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VAMA Issues? #130

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BigDaddyBastonkadonkz opened this issue Apr 15, 2022 · 0 comments
Open

VAMA Issues? #130

BigDaddyBastonkadonkz opened this issue Apr 15, 2022 · 0 comments

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@BigDaddyBastonkadonkz
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When using VAMA for 'x' periods, the average doesn't appear until 2 x 'x' periods have passed.

Ex. VAMA is merged with OHLC and the periods value is set to 50, MA data doesn't show up until row 99

ticker  timestamp   open     high      low   close     volume     vama50

0 AAWW 2011-01-03 56.42 57.0900 55.7900 55.860 250482.0 NaN
1 AAWW 2011-01-04 56.00 56.0000 53.4400 53.950 217936.0 NaN
2 AAWW 2011-01-05 53.90 54.4999 53.5400 53.970 233455.0 NaN
3 AAWW 2011-01-06 53.96 54.2300 53.2100 53.210 180882.0 NaN
4 AAWW 2011-01-07 53.30 53.5300 50.4800 52.890 878998.0 NaN
5 AAWW 2011-01-10 52.71 53.2100 51.6100 51.950 460816.0 NaN
6 AAWW 2011-01-11 51.95 52.9000 51.5000 51.970 225537.0 NaN
7 AAWW 2011-01-12 52.40 52.9600 52.0500 52.120 275923.0 NaN
8 AAWW 2011-01-13 52.01 52.2400 51.1000 51.500 429052.0 NaN
9 AAWW 2011-01-14 51.30 51.9200 50.9200 51.520 410293.0 NaN
10 AAWW 2011-01-18 51.20 51.6200 50.8200 50.990 260334.0 NaN
11 AAWW 2011-01-19 50.86 51.1500 49.7700 50.070 381814.0 NaN
12 AAWW 2011-01-20 49.94 53.6400 49.9400 51.070 464625.0 NaN
13 AAWW 2011-01-21 51.39 51.7575 50.2000 50.760 228706.0 NaN
14 AAWW 2011-01-24 50.90 52.4400 50.7600 51.970 233905.0 NaN
15 AAWW 2011-01-25 51.82 51.9900 51.0000 51.580 193316.0 NaN
16 AAWW 2011-01-26 51.80 54.4600 51.8000 53.540 388650.0 NaN
17 AAWW 2011-01-27 53.64 53.7800 52.9600 53.140 232715.0 NaN
18 AAWW 2011-01-28 53.03 53.2200 50.5100 50.550 230310.0 NaN
19 AAWW 2011-01-31 50.68 51.0100 49.7900 50.810 197588.0 NaN
20 AAWW 2011-02-01 51.40 54.2300 51.4000 53.920 301654.0 NaN
21 AAWW 2011-02-02 53.50 54.2200 52.7301 52.780 174943.0 NaN
22 AAWW 2011-02-03 52.44 54.3400 52.4400 53.620 174714.0 NaN
23 AAWW 2011-02-04 53.58 54.4800 53.4600 53.490 266042.0 NaN
24 AAWW 2011-02-07 53.82 55.0400 53.5900 54.100 107566.0 NaN
25 AAWW 2011-02-08 54.01 54.6500 53.3200 54.220 127963.0 NaN
26 AAWW 2011-02-09 53.93 54.2500 53.2200 53.820 121059.0 NaN
27 AAWW 2011-02-10 53.21 54.8000 52.7500 54.530 139654.0 NaN
28 AAWW 2011-02-11 54.73 56.4700 54.7000 56.450 407284.0 NaN
29 AAWW 2011-02-14 60.48 66.8800 59.8000 63.770 1521914.0 NaN
30 AAWW 2011-02-15 64.00 68.4500 63.7900 68.430 1153665.0 NaN
31 AAWW 2011-02-16 68.01 70.0000 68.0100 69.400 778724.0 NaN
32 AAWW 2011-02-17 69.17 71.2400 69.0000 71.070 341801.0 NaN
33 AAWW 2011-02-18 71.00 73.1900 70.8000 72.260 587041.0 NaN
