class_docstr: Volume Weighted Average Price (VWAP)
  
  VWAP equals the dollar value of all trading periods divided
  by the total trading volume for the current day.
  The calculation starts when trading opens and ends when it closes.
  Because it is good for the current trading day only,
  intraday periods and data are used in the calculation.
  
  https://school.stockcharts.com/doku.php?id=technical_indicators:vwap_intraday
  
  Args:
      high(pandas.Series): dataset 'High' column.
      low(pandas.Series): dataset 'Low' column.
      close(pandas.Series): dataset 'Close' column.
      volume(pandas.Series): dataset 'Volume' column.
      window(int): n period.
      fillna(bool): if True, fill nan values.
  
  Returns:
      pandas.Series: New feature generated.
code: def __init__(
      self,
      high: pd.Series,
      low: pd.Series,
      close: pd.Series,
      volume: pd.Series,
      window: int = 14,
      fillna: bool = False,
  ):
      self._high = high
      self._low = low
      self._close = close
      self._volume = volume
      self._window = window
      self._fillna = fillna
      self._run()
  
imports: import typing
  import numpy
  import pandas
  from ta.utils import IndicatorMixin, _ema
label_desc: Use image node_id 1 to create a new VolumeWeightedAveragePrice object from inherited base classes: IndicatorMixin with example: obj = VolumeWeightedAveragePrice(high, low, close, volume, window, fillna)