=length) # Offset if offset != 0: vwma = vwma.shift(offset) # Handle fills if "fillna" in kwargs: vwma.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: vwma.fillna(method=kwargs["fill_method"], inplace=True) # Name & Category = f"VWMA_{length}" vwma.category = "overlap" return vwma
vwma.__doc__ = \ """Volume Weighted Moving Average (VWMA) Volume Weighted Moving Average. Sources: Calculation: Default Inputs: length=10 SMA = Simple Moving Average pv = close * volume VWMA = SMA(pv, length) / SMA(volume, length) Args: close (pd.Series): Series of 'close's volume (pd.Series): Series of 'volume's length (int): It's period. Default: 10 offset (int): How many periods to offset the result. Default: 0 Kwargs: fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method Returns: pd.Series: New feature generated. """