34 AAWW 2011-02-22 70.93 71.6800 69.3400 69.360 545901.0 NaN
35 AAWW 2011-02-23 68.54 69.3600 64.6300 66.980 466318.0 NaN
36 AAWW 2011-02-24 66.87 68.0700 65.9100 67.960 283164.0 NaN
37 AAWW 2011-02-25 67.94 68.7900 66.9410 68.190 239011.0 NaN
38 AAWW 2011-02-28 68.34 68.3500 67.2500 68.280 284275.0 NaN
39 AAWW 2011-03-01 68.65 68.7600 67.0400 67.430 289047.0 NaN
40 AAWW 2011-03-02 67.17 68.7200 66.6090 67.880 249609.0 NaN
41 AAWW 2011-03-03 68.33 70.0000 68.3100 69.840 205738.0 NaN
42 AAWW 2011-03-04 69.74 69.7400 67.2800 67.940 160877.0 NaN
43 AAWW 2011-03-07 68.18 68.1800 65.6650 67.000 209896.0 NaN
44 AAWW 2011-03-08 66.93 69.1200 65.8700 68.850 178668.0 NaN
45 AAWW 2011-03-09 68.87 69.3500 66.8600 67.820 195902.0 NaN
46 AAWW 2011-03-10 66.61 67.3050 65.3700 65.480 284765.0 NaN
47 AAWW 2011-03-11 65.40 65.9500 64.1100 65.100 191970.0 NaN
48 AAWW 2011-03-14 64.51 65.7000 64.0000 64.180 201079.0 NaN
49 AAWW 2011-03-15 62.58 63.8500 61.4900 63.290 291966.0 NaN
50 AAWW 2011-03-16 62.96 63.2250 61.6300 61.670 198811.0 NaN
51 AAWW 2011-03-17 63.44 64.9600 62.5300 63.310 362542.0 NaN
52 AAWW 2011-03-18 64.42 66.1300 64.0850 64.940 416276.0 NaN
53 AAWW 2011-03-21 65.89 67.8700 65.4700 67.080 281223.0 NaN
54 AAWW 2011-03-22 67.15 67.4400 64.9500 66.230 520671.0 NaN
55 AAWW 2011-03-23 66.21 67.4600 65.8200 67.250 234836.0 NaN
56 AAWW 2011-03-24 67.60 68.3800 66.9012 67.930 184111.0 NaN
57 AAWW 2011-03-25 68.42 69.5200 67.5900 68.940 211872.0 NaN
58 AAWW 2011-03-28 68.58 69.0200 67.8800 68.080 217268.0 NaN
59 AAWW 2011-03-29 67.98 68.3600 67.5800 68.220 133061.0 NaN
60 AAWW 2011-03-30 68.69 69.3500 68.0900 69.280 81869.0 NaN
61 AAWW 2011-03-31 68.93 69.8800 68.6200 69.720 168068.0 NaN
62 AAWW 2011-04-01 70.00 70.0000 67.5600 68.900 222983.0 NaN
63 AAWW 2011-04-04 69.00 69.0784 67.5507 67.720 195077.0 NaN
64 AAWW 2011-04-05 67.46 68.4900 67.1900 67.780 135415.0 NaN
65 AAWW 2011-04-06 68.18 68.2800 67.4000 67.670 72680.0 NaN
66 AAWW 2011-04-07 67.50 67.8400 66.0300 66.480 217313.0 NaN
67 AAWW 2011-04-08 66.97 66.9700 65.1600 65.670 136135.0 NaN
68 AAWW 2011-04-11 65.72 66.5000 64.3600 64.590 105707.0 NaN
69 AAWW 2011-04-12 64.23 64.7300 63.3721 64.150 380797.0 NaN
70 AAWW 2011-04-13 64.64 65.0700 62.3900 63.280 142037.0 NaN
71 AAWW 2011-04-14 62.85 64.5300 62.3800 64.320 215431.0 NaN
72 AAWW 2011-04-15 63.97 65.2050 63.8500 65.110 205071.0 NaN
73 AAWW 2011-04-18 64.14 64.1400 61.7900 63.080 272225.0 NaN
74 AAWW 2011-04-19 63.48 64.2800 60.8300 61.970 351371.0 NaN
75 AAWW 2011-04-20 63.45 63.7300 61.5400 61.930 359317.0 NaN
76 AAWW 2011-04-21 62.71 65.1700 62.0000 64.650 167208.0 NaN
77 AAWW 2011-04-22 62.71 65.1700 62.0000 64.650 167208.0 NaN
78 AAWW 2011-04-25 64.43 65.6700 63.6500 65.260 290126.0 NaN
79 AAWW 2011-04-26 65.38 68.3700 64.9200 67.340 274549.0 NaN
