The .vwap() function isn't the best choice for this specific implementation. What I recommend that you do is call the history() function. Check out the documentation here, particularly the "Common Usage: VWAP" section.
You'll want to take that example and modify it. Change it to '1m' rather than '1d' - you want minute bars, not daily. Change the length to 390, which is the maximum number of minutes in a day. Then you're going to want to do a little bit of pandas magic and slice off the fraction of the 390 minutes for any given fraction of the day. At 9:31, you'll only look at the most recent minute; at 9:32 you'll look at the most recent two minutes; at 4:00 you'll look at the entire 390.
All that said, I'm not sure why you'd want to look at it that way. Generally, moving averages (and VWAPs) have fixed window lengths. The way that's described there will give you a really volatile number in the first few minutes and a relatively stable number at the end of the day. There's more than one way to calculate VWAP periods. That link articulates a specific one, but it's not the only one. Make sure you've got one that matches what you want.
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