python numpy average加权平均值原理

加权平均值

c = np.random.randint(0, 100, size=23)

t = np.arange(23)

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

加权平均值的原理计算

tsum = t.sum()

sum = 0

for i in range(len(c)):

    sum += c[i]*t[i]/tsum

print("twap",sum)