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, xerberus_pools=None, xerberus_protocols=None, stablecoin_rate_feeder=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.

Each output row contains a share_price_source string describing how the adapter obtained its share-price observations, or None for legacy metadata and adapters without a price source.

Each output row also contains a denomination_token_rate value produced by eth_defi.feed.stablecoin_rate.StablecoinRateFeeder.get_denomination_token_rate_section(). The value is a eth_defi.feed.stablecoin_rate.DenominationTokenRate carrying both USD rate fields and, for non-USD stablecoins, native source currency rate fields.

Each output row exports minimum_deposit in denomination-token units and minimum_redemption in vault-share units. None means the scanner did not establish the relevant protocol limit, while 0 means it established that the vault has no minimum for that action.

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.

• xerberus_pools (Optional[dict[tuple[int, str], eth_defi.xerberus.vault_export.XerberusPoolLookupRow]]) – Optional preloaded Xerberus pool lookup for per-vault scores. None to skip pool-level Xerberus enrichment.

• xerberus_protocols (Optional[dict[str, eth_defi.xerberus.vault_export.XerberusProtocolExportRecord]]) – Optional Xerberus protocol map for fallback scores and context. None to skip protocol-level Xerberus enrichment.

• stablecoin_rate_feeder (Optional[eth_defi.feed.stablecoin_rate.StablecoinRateFeeder]) – Stablecoin rate/depeg lookup helper shared across all vault rows in this calculation. If omitted, one default feeder is constructed.

• returns_column (str) –

Returns

DataFrame, one row per vault.

Return type

pandas.DataFrame