Volume weighted price average (VWAP)

Suppose you're given the following table, showing open and close prices as well as trading volume for a particular equity.

	Close	Open	Volume
2019-01-01	0.214420	1.808281	759
2019-01-02	0.338620	0.254375	1324
2019-01-03	1.051536	1.151315	1787
2019-01-04	0.911552	0.455321	2908
2019-01-05	0.997130	0.359723	713
2019-01-06	0.426184	0.987991	2330
2019-01-07	0.376917	0.307812	2592
2019-01-08	0.543065	0.136257	1265
2019-01-09	1.678835	0.836795	2674
2019-01-10	0.481132	0.790461	2508
2019-01-11	0.091329	0.910299	806
2019-01-12	0.308104	0.843959	647
2019-01-13	0.698701	0.947239	2351
2019-01-14	0.878822	1.046117	2840
2019-01-15	1.159343	0.427352	2302

In Python, write code to show the volume weighted average price (VWAP) for a rolling 2-day window. The VWAP is calculated as [(Price * Volume) / Volume].

In this case, your resultant table would start on 1/3/2019 and roll daily from there.