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Chapter 3. Get into Terms with Commonly ... > Time for action calculating volume w...
Time for action calculating volume weighted average price
These are the actions that we will take:
Read the data into arrays.
Calculate VWAP:
import numpy c,v=numpy.loadtxt('data.csv', delimiter=',', usecols=(6,7), unpack=True) vwap = numpy.average(c, weights=v) print "VWAP =", vwap The output is VWAP = 350.589549353
