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fn_registry/python/functions/finance/vwap.md
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-14 00:28:20 +02:00

1.1 KiB

name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, params, output, tested, tests, test_file_path, file_path
name kind lang domain version purity signature description tags uses_functions uses_types returns returns_optional error_type imports params output tested tests test_file_path file_path
vwap function py finance 1.0.0 pure def vwap(prices: list, volumes: list) -> float Calcula el Volume-Weighted Average Price (VWAP).
finance
vwap
volume
indicator
python
pendiente-usar
false
name desc
prices lista de precios de transaccion (ej: [100.0, 101.0, 102.0]). Debe tener misma longitud que volumes.
name desc
volumes lista de volumenes de transaccion (ej: [1000, 1500, 1200]). Debe tener misma longitud que prices.
VWAP en forma decimal (ej: 101.0888). Precio promedio ponderado por volumen acumulado. false
python/functions/finance/finance.py

Ejemplo

prices = [100.0, 101.0, 102.0, 101.5]
volumes = [1000, 1500, 1200, 800]
result = vwap(prices, volumes)
# 101.0888...

Notas

Formula: sum(price_i * volume_i) / sum(volume_i). Retorna 0.0 si las listas estan vacias, tienen distinto tamanio, o el volumen total es cero.