@pond-ts/financial API Reference
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    Interface VwapOptions<S, Output>

    interface VwapOptions<S extends SeriesSchema, Output extends string> {
        close?: NumericColumnNameForSchema<S>;
        high?: NumericColumnNameForSchema<S>;
        low?: NumericColumnNameForSchema<S>;
        output?: Output;
        period: number;
        volume?: NumericColumnNameForSchema<S>;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    close? high? low? output? period volume?

    Properties

    close?: NumericColumnNameForSchema<S>

    Close column. Default 'close'.

    high?: NumericColumnNameForSchema<S>

    High column. Default 'high'.

    low?: NumericColumnNameForSchema<S>

    Low column. Default 'low'.

    output?: Output

    Name of the appended column. Default 'vwap'.

    period: number

    Window in bars. Required — VWAP has no conventional length.

    volume?: NumericColumnNameForSchema<S>

    Volume column. Default 'volume'.

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