calculate_lifetime_metrics

Documentation for eth_defi.research.vault_metrics.calculate_lifetime_metrics function.

calculate_lifetime_metrics(df, vault_db, returns_column='returns_1h', core3_protocols=None)

Calculate lifetime metrics for each vault in the provided DataFrame.

• All-time returns

• 3M returns, latest

• 1M returns, latest

• Volatility (3M)

Lookback based on the last entry.

Parameters

• df (pandas.DataFrame) – Cleaned price DataFrame conforming to CleanedVaultPriceRow. Must have a DatetimeIndex.

• vault_db (Union[eth_defi.vault.vaultdb.VaultDatabase, dict[eth_defi.vault.base.VaultSpec, eth_defi.vault.vaultdb.VaultRow]]) – Pass all vaults or subset of vaults as VaultRows, or full VaultDatabase

• core3_protocols (Optional[dict[str, eth_defi.core3.vault_protocol.Core3ExportRecord]]) – Optional Core3 risk records keyed by our protocol slug, as returned by eth_defi.core3.vault_protocol.build_core3_protocols_for_export(). Threaded through to calculate_vault_record() to attach a per-vault core3 summary. None to skip Core3 enrichment.

• returns_column (str) –

Returns

DataFrame, one row per vault.

Return type

pandas.DataFrame