Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

+VWAP bars data from alpaca api. Updated tests to include it. #77

Closed
wants to merge 1 commit into from
Closed

+VWAP bars data from alpaca api. Updated tests to include it. #77

wants to merge 1 commit into from

Conversation

BotezanTechnologic
Copy link
Contributor

Hello d-e-s-o,

Thank you for building this package.

Recently ported over some functionality from Python into Rust and noticed that your api v2 function for the bars data did not include the returned vwap datapoint so I added it and updated the tests to include it.

✌️

@d-e-s-o
Copy link
Owner

d-e-s-o commented Mar 21, 2024

Thanks for the pull request. Could we name the new member a bit more expressively, though? Perhaps average_price would be more telling?

Please also fix the formatting issues so that we don't break CI.

@fabrizio8
Copy link

fabrizio8 commented Mar 23, 2024

I don't think average_price would be the best name, as 'vwap' is short for "volume weighted average price".
vwap is a common acronym in this space.
Thanks for the PR @BotezanTechnologic. I just noticed this was missing and was glad to see a PR already addressing it.

https://docs.alpaca.markets/reference/stockbars-1

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

3 participants