text: Title: VWAP indicator is calculating wrong vwap values for past days in dataframe
  Body: @twopirllc  Thanks for creating this wonderful python module. I'm extensively using this module for my algos. 
  
  I found an issue with VWAP indicator when I ran it with my backtesting data. As per definition, VWAP should be calculated on daily data(Intraday).
  
  Since, we pass series data, which contains past dates data as well. It calculates the cumulative sum incorrectly in that case.  Each day's opening volume and hlc price will be different for sure. 
  
  Thus, the calculation for vwap should start with fresh data of each day. eg cumsum()
  
  Note: Calculation is absolutely correct in a case of series data contains only 1-day data. 
  
  Maybe we could give a  try to group a series data according to date and performing a calculation. It's just my thought. But, I would be happy to hear from you. As it's important for cross-checking strategies with backtesting data.