amor71 / LiuAlgoTrader

Framework for algorithmic trading

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anchor vwap: calculation & analytics

amor71 opened this issue · comments

Is your feature request related to a problem? Please describe.
extend liu framework with anchor-vwap calculation & visualization

Describe the solution you'd like

  • extend vwap module in fincalcs to support anchored vwap
  • revisit visualization to support anchored vwap in a notebook

Additional context

  • explore better visualizations for stock charts in Jupiter Notebooks

release as part of 0.0.76