VWAP implementation is of MWAP not VWAP

[twowheelsoul]

Hi ,
First of all, Thank you for putting such a effort to implement TA lib.

Issue:
Approach to calculate VWAP is of MWAP i.e.. average price over a period of time.
VWAP needs to be calculated for intraday only and its period should be 1 for first intraday candle, 2 for 2nd intraday candle n so on.

[lit26]

#262 similar issue.