# forge.ta.vwap

```python
forge.ta.vwap(source: ArrayLike, volume: ArrayLike, time_open: ArrayLike, anchor: str = 'session', anchor_time: str = '', band_mult: float = 1.0, day_boundary: str = '17:00 America/New_York') -> dict[str, np.ndarray]
```

Volume-weighted average price from each anchor, with bands at its weighted deviation.

``anchor`` starts the sums again at each trading day (``session``, from ``day_boundary``), week
or month, or once at ``anchor_time`` (``time``, written 2024-03-01 13:00 in UTC), with no value
before it. A missing bar starts the sums again. The bands are ``band_mult`` times the
volume-weighted standard deviation. No value while the volume so far is 0.

Since Forge API 1.

## Class forge.ta.VWAP

```python
forge.ta.VWAP(**inputs: Any) -> None
```

The average price weighted by volume since the session, week, month or a chosen time.

VWAP = the running sum of volume * source over the running sum of volume, from each anchor

upper and lower = VWAP plus and minus band_mult * the volume-weighted standard deviation

A session starts at the day boundary. On forex the volume is tick volume. To anchor at a bar found in code, call it on the data from that bar.

Since Forge API 1.