code: def __init__(self, feed, instrument, vwapWindowSize, threshold):
      super(VWAPMomentum, self).__init__(feed)
      self.__instrument = instrument
      self.__vwap = vwap.VWAP(feed[instrument], vwapWindowSize)
      self.__threshold = threshold
  
file_path: pyalgotrade/samples/vwap_momentum.py
imports: from __future__ import print_function
  from pyalgotrade import strategy
  from pyalgotrade import plotter
  from pyalgotrade.tools import quandl
  from pyalgotrade.technical import vwap
  from pyalgotrade.stratanalyzer import sharpe
label_desc: Use image node_id 1 to create a new VWAPMomentum object from inherited base classes: strategy with example: obj = VWAPMomentum(feed, instrument, vwapWindowSize, threshold)