sthoooon
2/8/2016 - 5:47 PM
Calculate Time-Weighted Average Price: Weights on More Recent Price
Calculate Time-Weighted Average Price: Weights on More Recent Price
t = np.arange(len(c))
print "TWAP =", np.average(c, weights=t)Calculate Time-Weighted Average Price: Weights on More Recent Price
t = np.arange(len(c))
print "TWAP =", np.average(c, weights=t)