Function calculateVWAP

calculateVWAP(
    getValue: (index: number) => number,
    volumeData: number[] | Float64Array<ArrayBufferLike>,
    identifiers: number[],
    indexRange: { end: number; start: number },
    config: {
        bandType: "stddev" | "perc";
        bandValue?: number;
        candleInfo: DataTMetaData;
        sessionLength: ESpans | null;
    },
): CalculateVWAPResult
config.sessionLength set to 0 will treat the entire indexRange as the session. In this case, the returned startIndex will be identical to indexRange.start.

Uses an online algorithm for calculating the standard deviation (with good numerical stability) Source: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm
Parameters
- getValue: (index: number) => number
- volumeData: number[] | Float64Array<ArrayBufferLike>
- identifiers: number[]
- indexRange: { end: number; start: number }
- config: {
      bandType: "stddev" | "perc";
      bandValue?: number;
      candleInfo: DataTMetaData;
      sessionLength: ESpans | null;
  }
  bandValue indicates a multiplier for stddev, and a percentage (i.e. 0.05 == 5%) for perc
Returns CalculateVWAPResult