# Anchored VWAP

`D07-F05-A09` · Technical Indicators → Volume Indicators · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/volume-indicators/anchored-vwap/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { anchoredVwap } from "fintech-algorithms/technical-indicators/volume-indicators/anchored-vwap";
```

## Signature

```ts
anchoredVwap(input)
```

Accumulates typical price times volume divided by cumulative volume from a chosen anchor bar onward, with no session reset.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `bars` needs `timestamp`, `high`, `low`, `close` and `volume`. From `parameters` this topic reads `anchor_index` (default 0, an integer of at least 0). |

## Returns

`TopicResult`

`series` holds a single `value`, and `latest` its last element. Bars before `anchor_index` are null; from the anchor onward the running sums never reset, so the value is one continuous VWAP over the tail of the input. The warm-up is the anchor itself.

## Warm-up

The first ``anchor_index` bars (0 by default)` positions are `null`. `ready_at` equals `anchor_index` unless the anchor bar's volume is 0, in which case the first non-null value comes later.

## Errors

- When `anchor_index` is not an integer of at least 0 — throws Error
- When a bar carries a negative `volume` — throws Error
- When a bar's `open`, `high`, `low`, `close` or `volume` is not a finite number — throws Error

## Complexity

Time `O(n)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
{
  "bars": [
    {
      "timestamp": "2024-01-02",
      "basis": "synthetic-unadjusted",
      "open": 100,
      "high": 101.45,
      "low": 98.695,
      "close": 100,
      "volume": 750000,
      "benchmark": 200
    },
    {
      "timestamp": "2024-01-03",
      "basis": "synthetic-unadjusted",
      "open": 101.49111452,
      "high": 103.38381693,
      "low": 100.05480022,
      "close": 101.78791214,
      "volume": 795117,
      "benchmark": 200.56326135
    },
    {
      "timestamp": "2024-01-04",
      "basis": "synthetic-unadjusted",
      "open": 102.45519048,
      "high": 104.6701838,
      "low": 100.91147007,
      "close": 102.9549389,
      "volume": 840234,
      "benchmark": 201.11020913
    }
  ],
  "parameters": {}
}
```

### Call

```ts
anchoredVwap(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "topic_id": "D07-F05-A09",
  "title": "Anchored VWAP",
  "state": "calculated",
  "ready": true,
  "ready_at": 0,
  "series": {
    "value": [
      100.04833333333333,
      100.9199847626376,
      101.59825364331219,
      102.00754238903198,
      102.17243298396093,
      102.19159618167922
    ]
  },
  "latest": {
    "value": 102.78490100053703
  },
  "parameters": {},
  "diagnostics": {
    "causal": true,
    "input_count": 96
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/volume-indicators/anchored-vwap/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/volume-indicators/anchored-vwap/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt