clean_lifetime_metrics
Documentation for eth_defi.research.vault_metrics.clean_lifetime_metrics function.
- clean_lifetime_metrics(lifetime_data_df, broken_max_nav_value=99000000000, lifetime_min_nav_threshold=100.0, max_annualised_return=3.0, min_events=25, logger=<built-in function print>)
Clean lifetime data so we have only valid vaults.
Filter out vaults that have broken records or never saw daylight
- Returns
Cleaned lifetime dataframe
- Parameters
lifetime_data_df (pandas.core.frame.DataFrame) –
- Return type
pandas.core.frame.DataFrame