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feature: add volume weighted average price (vwap) indicator #211

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merged 10 commits into from
May 7, 2021

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narumiruna
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@narumiruna narumiruna commented May 6, 2021

#210

做法:
紀錄 weighted sum 和 volume sum, 每次 update 把新的 k line 加入, 把舊的 k line 丟掉, 最後算平均

@narumiruna narumiruna changed the title feature: add volume weighted average price (vwap) indicator WIP: feature: add volume weighted average price (vwap) indicator May 6, 2021
@narumiruna narumiruna changed the title WIP: feature: add volume weighted average price (vwap) indicator feature: add volume weighted average price (vwap) indicator May 7, 2021
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@c9s c9s left a comment

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awesome!

@c9s
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c9s commented May 7, 2021

you can merge this PR when you think it's ready

@narumiruna
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narumiruna commented May 7, 2021

you can merge this PR when you think it's ready

I don't have write access to this repo.

@narumiruna narumiruna merged commit 5c80cf4 into c9s:main May 7, 2021
@narumiruna narumiruna deleted the feature/add-vwap-indicator branch April 12, 2022 09:24
@narumiruna narumiruna restored the feature/add-vwap-indicator branch April 12, 2022 09:26
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2 participants