ERC-4626: examine vault historical performance

This notebook serves both as a coding tutorial and a useful data analytics tool for ERC-4626 vaults.

  • In this notebook, we examine one ERC-4626 vault historical performance

  • We pick one vault by chain id and address and show its metrics

  • We visualise the performance with Plotly charts and quantstats portfolio performance metrics

Usage

  • Read general instructions how to run the tutorials

  • See ERC-4626 scanning all vaults onchain example in tutorials first how to build a vault database as local vault_db.pickle file.

  • See ERC-4626: scanning vaults' historical price and performance example in tutorials first how to build vault-prices.parquet file.

Setup

  • Set up notebook rendering output mode

  • Use static image charts so this notebook is readeable on Github / ReadTheDocs

[28]:

import pandas as pd
from plotly.offline import init_notebook_mode
import plotly.io as pio

from eth_defi.vault.base import VaultSpec

pd.options.display.float_format = "{:,.2f}".format
pd.options.display.max_columns = None
pd.options.display.max_rows = None


# Set up Plotly chart output as SVG
image_format = "png"
width = 1400
height = 800

# https://stackoverflow.com/a/52956402/315168
init_notebook_mode()

# https://stackoverflow.com/a/74609837/315168
assert hasattr(pio, "kaleido"), "Kaleido rendering backend missing. Run 'pip install kaleido' needed for this notebook"
pio.kaleido.scope.default_format = image_format

# https://plotly.com/python/renderers/#overriding-the-default-renderer
pio.renderers.default = image_format

current_renderer = pio.renderers[image_format]
# Have SVGs default pixel with
current_renderer.width = width
current_renderer.height = height