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#
vwap module

Module with VWAP.

## substitute_anchor function

    substitute_anchor(
        wrapper,
        anchor
    )

Substitute reset frequency by group lens.

## VWAP class

    VWAP(
        wrapper,
        input_list,
        input_mapper,
        in_output_list,
        output_list,
        param_list,
        mapper_list,
        short_name,
        level_names
    )

Volume-Weighted Average Price (VWAP).

VWAP is a technical analysis indicator used on intraday charts that resets at the start of every new trading session.

See Volume-Weighted Average Price (VWAP).

Superclasses

- Analyzable
- AttrResolverMixin
- Cacheable
- Chainable
- Comparable
- Configured
- ExtPandasIndexer
- HasSettings
- IndexingBase
- IndicatorBase
- PandasIndexer
- Pickleable
- PlotsBuilderMixin
- Prettified
- StatsBuilderMixin
- Wrapping
- `vectorbtpro.indicators.custom.vwap.ParamIndexer`

Inherited members

- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.replace()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexingBase.indexing_setter_func()
- IndicatorBase.cls_dir
- IndicatorBase.column_only_select
- IndicatorBase.column_stack()
- IndicatorBase.config
- IndicatorBase.dropna()
- IndicatorBase.group_select
- IndicatorBase.iloc
- IndicatorBase.in_output_names
- IndicatorBase.indexing_func()
- IndicatorBase.indexing_kwargs
- IndicatorBase.input_names
- IndicatorBase.lazy_output_names
- IndicatorBase.level_names
- IndicatorBase.loc
- IndicatorBase.output_flags
- IndicatorBase.output_names
- IndicatorBase.param_names
- IndicatorBase.plots_defaults
- IndicatorBase.range_only_select
- IndicatorBase.rec_state
- IndicatorBase.row_stack()
- IndicatorBase.run_pipeline()
- IndicatorBase.self_aliases
- IndicatorBase.short_name
- IndicatorBase.stats_defaults
- IndicatorBase.to_dict()
- IndicatorBase.to_frame()
- IndicatorBase.unpack()
- IndicatorBase.wrapper
- IndicatorBase.xloc
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.modify_state()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.regroup()
- Wrapping.resample()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()

Subclasses

- `vectorbtpro.indicators.custom.vwap._VWAP`

### anchor_list property

List of `anchor` values.

### apply_func method

    VWAP.apply_func(
        high,
        low,
        close,
        volume,
        group_lens
    )

2-dim version of `vwap_1d_nb`.

### cache_func class variable

### close property

Input array.

### close_above method

    VWAP.close_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is above `other`.

See combine_objs().

### close_below method

    VWAP.close_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is below `other`.

See combine_objs().

### close_crossed_above method

    VWAP.close_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_above `other`.

See combine_objs().

### close_crossed_below method

    VWAP.close_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_below `other`.

See combine_objs().

### close_equal method

    VWAP.close_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is equal `other`.

See combine_objs().

### close_stats method

    VWAP.close_stats(
        *args,
        **kwargs
    )

Stats of `close` as generic.

### custom_func method

    IndicatorFactory.with_apply_func.<locals>.custom_func(
        input_tuple,
        in_output_tuple,
        param_tuple,
        *_args,
        input_shape=None,
        per_column=False,
        split_columns=False,
        skipna=False,
        return_cache=False,
        use_cache=True,
        jitted_loop=False,
        jitted_warmup=False,
        execute_kwargs=None,
        **_kwargs
    )

Custom function that forwards inputs and parameters to `apply_func`.

### high property

Input array.

### high_above method

    VWAP.high_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is above `other`.

See combine_objs().

### high_below method

    VWAP.high_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is below `other`.

See combine_objs().

### high_crossed_above method

    VWAP.high_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is crossed_above `other`.

See combine_objs().

### high_crossed_below method

    VWAP.high_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is crossed_below `other`.

See combine_objs().

### high_equal method

    VWAP.high_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is equal `other`.

See combine_objs().

### high_stats method

    VWAP.high_stats(
        *args,
        **kwargs
    )

Stats of `high` as generic.

### low property

Input array.

### low_above method

    VWAP.low_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is above `other`.

See combine_objs().

### low_below method

    VWAP.low_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is below `other`.

See combine_objs().

