pip install TA-Lib
python
import talib
import pandas as pd
import numpy as np
python
ma_period = 10
data_source = 'your_data_source.csv'
python
data = pd.read_csv(data_source)
data['date'] = pd.to_datetime(data['date'])
data.set_index('date', inplace=True)
prices = np.array(data['close'])
volumes = np.array(data['volume'])
python
vwma = talib.SMA(prices * volumes, ma_period) / talib.SMA(volumes, ma_period)
python
data['vwma'] = vwma
python
import talib
import pandas as pd
import numpy as np
ma_period = 10
data_source = 'your_data_source.csv'
data = pd.read_csv(data_source)
data['date'] = pd.to_datetime(data['date'])
data.set_index('date', inplace=True)
prices = np.array(data['close'])
volumes = np.array(data['volume'])
vwma = talib.SMA(prices * volumes, ma_period) / talib.SMA(volumes, ma_period)
data['vwma'] = vwma
print(data)