VWAP with custom date column

[melardev]

Hi, pandas TA's VWAP needs the date information in the dataframe to compute the VWAP in daily intervals, so it takes it from the index, it assumes the index is of type datetime index, would not it be more convenient if we can also specify a date column to be used instead? We may have a dataframe indexed with integers, and with a column named "Date", we may use that instead to do the daily splitting.
What do you think? Any easy solution?

[twopirllc]

Hello @melardev,

would not it be more convenient if we can also specify a date column to be used instead? What do you think? Any easy solution?

Sure. I can see the reasoning behind it. I guess I incorrectly assumed that many are using the DataFrame index as the "Date".

Off the top of my head, I am not sure how easy it is to make it optional at this point.

As far as an estimated time frame of when this can be implemented is unknown. 😑 Hopefully someone has done it or is looking to submit a PR to make this an option. 😎

Kind Regards,
KJ

[luisbarrancos]

If you don't need the index with integers, you can convert your date column to datetime and set the dataframe index to it.

# Converting date column to datetime
df['date'] = pd.to_datetime(df['date'])
# Resetting the index
df.set_index('date', inplace=True)

If you need those integers as some form of index, you could create an "ndx" column i suppose. It all depends on your application.