i_ <dZddlmZddlmZmZddlZddZddZy) u= Intraday VWAP (cumulative from UTC midnight) — port fedele da V15. Falls back to "VWAP over the whole DataFrame" when: - no timestamp column / DatetimeIndex available - fewer than 3 bars since UTC midnight (session just started) Returns (vwap, deviation_pct) where deviation_pct = (close - vwap)/vwap * 100. ) annotations)datetimetimezoneNcd|jvrdnd}||jvs |jry|d|dz|dzdz }|||zj}||j}t|jd|jdd zz }t|djd}||z |d zz d z}t |d t |dfS) z5Fallback: VWAP over the whole DF (no session filter).volume tick_volumer highlowclose& .>d)columnsemptycumsumfloatilocround)dfvol_coltypical cum_tp_volcum_volvwap last_close deviation_pcts //home/work/apex_v16/analysis/indicators/vwap.py _vwap_simpler"s"bjj0hmGbjj BHH&zBuI%7 3q8GBwK'//1Jk  "G $ R(84(?@ ADr'{''+,J$&4$;7#=M q>52 22c|jryd}dD]}||jvs|}n|Qt|jtj r"|j }|j|d<d}n t|Stjtjjdddd}|j }tjjj||s t j ||d||<n:||j$j&!||j$j)d ||<||||k\j }t+|d kr t|Sd |jvrd nd }||jvr t|S|d |dz|dzd z }|||zj-}||j-} t/|j0d| j0ddzz } t/|dj0d} | | z | dzz dz} t3| dt3| d fS#t"$rt|cYSwxYw)a  Cumulative VWAP from UTC midnight of the current day. Args: df5: M5 OHLCV DataFrame with `time`/`timestamp`/`datetime` column OR a DatetimeIndex; volume column required. Returns: (vwap, deviation_pct). (0.0, 0.0) if computation impossible. r N) timestamptimer_tsr)hourminutesecond microsecondT)utcUTCrrrr r r rrrr)rr isinstanceindexpd DatetimeIndexcopyr"rnowrr,replaceapitypesis_datetime64_any_dtype to_datetime Exceptiondttz tz_localizelenrrrr) df5ts_colcr today_startdf_todayrrrrrrr s r!calc_vwap_intradayrC sS yy F .  F  ~ cii!1!1 2BBuIF$ $,,x||,44 q5K B 66<< / /6 ; %6 =BvJ f:==   #F2259BvJ"V* +,113H 8}qC  "h&6&66hMGh&&&C  (5/1HW4EEJGHW--557Jw&&(G $ R(84(?@ ADx(--b12J$&4$;7#=M q>52 22) %$ $ %s/I I$#I$)r pd.DataFramereturntuple[float, float])r>rDrErF) __doc__ __future__rrrpandasr0r"rCr#r!rKs#' 383r#