clean_by_tvl

Documentation for eth_defi.research.wrangle_vault_prices.clean_by_tvl function.

clean_by_tvl(rows, prices_df, logger=<built-in function print>, tvl_threshold_min=1000.0, tvl_threshold_max=99000000000, tvl_threshold_min_dynamic=0.02, returns_col='returns_1h')

TVL-based threshold filtering of returns.

• Clean returns from TVL-manipulation outliers

• See https://x.com/moo9000/status/1914746350216077544 for manipulation example

Parameters

• rows (dict[eth_typing.evm.HexAddress, eth_defi.vault.vaultdb.VaultRow]) –

• prices_df (pandas.core.frame.DataFrame) –

Return type

pandas.core.frame.DataFrame