这不是直接启用的，但是您可以这样做
In [29]: bars
Out[29]:
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 942 entries, 2010-01-04 00:00:00 to 2013-09-30 00:00:00
Data columns (total 6 columns):
Open 942 non-null values
High 942 non-null values
Low 942 non-null values
Close 942 non-null values
Volume 942 non-null values
Adj Close 942 non-null values
dtypes: float64(5), int64(1)
window=30
In [30]: concat([ (Series(vwap(bars.iloc[i:i+window]),
index=[bars.index[i+window]])) for i in xrange(len(df)-window) ])
Out[30]:
2010-02-17 203.21
2010-02-18 202.95
2010-02-19 202.64
2010-02-22 202.41
2010-02-23 202.19
2010-02-24 201.85
2010-02-25 201.65
2010-02-26 201.50
2010-03-01 201.31
2010-03-02 201.35
2010-03-03 201.42
2010-03-04 201.09
2010-03-05 200.95
2010-03-08 201.50
2010-03-09 202.02
...
2013-09-10 485.94
2013-09-11 487.38
2013-09-12 486.77
2013-09-13 487.23
2013-09-16 487.20
2013-09-17 486.09
2013-09-18 485.52
2013-09-19 485.30
2013-09-20 485.37
2013-09-23 484.87
2013-09-24 485.81
2013-09-25 486.41
2013-09-26 486.07
2013-09-27 485.30
2013-09-30 484.74
Length: 912
602392714
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