Update src/technical_indicators.py
Browse files
src/technical_indicators.py
CHANGED
@@ -230,7 +230,7 @@ def VWAP(ohlcv,colvol="Volume"):
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"""
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return pd.Series(
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-
((ohlcv[colvol] * TP(ohlcv,
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name="VWAP.",
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)
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"""
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return pd.Series(
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+
((ohlcv[colvol] * TP(ohlcv,high="High",low="Low")).cumsum()) / ohlcv[colvol].cumsum(),
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name="VWAP.",
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)
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