calculate_period_metrics

Documentation for eth_defi.research.vault_metrics.calculate_period_metrics function.

calculate_period_metrics(period, gross_fee_data, net_fee_data, share_price_hourly, share_price_daily, tvl, now_, utilisation=None)

Calculate metrics for one period.

Parameters

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

  • gross_fee_data (eth_defi.vault.fee.FeeData) – Fee data before fee mode adjustments

  • net_fee_data (eth_defi.vault.fee.FeeData) – Fee data after fee mode adjustments (for net return calculations)

  • share_price_hourly (pandas.Series) – Hourly share price series with DatetimeIndex

  • share_price_daily (pandas.Series) – Daily share price series with DatetimeIndex

  • tvl (pandas.Series) – Total value locked series with DatetimeIndex

  • now – The reference timestamp (usually the last timestamp in the data)

  • utilisation (Optional[pandas.Series]) – Optional utilisation series (lending vaults only, values 0.0–1.0). When provided, avg_utilisation is computed for the period window.

  • now_ (pandas.Timestamp) –

Returns

PeriodMetrics dataclass with calculated metrics

Return type

eth_defi.research.vault_metrics.PeriodMetrics