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#!/usr/bin/python3

# -*- coding: utf-8 -*-

# Author: xurongzhong#126.com 技术支持qq群：630011153

# CreateDate: 2018-04-17

import numpy as np

# unpack 参数设置为 True ，意思是分拆存储不同列的数据，即分别将收

# 盘价和成交量的数组赋值给变量 c 和 v 。

c,v=np.loadtxt('data.csv', delimiter=',', usecols=(6,7), unpack=True)

vwap = np.average(c, weights=v)

print("VWAP =", vwap)

print("mean =", np.mean(c))

# 计算TWAP

t = np.arange(len(c))

print("twap =", np.average(c, weights=t))