Traceback (most recent call last):
  File "/freqtrade/freqtrade/main.py", line 42, in main
    return_code = args['func'](args)
                  ^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting
    backtesting.start()
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
                         ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 1318, in backtest_one_strategy
    preprocessed = self.strategy.advise_all_indicators(data)
                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in advise_all_indicators
    return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in 
    return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
                  ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/strategy/interface.py", line 1410, in advise_indicators
    return self.populate_indicators(dataframe, metadata)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/user_data/strategies/MoniGoManiHyperStrategy.py", line 443, in populate_indicators
    dataframe['vwap'] = qtpylib.vwap(dataframe)
                        ^^^^^^^^^^^^^^^^^^^^^^^
  File "/freqtrade/freqtrade/vendor/qtpylib/indicators.py", line 333, in vwap
    raise ValueError("using `qtpylib.vwap` facilitates lookahead bias. Please use "
ValueError: using `qtpylib.vwap` facilitates lookahead bias. Please use `qtpylib.rolling_vwap` instead, which calculates vwap in a rolling manner.