PeriodMetrics

Documentation for eth_defi.research.vault_metrics.PeriodMetrics Python class.

class PeriodMetrics

Bases: object

Tearsheet metrics for one period.

Attributes summary

period
error_reason
period_start_at
period_end_at
share_price_start
share_price_end
raw_samples
samples_start_at
samples_end_at
daily_samples
returns_gross
returns_net
cagr_gross
cagr_net
volatility
sharpe
max_drawdown
tvl_start
tvl_end
tvl_low
tvl_high
ranking_overall
ranking_chain
ranking_protocol
avg_utilisation

Methods summary

__init__(period[, error_reason, ...])

__init__(period, error_reason=None, period_start_at=None, period_end_at=None, share_price_start=None, share_price_end=None, raw_samples=0, samples_start_at=None, samples_end_at=None, daily_samples=0, returns_gross=None, returns_net=None, cagr_gross=None, cagr_net=None, volatility=None, sharpe=None, max_drawdown=None, tvl_start=None, tvl_end=None, tvl_low=None, tvl_high=None, ranking_overall=None, ranking_chain=None, ranking_protocol=None, avg_utilisation=None)

Parameters

• period (Literal['1W', '1M', '3M', '6M', '1Y', 'lifetime']) –

• error_reason (Optional[str]) –

• period_start_at (Optional[pandas.Timestamp]) –

• period_end_at (Optional[pandas.Timestamp]) –

• share_price_start (Optional[float]) –

• share_price_end (Optional[float]) –

• raw_samples (int) –

• samples_start_at (Optional[pandas.Timestamp]) –

• samples_end_at (Optional[pandas.Timestamp]) –

• daily_samples (int) –

• returns_gross (Optional[float]) –

• returns_net (Optional[float]) –

• cagr_gross (Optional[float]) –

• cagr_net (Optional[float]) –

• volatility (Optional[float]) –

• sharpe (Optional[float]) –

• max_drawdown (Optional[float]) –

• tvl_start (Optional[float]) –

• tvl_end (Optional[float]) –

• tvl_low (Optional[float]) –

• tvl_high (Optional[float]) –

• ranking_overall (Optional[int]) –

• ranking_chain (Optional[int]) –

• ranking_protocol (Optional[int]) –

• avg_utilisation (Optional[float]) –

Return type

None