generate_cleaned_vault_datasets

Documentation for eth_defi.research.wrangle_vault_prices.generate_cleaned_vault_datasets function.

generate_cleaned_vault_datasets(vault_db_path=PosixPath('/home/runner/.tradingstrategy/vaults/vault-metadata-db.pickle'), price_df_path=PosixPath('/home/runner/.tradingstrategy/vaults/vault-prices-1h.parquet'), cleaned_price_df_path=PosixPath('/home/runner/.tradingstrategy/vaults/cleaned-vault-prices-1h.parquet'), logger=<built-in function print>, display=<function display>, diagnose_vault_id=None)

A command line script entry point to take raw scanned vault price data and clean it up to a format that can be analysed.

Reads vault-prices-1h.parquet and generates vault-prices-1h-cleaned.parquet
Calculate returns and various performance metrics to be included with prices data
Clean returns from abnormalities

Note

Drops non-stablecoin vaults. The cleaning is currently applicable for stable vaults only.

Parameters: diagnose_vault_id (str | None) –