VWAP（Volume-Weighted Average Price，成交量加权平均价格）是一个非常重要的经济学量，它代表着金融资产的“平均”价格。某个价格的成交量越高，该价格所占的权重就越大。VWAP就是以成交量为权重计算出来的加权平均值，常用于算法交易。
计算成交量加权平均价格实例：
from numpy import *
price,weights=loadtxt('data.csv',delimiter=',',usecols=(6,7),unpack=True)
print(price)
print(weights)
vwap = average(price,weights = weights)
print('vwap','=',vwap)输出结果：
[ 336.1 339.32 345.03 344.32 343.44 346.5 351.88 355.2 358.16 354.54 356.85 359.18 359.9 363.13 358.3 350.56 338.61 342.62 342.88 348.16 353.21 349.31 352.12 359.56 360. 355.36 355.76 352.47 346.67 351.99] [ 21144800. 13473000. 15236800. 9242600. 14064100. 11494200. 17322100. 13608500. 17240800. 33162400. 13127500. 11086200. 10149000. 17184100. 18949000. 29144500. 31162200. 23994700. 17853500. 13572000. 14395400. 16290300. 21521000. 17885200. 16188000. 19504300. 12718000. 16192700. 18138800. 16824200.] vwap = 350.589549353
算数平均值实例：
from numpy import *
price,weights=loadtxt('data.csv',delimiter=',',usecols=(6,7),unpack=True)
vwap = average(price,weights = weights)
m = mean(price)
print('vwap','=',vwap)
print('mean','=',m)
a = arange(100)
m = mean(a)
print(m)输出结果：
vwap = 350.589549353 mean = 351.037666667 49.5
data.csv文件内容如下：
AAPL,28-01-2016, ,344.17,344.4,333.53,336.1,21144800
AAPL,31-01-2016, ,335.8,340.04,334.3,339.32,13473000
AAPL,01-02-2016, ,341.3,345.65,340.98,345.03,15236800
AAPL,02-02-2016, ,344.45,345.25,343.55,344.32,9242600
AAPL,03-02-2016, ,343.8,344.24,338.55,343.44,14064100
AAPL,04-02-2016, ,343.61,346.7,343.51,346.5,11494200
AAPL,07-05-2016, ,347.89,353.25,347.64,351.88,17322100
AAPL,08-02-2016, ,353.68,355.52,352.15,355.2,13608500
AAPL,09-03-2016, ,355.19,359,354.87,358.16,17240800
AAPL,10-02-2016, ,357.39,360,348,354.54,33162400
AAPL,11-02-2016, ,354.75,357.8,353.54,356.85,13127500
AAPL,14-02-2016, ,356.79,359.48,356.71,359.18,11086200
AAPL,15-02-2016, ,359.19,359.97,357.55,359.9,10149000
AAPL,16-02-2016, ,360.8,364.9,360.5,363.13,17184100
AAPL,17-02-2016, ,357.1,360.27,356.52,358.3,18949000
AAPL,18-02-2016, ,358.21,359.5,349.52,350.56,29144500
AAPL,22-02-2016, ,342.05,345.4,337.72,338.61,31162200
AAPL,23-02-2016, ,338.77,344.64,338.61,342.62,23994700
AAPL,24-02-2016, ,344.02,345.15,338.37,342.88,17853500
AAPL,25-02-2016, ,345.29,348.43,344.8,348.16,13572000
AAPL,28-02-2016, ,351.21,355.05,351.12,353.21,14395400
AAPL,01-03-2016, ,355.47,355.72,347.68,349.31,16290300
AAPL,02-03-2016, ,349.96,354.35,348.4,352.12,21521000
AAPL,03-03-2016, ,357.2,359.79,355.92,359.56,17885200
AAPL,04-03-2016, ,360.07,360.29,357.75,360,16188000
AAPL,07-03-2016, ,361.11,361.67,351.31,355.36,19504300
AAPL,08-03-2016, ,354.91,357.4,352.25,355.76,12718000
AAPL,09-03-2016, ,354.69,354.76,350.6,352.47,16192700
AAPL,10-03-2016, ,349.69,349.77,344.9,346.67,18138800
AAPL,11-03-2016, ,345.4,352.32,345,351.99,16824200
注：
AAPL,31-01-2016, ,335.8,340.04,334.3,339.32,13473000
AAPL,01-02-2016, ,341.3,345.65,340.98,345.03,15236800
AAPL,02-02-2016, ,344.45,345.25,343.55,344.32,9242600
AAPL,03-02-2016, ,343.8,344.24,338.55,343.44,14064100
AAPL,04-02-2016, ,343.61,346.7,343.51,346.5,11494200
AAPL,07-05-2016, ,347.89,353.25,347.64,351.88,17322100
AAPL,08-02-2016, ,353.68,355.52,352.15,355.2,13608500
AAPL,09-03-2016, ,355.19,359,354.87,358.16,17240800
AAPL,10-02-2016, ,357.39,360,348,354.54,33162400
AAPL,11-02-2016, ,354.75,357.8,353.54,356.85,13127500
AAPL,14-02-2016, ,356.79,359.48,356.71,359.18,11086200
AAPL,15-02-2016, ,359.19,359.97,357.55,359.9,10149000
AAPL,16-02-2016, ,360.8,364.9,360.5,363.13,17184100
AAPL,17-02-2016, ,357.1,360.27,356.52,358.3,18949000
AAPL,18-02-2016, ,358.21,359.5,349.52,350.56,29144500
AAPL,22-02-2016, ,342.05,345.4,337.72,338.61,31162200
AAPL,23-02-2016, ,338.77,344.64,338.61,342.62,23994700
AAPL,24-02-2016, ,344.02,345.15,338.37,342.88,17853500
AAPL,25-02-2016, ,345.29,348.43,344.8,348.16,13572000
AAPL,28-02-2016, ,351.21,355.05,351.12,353.21,14395400
AAPL,01-03-2016, ,355.47,355.72,347.68,349.31,16290300
AAPL,02-03-2016, ,349.96,354.35,348.4,352.12,21521000
AAPL,03-03-2016, ,357.2,359.79,355.92,359.56,17885200
AAPL,04-03-2016, ,360.07,360.29,357.75,360,16188000
AAPL,07-03-2016, ,361.11,361.67,351.31,355.36,19504300
AAPL,08-03-2016, ,354.91,357.4,352.25,355.76,12718000
AAPL,09-03-2016, ,354.69,354.76,350.6,352.47,16192700
AAPL,10-03-2016, ,349.69,349.77,344.9,346.67,18138800
AAPL,11-03-2016, ,345.4,352.32,345,351.99,16824200
注：
第一列为股票代码以表示股票（苹果公司股票代码为AAPL）
第二列为dd-mm-yyyy格式的日期
第二列为dd-mm-yyyy格式的日期
第三列为空
第四列为开盘价
第五列为最高价
第六列为最低价
第七列为收盘价
第八列为成交量
第四列为开盘价
第五列为最高价
第六列为最低价
第七列为收盘价
第八列为成交量