calculate_vault_returns

Documentation for eth_defi.research.wrangle_vault_prices.calculate_vault_returns function.

calculate_vault_returns(prices_df, logger=<built-in function print>)

Calculate returns for each vault.

  • Filter out reads for which we did not get a proper share price

  • Add returns_1h columns

Example of input data:

     chain                                     address  block_number           timestamp  share_price  ...  errors                                                id  name  event_count            protocol
207  42161  0x487cdc7d21ac8765eff6c0e681aea36ae1594471      13294721 2022-05-30 19:59:22          1.0  ...          42161-0x487cdc7d21ac8765eff6c0e681aea36ae1594471  LDAI           17  <unknown ERC-4626>
Parameters

prices_df (pandas.DataFrame) –