Merge pull request #158 from PatrickAlphaVantage/develop

Added VWAP

alpha_vantage/techindicators.py

@@ -163,6 +163,20 @@ def get_mama(self, symbol, interval='daily', series_type='close',
         _FUNCTION_KEY = "MAMA"
         return _FUNCTION_KEY, 'Technical Analysis: MAMA', 'Meta Data'
 
+    @av._output_format
+    @av._call_api_on_func
+    def get_vwap(self, symbol, interval='5min'):
+        """ Returns the volume weighted average price (VWAP) for intraday time series.
+
+        Keyword Arguments:
+            symbol:  the symbol for the equity we want to get its data
+            interval:  time interval between two conscutive values,
+                supported values are '1min', '5min', '15min', '30min', '60min' 
+                (default 5min)
+        """
+        _FUNCTION_KEY = "VWAP"
+        return _FUNCTION_KEY, 'Technical Analysis: VWAP', 'Meta Data'
+
     @av._output_format
     @av._call_api_on_func
     def get_t3(self, symbol, interval='daily', time_period=20, series_type='close'):

docs/conf.py

@@ -55,9 +55,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'2.1.0'
+version = u'2.1.1'
 # The full version, including alpha/beta/rc tags.
-release = u'2.1.0'
+release = u'2.1.1'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
@@ -153,6 +153,6 @@
      'Miscellaneous'),
 ]
 
-#-- Napoleon options
+# -- Napoleon options
 
 napoleon_include_private_with_doc = True

setup.py

@@ -11,7 +11,7 @@
 
 setup(
     name='alpha_vantage',
-    version='2.1.0',
+    version='2.1.1',
     author='Romel J. Torres',
     author_email='romel.torres@gmail.com',
     license='MIT',