VWAP calulation on investing.com is different than what the formula gives

I have been trying to code a VWAP implementation in my Python code. I used the formula that is suggested on many sites:
VWAP = (Typical Price x Interval Volume) / Cumulative Volume

However the values of VWAP as coming on investing.com are different than what I get by using this formula. is there a different way to calculate VWAP ?

The Python code that I wrote on similar lines is below :

''' typicalPrice = (open + high + low)/3
    VP = volume * typicalPrice
    totalVolume = np.cumsum(volume)
    totalVP = np.cumsum(VP)
    VWAP = totalVP/totalVolume'''

I am using TA-LIB python library in my code and it doesn’t have a VWAP implementation.

Are there any other Python libraries which have VWAP implementation ?

Thanks in advance.