missing logic for VWAP

[iSkywalker168]

thank you for the great project. valuable for online trading.
I found one issue, could you please fix it?
vwap from pandas_ta will reset volume for each day(can pass in as parameter, timeframe can be month, week, hour or other timeframe), but Hexital vwap won't.

DOGEFDUSD5m`pandas_ta.zip

and here is the code to reproduce it(please download the attachment)

import pandas as pd
import pandas_ta as pta
from dataclasses import dataclass
import talib
from datetime import timedelta
import hexital
import math
import json
import pickle
import copy
from talipp.indicator_util import composite_to_lists
import talipp.indicators
from talipp.ohlcv import OHLCVFactory, OHLCV

pd.options.display.max_columns = None
pd.options.display.max_rows = None
pd.options.display.width = None
pd.options.display.precision = 10
pd.options.display.unicode.east_asian_width = True


with open(r"DOGE`FDUSD`5m`pandas_ta.zip", "rb") as file:
    df = pickle.load(file)

df.rename(columns={"OpenTime": "timestamp"}, inplace=True)
df.columns = df.columns.str.lower()
ohlcv_dicts = df.to_dict(orient="records")

# necessary to set index as datetime for pandas_ta
df["timestamp"] = pd.to_datetime(df["timestamp"])
df.set_index("timestamp", inplace=True)

# Convert the columns to NumPy arrays
open = df["open"].to_numpy()
high = df["high"].to_numpy()
low = df["low"].to_numpy()
close = df["close"].to_numpy()
volume = df["volume"].to_numpy()

len = 16
decimal_places = 10

pta_atr = pta.atr(df.high, df.low, df.close, length=len).round(decimal_places).to_list()
pta_vwap = pta.vwap(df.high, df.low, df.close, df.volume).round(decimal_places).to_list()
pta_rsi = pta.rsi(df.close, len).round(decimal_places).to_list()
pta_sma = pta.sma(df.close, len).round(decimal_places).to_list()
pta_ema = pta.ema(df.close, len).round(decimal_places).to_list()
pta_wma = pta.wma(df.close, len).round(decimal_places).to_list()
pta_rma = pta.rma(df.close, len).round(decimal_places).to_list()
pta_dema = pta.dema(df.close, len).round(decimal_places).to_list()
pta_vwma = pta.vwma(df.close, df.volume, len).round(decimal_places).to_list()

pta_adx = pta.adx(df.high, df.low, df.close, len)
pta_adx = pta_adx.round(decimal_places)

pta_bbands = pta.bbands(df.close, length=len, std=2.0)
pta_bbands = pta_bbands.round(decimal_places)


talipp_sma = talipp.indicators.SMA(period=len)
talipp_ema = talipp.indicators.EMA(period=len)
talipp_wma = talipp.indicators.WMA(period=len)
talipp_dema = talipp.indicators.DEMA(period=len)
talipp_vwap = talipp.indicators.VWAP()

for index, ohlcv_dict in enumerate(ohlcv_dicts):
    candle = hexital.Candle.from_dict(ohlcv_dict)
    print(f"checking {index}~")

    ohlcv = OHLCV(ohlcv_dict['open'], ohlcv_dict['high'], ohlcv_dict['low'], ohlcv_dict['close'], ohlcv_dict['volume'], ohlcv_dict['timestamp'])
    talipp_vwap.add(ohlcv)
    if talipp_vwap[-1] is not None:
        # the following assert will be triggered
        assert math.isclose(talipp_vwap[-1], pta_vwap[index], abs_tol=1e-9)