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vwap

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Calculate the Volume-Weighted Average Price (VWAP)

github.com/miguelmota/vwap

miguelmota/vwap

19 lines (16 loc) • 687 B
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const test = require('tape') const vwap = require('../') test('vwap', t => { t.plan(11) t.equal(vwap(), 0) t.equal(vwap([]), 0) t.equal(vwap({}), 0) t.equal(vwap(function(){}), 0) t.equal(vwap(123), 0) t.equal(vwap([2.5, 268], [7.5, 269]), 268.75) t.equal(vwap([2.5, 268], [7.5, -10]), 59.5) t.equal(vwap([3117300, 0.044150], [1941480, 0.044150], [17903, 0.043834], [6427, 0.043819]).toFixed(5), '0.04415') t.equal(vwap([[3117300, 0.044150], [1941480, 0.044150], [17903, 0.043834], [6427, 0.043819]]).toFixed(5), '0.04415') t.equal(vwap([[5, 10], [15, 8], [10, 11]]).toFixed(5), '9.33333') t.equal(vwap([[5, 10], [13, 8.5], [10, 11]]).toFixed(5), '9.66071') })