Volume Weighted Moving Average (VWMA)

get_vwma(quotes, lookback_periods)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int	Number of periods (`N`) in the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

VWMAResults[VWMAResult]

This method returns a time series of all available indicator values for the quotes provided.
VWMAResults is just a list of VWMAResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first N-1 periods will have None values for Vwma since there’s not enough data to calculate.

VWMAResult

name	type	notes
`date`	datetime	Date
`vwma`	float, Optional	Volume Weighted Moving Average

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate 10-period VWMA
results = indicators.get_vwma(quotes, 10)

About Volume Weighted Moving Average (VWMA)

Volume Weighted Moving Average is the volume adjusted average price over a lookback window. [Discuss] 💬