filter_unneeded_row

Documentation for eth_defi.research.wrangle_vault_prices.filter_unneeded_row function.

filter_unneeded_row(prices_df, logger=<built-in function print>, epsilon=0.0025)

Dedpulicate data rows with epsilon.

  • Reduce data size by elimating rows where the value changes is too little

  • Remove rows where the total asset/share price/total supply change has been too small

Note

This filter conly yields 2% savings in row count, so it turned out not to be worth of the problems.

Parameters
  • prices_df (pandas.DataFrame) – Assume sorted by timestsamp

  • epsilon – Tolerance for floating point comparison

Return type

pandas.DataFrame