portfolio_to_combined_dataframe

Documentation for eth_defi.hyperliquid.daily_metrics.portfolio_to_combined_dataframe function.

portfolio_to_combined_dataframe(portfolio_all_time=None, *, portfolio=None)

Convert vaultDetails portfolio history into a combined DataFrame with share prices.

Derives pnl_update and netflow_update from the portfolio history, then feeds them through _calculate_share_price() to compute ERC-4626-style share prices.

When portfolio (the full period dict) is provided, all available periods (day, week, month, allTime) are merged to produce a higher-resolution time series. This yields more data points for recent history compared to using allTime alone.

The derivation:

• pnl_update[i] = pnl_history[i] - pnl_history[i-1]

• netflow_update[i] = (account_value[i] - account_value[i-1]) - pnl_update[i]

• cumulative_account_value[i] = account_value[i]

Parameters

• portfolio_all_time (eth_defi.hyperliquid.vault.PortfolioHistory | None) – The allTime PortfolioHistory from vaultDetails endpoint. Kept for backward compatibility.

• portfolio (dict[str, eth_defi.hyperliquid.vault.PortfolioHistory] | None) – Full portfolio period dict from VaultInfo.portfolio. When provided, all periods are merged for higher resolution. Takes precedence over portfolio_all_time.

Returns

DataFrame with timestamp index and columns: pnl_update, netflow_update, cumulative_pnl, cumulative_netflow, cumulative_account_value, total_assets, total_supply, share_price, epoch_reset

Return type

pandas.DataFrame