remove_inactive_lead_time

Documentation for eth_defi.research.wrangle_vault_prices.remove_inactive_lead_time function.

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

Remove initial inactive period from each vault’s price history.

• At the beginning of a vault’s lifecycle, total supply may remain constant while the vault is inactive (e.g., 1, 1000, etc.)

• When the vault activates, the share price may jump, causing abnormal returns

• This function removes the initial rows where total_supply hasn’t changed

• Uses exact equality for comparison

• Skips initial rows with zero or NaN total_supply to find first valid value

Parameters

prices_df (pandas.core.frame.DataFrame) – Price data with ‘id’ and ‘total_supply’ columns. Assumes data is sorted by timestamp within each vault.

Returns

DataFrame with inactive lead time removed for each vault

Return type

pandas.core.frame.DataFrame