research.vault_benchmark

Documentation for eth_defi.research.vault_benchmark Python module.

Functions

visualise_vault_return_benchmark(vault_spec, ...)

Plot the net returns benchmark chart for multiple vaults.

visualise_vault_return_benchmark(vault_spec, vault_db, prices_df, lookback=Timedelta('90 days 00:00:00'), title='Vault benchmark (returns after fees)', color_discrete_sequence=['#2E91E5', '#E15F99', '#1CA71C', '#FB0D0D', '#DA16FF', '#222A2A', '#B68100', '#750D86', '#EB663B', '#511CFB', '#00A08B', '#FB00D1', '#FC0080', '#B2828D', '#6C7C32', '#778AAE', '#862A16', '#A777F1', '#620042', '#1616A7', '#DA60CA', '#6C4516', '#0D2A63', '#AF0038'], printer=<built-in function print>)

Plot the net returns benchmark chart for multiple vaults.

  • Ues net returns

  • If fee information is not available, skips the vault

Note

Does not account fees changing over the time

Parameters
Returns

tuple (Figure, net returns for all assets as DF)

Return type

tuple[plotly.graph_objs._figure.Figure, pandas.core.frame.DataFrame]