calculate_performance_metrics_for_all_vaults

Documentation for eth_defi.research.vault_metrics.calculate_performance_metrics_for_all_vaults function.

calculate_performance_metrics_for_all_vaults(vault_db, prices_df, logger=<built-in function print>, lifetime_min_nav_threshold=100.0, broken_max_nav_value=99000000000, cagr_too_high=10000, min_events=25)

Calculate performance metrics for each vault.

  • Only applicable to stablecoin vaults as cleaning units are in USD

  • Clean up idle vaults that have never seen enough events to be considered active

  • Calculate lifetime returns, CAGR, NAV, etc.

  • Filter out results with abnormal values

Returns

DataFrame with lifetime metrics for each vault, indexed by vault name.

Parameters
Return type

pandas.DataFrame