80 AAWW 2011-04-27 67.27 68.1000 65.4600 67.180 135414.0 NaN
81 AAWW 2011-04-28 66.83 68.0400 66.6100 67.750 97484.0 NaN
82 AAWW 2011-04-29 68.00 69.8700 67.4680 68.910 188897.0 NaN
83 AAWW 2011-05-02 69.42 69.6600 66.9600 68.870 193959.0 NaN
84 AAWW 2011-05-03 65.25 65.5300 62.3714 63.710 1523565.0 NaN
85 AAWW 2011-05-04 63.98 64.7400 62.1000 63.100 380172.0 NaN
86 AAWW 2011-05-05 63.98 64.7400 62.1000 63.100 380172.0 NaN
87 AAWW 2011-05-06 63.79 64.7700 63.7100 64.140 279825.0 NaN
88 AAWW 2011-05-09 64.26 64.2600 62.8900 63.420 390623.0 NaN
89 AAWW 2011-05-10 63.75 65.2400 63.6100 65.210 250555.0 NaN
90 AAWW 2011-05-11 64.85 65.4100 64.2001 65.210 243792.0 NaN
91 AAWW 2011-05-12 64.52 65.1200 63.7800 64.670 144966.0 NaN
92 AAWW 2011-05-13 64.90 65.4700 63.8200 64.770 219334.0 NaN
93 AAWW 2011-05-16 64.15 64.7700 62.3900 62.430 226573.0 NaN
94 AAWW 2011-05-17 62.06 62.1350 60.7300 61.410 184623.0 NaN
95 AAWW 2011-05-18 61.50 62.5100 60.7700 62.420 348219.0 NaN
96 AAWW 2011-05-19 62.92 64.5300 62.5000 64.360 203170.0 NaN
97 AAWW 2011-05-20 63.80 64.2600 63.5500 63.970 212646.0 NaN
98 AAWW 2011-05-23 62.84 63.7800 60.8700 61.390 206661.0 64.827385
99 AAWW 2011-05-24 61.59 61.5900 60.2500 60.610 119298.0 64.815625
100 AAWW 2011-05-25 60.61 61.2199 59.9100 60.520 153389.0 64.801616
101 AAWW 2011-05-26 60.21 61.2700 59.2400 60.910 108287.0 64.801178
102 AAWW 2011-05-27 61.29 61.4300 60.7200 61.320 65454.0 64.776985
103 AAWW 2011-05-31 62.08 63.4710 61.4600 63.290 219817.0 64.702128
104 AAWW 2011-06-01 63.01 63.3000 60.3200 60.330 312813.0 64.522823
105 AAWW 2011-06-02 60.87 61.7400 60.1900 61.460 186278.0 64.423926
106 AAWW 2011-06-03 60.07 60.3900 59.0600 59.310 214454.0 64.280076
107 AAWW 2011-06-06 59.33 60.7200 58.5500 58.690 124206.0 64.145179
108 AAWW 2011-06-07 59.29 59.2900 58.3600 58.370 165903.0 63.996618
109 AAWW 2011-06-08 57.98 58.9400 57.7500 58.050 235494.0 63.833340
110 AAWW 2011-06-09 58.67 58.8600 57.7500 57.800 118907.0 63.737747
111 AAWW 2011-06-10 57.30 57.7400 56.9900 57.140 170533.0 63.564074
112 AAWW 2011-06-13 57.53 58.2700 57.0000 57.140 87853.0 63.420941
113 AAWW 2011-06-14 57.65 58.2300 57.1000 57.680 223438.0 63.244719
114 AAWW 2011-06-15 56.87 57.6300 56.2800 56.390 208976.0 63.077368
115 AAWW 2011-06-16 56.39 57.3000 55.6600 56.380 141250.0 62.973372
116 AAWW 2011-06-17 56.86 57.3500 55.6500 56.300 330411.0 62.736948
117 AAWW 2011-06-20 56.00 56.9200 55.5500 56.350 168595.0 62.620115
118 AAWW 2011-06-21 56.77 58.4700 56.0100 58.400 172802.0 62.544530
119 AAWW 2011-06-22 58.20 60.7000 58.2000 59.280 181476.0 62.448103
120 AAWW 2011-06-23 58.28 58.5300 56.5700 58.340 194291.0 62.372537
121 AAWW 2011-06-24 58.40 59.1900 57.0500 57.340 139650.0 62.282537
122 AAWW 2011-06-27 57.22 59.0300 56.6100 58.910 118978.0 62.203562
