calculate_lifetime_metrics

Documentation for eth_defi.research.vault_metrics.calculate_lifetime_metrics function.

calculate_lifetime_metrics(df, vault_db, returns_column='returns_1h')

Calculate lifetime metrics for each vault in the provided DataFrame.

• All-time returns

• 3M returns, latest

• 1M returns, latest

• Volatility (3M)

Lookback based on the last entry.

Parameters

• vault_db (eth_defi.vault.vaultdb.VaultDatabase | dict[eth_defi.vault.base.VaultSpec, eth_defi.vault.vaultdb.VaultRow]) – Pass all vaults or subset of vaults as VaultRows, or full VaultDatabase

• df (pandas.core.frame.DataFrame) –

• returns_column (str) –

Returns

DataFrame, one row per vault.

Return type

pandas.core.frame.DataFrame