### low_crossed_above method

    VWAP.low_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is crossed_above `other`.

See combine_objs().

### low_crossed_below method

    VWAP.low_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is crossed_below `other`.

See combine_objs().

### low_equal method

    VWAP.low_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is equal `other`.

See combine_objs().

### low_stats method

    VWAP.low_stats(
        *args,
        **kwargs
    )

Stats of `low` as generic.

### param_select_func_nb method

    VWAP.param_select_func_nb(
        i,
        args_before,
        high,
        low,
        close,
        volume,
        anchor,
        *args
    )

### plot method

    _VWAP.plot(
        column=None,
        plot_close=True,
        close_trace_kwargs=None,
        vwap_trace_kwargs=None,
        add_trace_kwargs=None,
        fig=None,
        **layout_kwargs
    )

Plot VWAP.vwap against VWAP.close.

Args

`column` :`str`
  Name of the column to plot.
`plot_close` :`bool`
  Whether to plot VWAP.close.
`close_trace_kwargs` :`dict`
  Keyword arguments passed to `plotly.graph_objects.Scatter` for VWAP.close.
`vwap_trace_kwargs` :`dict`
  Keyword arguments passed to `plotly.graph_objects.Scatter` for VWAP.vwap.
`add_trace_kwargs` :`dict`
  Keyword arguments passed to `fig.add_trace` when adding each trace.
`fig` :`Figure` or `FigureWidget`
  Figure to add traces to.
`**layout_kwargs`
  Keyword arguments passed to `fig.update_layout`.

Usage

    >>> vbt.VWAP.run(
    ...    ohlcv['High'],
    ...    ohlcv['Low'],
    ...    ohlcv['Close'],
    ...    ohlcv['Volume'],
    ...    anchor="W"
    ... ).plot().show()

### run class method

    VWAP.run(
        high,
        low,
        close,
        volume,
        anchor=Default(value='D'),
        short_name='vwap',
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Run VWAP indicator.

- Inputs: `high`, `low`, `close`, `volume`
- Parameters: `anchor`
- Outputs: `vwap`

Pass a list of parameter names as `hide_params` to hide their column levels, or True to hide all. Set `hide_default` to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

### run_combs class method

    VWAP.run_combs(
        high,
        low,
        close,
        volume,
        anchor=Default(value='D'),
        r=2,
        param_product=False,
        comb_func=itertools.combinations,
        run_unique=True,
        short_names=None,
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Create a combination of multiple VWAP indicators using function `comb_func`.

- Inputs: `high`, `low`, `close`, `volume`
- Parameters: `anchor`
- Outputs: `vwap`

`comb_func` must accept an iterable of parameter tuples and `r`. Also accepts all combinatoric iterators from itertools such as `itertools.combinations`. Pass `r` to specify how many indicators to run. Pass `short_names` to specify the short name for each indicator. Set `run_unique` to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to VWAP.run().

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to VWAP.run().

### volume property

Input array.

### volume_above method

    VWAP.volume_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `volume` is above `other`.

See combine_objs().

### volume_below method

    VWAP.volume_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `volume` is below `other`.

See combine_objs().

### volume_crossed_above method

    VWAP.volume_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `volume` is crossed_above `other`.

See combine_objs().

### volume_crossed_below method

    VWAP.volume_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `volume` is crossed_below `other`.

See combine_objs().

### volume_equal method

    VWAP.volume_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `volume` is equal `other`.

See combine_objs().

### volume_stats method

    VWAP.volume_stats(
        *args,
        **kwargs
    )

Stats of `volume` as generic.

### vwap property

Output array.

### vwap_above method

    VWAP.vwap_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `vwap` is above `other`.

See combine_objs().

### vwap_below method

    VWAP.vwap_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `vwap` is below `other`.

See combine_objs().

### vwap_crossed_above method

    VWAP.vwap_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `vwap` is crossed_above `other`.

See combine_objs().

### vwap_crossed_below method

    VWAP.vwap_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `vwap` is crossed_below `other`.

See combine_objs().

### vwap_equal method

    VWAP.vwap_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `vwap` is equal `other`.

See combine_objs().

### vwap_stats method

    VWAP.vwap_stats(
        *args,
        **kwargs
    )

Stats of `vwap` as generic.

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