merge_vault_settlements_into_cleaned_prices

Documentation for eth_defi.vault.settlement_data.merge_vault_settlements_into_cleaned_prices function.

merge_vault_settlements_into_cleaned_prices(cleaned_prices_df, settlement_db_path=None)

Merge settlement timestamps into the cleaned price DataFrame.

The raw vault-prices-1h.parquet file is not rewritten with settlement markers. Settlement events are stored in vault-settlements.duckdb and applied here to the cleaned in-memory price frame before cleaned-vault-prices-1h.parquet is written.

Parameters

• cleaned_prices_df (pandas.DataFrame) – Cleaned scanner price DataFrame produced by the vault price cleaning pipeline.

• settlement_db_path (Optional[pathlib.Path]) – Optional settlement DuckDB path.

Returns

Cleaned price DataFrame with vault_settlement_at added.

Return type

pandas.DataFrame