Cacher is the code snippet organizer for pro developers

import pandas as pd


def cumulative_intraday_volume(volume_series):
  """Calculate the average of intraday cumulative volume by time of day.
  
  Params
  ------
  volume_series: pd.Series
  
  Returns
  -------
  volume_cum_daily: pd.Series
    Average Cumulative Volume grouped by time of day.
  """
  volume_cum_daily = volume_series.groupby(volume_series.index.date).cumsum(axis=0)
  volume_cum_daily.index = volume_series.index.tz_convert('US/Eastern')
  return volume_cum_daily