forward_fill_vault

Documentation for eth_defi.research.wrangle_vault_prices.forward_fill_vault function.

forward_fill_vault(vault_df)

Forward fill missing vault prices up to max_gap_hours.

  • For displaying, calculating metrics, etc. we want continuous time series

  • Align random sample interval to 1h

Parameters

vault_df (pandas.core.frame.DataFrame) –

Price data for a single vault.

Assume 1h price data.

Return type

pandas.core.frame.DataFrame