123 AAWW 2011-06-28 59.14 59.7000 58.9000 59.600 100631.0 62.162188
124 AAWW 2011-06-29 59.72 59.8338 58.6400 59.010 73263.0 62.145703
125 AAWW 2011-06-30 59.21 60.0100 58.9280 59.510 79213.0 62.130994
126 AAWW 2011-07-01 59.45 61.2000 59.0400 60.830 96705.0 62.085839
127 AAWW 2011-07-05 60.83 61.1500 60.2700 60.600 133550.0 62.032877
128 AAWW 2011-07-06 60.59 61.3500 59.5300 61.230 114406.0 61.949265
129 AAWW 2011-07-07 61.92 63.9900 60.0600 63.710 190522.0 61.854345
130 AAWW 2011-07-08 62.46 63.5000 62.2800 63.230 125784.0 61.804209
131 AAWW 2011-07-11 62.31 63.2500 61.5700 61.890 281351.0 61.748784
132 AAWW 2011-07-12 61.42 61.7300 58.2000 58.860 402105.0 61.502527
133 AAWW 2011-07-13 59.01 59.0600 56.5500 57.790 342235.0 61.240205
134 AAWW 2011-07-14 58.03 59.8300 57.2500 57.630 159030.0 60.797592
135 AAWW 2011-07-15 57.79 58.1162 56.1400 56.590 239371.0 60.591607
136 AAWW 2011-07-18 56.42 56.7300 54.2300 54.320 204220.0 60.346238
137 AAWW 2011-07-19 54.72 55.3800 54.3300 55.090 168611.0 60.129774
138 AAWW 2011-07-20 55.15 55.2300 54.3500 54.570 129502.0 59.905769
139 AAWW 2011-07-21 54.78 55.4400 53.9600 54.420 286329.0 59.570437
140 AAWW 2011-07-22 54.48 56.7600 54.2500 56.110 258052.0 59.312388
141 AAWW 2011-07-25 55.48 57.1000 55.3060 56.220 135516.0 59.177789
142 AAWW 2011-07-26 56.15 56.4000 55.5200 56.070 151237.0 58.988862
143 AAWW 2011-07-27 55.54 55.8800 54.7700 54.980 186171.0 58.816289
144 AAWW 2011-07-28 55.24 55.6700 53.7600 53.870 289049.0 58.598460
145 AAWW 2011-07-29 53.29 53.7200 52.2000 52.390 313311.0 58.241398
146 AAWW 2011-08-01 52.96 52.9600 49.8600 50.530 561729.0 57.669403
147 AAWW 2011-08-02 50.75 55.5600 49.1500 51.200 1225403.0 56.861493
148 AAWW 2011-08-03 51.15 53.0000 49.5900 50.040 529559.0 56.493687
149 AAWW 2011-08-04 49.26 50.4539 45.5200 45.610 810325.0 55.873850
150 AAWW 2011-08-05 46.28 47.9900 41.9000 45.480 579232.0 55.446289
151 AAWW 2011-08-08 44.07 46.5000 42.2700 42.450 545059.0 55.014000
152 AAWW 2011-08-09 43.45 46.4600 41.5000 44.150 487155.0 54.697196
153 AAWW 2011-08-10 43.01 43.9500 40.5000 40.730 301910.0 54.333765
154 AAWW 2011-08-11 41.07 44.4800 40.6027 43.810 268719.0 54.030362
155 AAWW 2011-08-12 44.16 45.0100 42.9400 43.390 121339.0 53.845486
156 AAWW 2011-08-15 43.49 44.7200 43.2000 44.680 152435.0 53.672027
157 AAWW 2011-08-16 44.10 44.4500 43.0900 43.350 186382.0 53.517025
158 AAWW 2011-08-17 43.37 43.8100 42.8600 43.760 261633.0 53.313100
159 AAWW 2011-08-18 42.11 42.4400 40.5700 40.770 434248.0 52.953196
160 AAWW 2011-08-19 39.66 42.4000 39.6600 41.510 331962.0 52.719770
161 AAWW 2011-08-22 43.02 43.3200 40.9800 41.230 239756.0 52.526428
162 AAWW 2011-08-23 41.50 43.8400 40.9900 43.580 248974.0 52.381439

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