Research, metrics and charts

eth_defi.research module contains functions needed for quantitative research of DeFi data

  • OHLCV candle charts

  • DeFi vault metrics

  • Vault benchmarks, correlations and listings

  • Vault data clean up (“wrangling”)

  • Setting up Jupyter notebook rendering modes

eth_defi.research.candle

Create OHLCV candle charts.

eth_defi.research.sparkline

Render sparkline charts for ERC-4626 vault data.

eth_defi.research.value_table

Format key value tables.

eth_defi.research.vault_benchmark

eth_defi.research.vault_correlation

Vault returns correlations heatmap and such.

eth_defi.research.vault_metrics

Vault metrics calculations.

eth_defi.research.wrangle_vault_prices

Clean vault price data.

eth_defi.research.rolling_returns

Used in vault report notebooks to calculate and rolling returns for vaults.

eth_defi.research.markdown_table

Format tables as Markdown to be copy-pasted into a blog post.

eth_defi.research.notebook

Jupyter notebook set up and formatting utilities.