erc_4626.profit_and_loss

Documentation for eth_defi.erc_4626.profit_and_loss Python module.

Calculate ERC-4626 vault APY, or profitability.

Read tutorial ERC-4626: historical APY of a vault
Read tutorial ERC-4626: current APY of a vault
See about APY.

Functions

`estimate_4626_profitability`(vault, ...[, ...])	Uses archive node and share price to calculate.
`estimate_4626_recent_profitability`(vault, ...)	Get the real-time vault profitability.

Classes

ERC4626Profitability

Capture the data needed for the vault profitability calculation.

class ERC4626Profitability

Bases: object

Capture the data needed for the vault profitability calculation.

calculate_profitability(annualise=True, year_in_seconds=31536000)

Get profitability for the whole duration of the sampling period.

This is the same as APY <https://tradingstrategy.ai/glossary/annual-percentage-yield-apy>__. But it’s incorrect to use term APY was some vaults may incur losses as well.

Parameters

annualise – If True, calculate profit % if we can maintain this profitability for a year.
year_in_seconds – Allow custom year durations.

Returns

Profitability as a percentage, either annualised or not.

0.07 means 7% APY.

Return type

float

get_time_range()

Get the time range of the profitability data.

Returns: Tuple of start and end timestamps.
Return type: tuple[datetime.datetime, datetime.datetime]

get_block_range()

Get the block range of the profitability data.

Returns: Tuple of start and end block numbers.
Return type: tuple[int, int]

get_share_price_range()

Get the share price range of the profitability data.

Returns: Tuple of start and end share prices.
Return type: tuple[decimal.Decimal, decimal.Decimal]

__init__(vault, start_block, end_block, share_prices, timestamps)

Parameters

vault (eth_defi.erc_4626.vault.ERC4626Vault) –
start_block (int) –
end_block (int) –
share_prices (dict[int, decimal.Decimal]) –
timestamps (dict[int, datetime.datetime]) –

Return type

None

estimate_4626_profitability(vault, start_block, end_block, sample_count=2)

Uses archive node and share price to calculate.

Get N samples of share price data.

Uses archive node to read historiocal share price for profitability calculation.

Parameters

vault (eth_defi.erc_4626.vault.ERC4626Vault) –
start_block (int) –
end_block (int) –

Return type

eth_defi.erc_4626.profit_and_loss.ERC4626Profitability

estimate_4626_recent_profitability(vault, lookback_window)

Get the real-time vault profitability.

Uses block time to estimate the number of blocks in the sample duration for the profitability calculation.

See estimate_4626_profitability() for more details.

Parameters

vault (eth_defi.erc_4626.vault.ERC4626Vault) – ERC-4626 vault to estimate profitability for.
lookback_window (datetime.timedelta) – How far back we do we look for profitability calculation.

Returns

Profitability data instance.

Return type

eth_defi.erc_4626.profit_and_loss.ERC4626Profitability