research.vault_correlation
Documentation for eth_defi.research.vault_correlation Python module.
Vault returns correlations heatmap and such.
Functions
Pick meaningful vaults for the comparison |
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Draw a correlation matrix. |
- choose_vaults_for_correlation_comparison(lifetime_data_filtered_df, min_nav=50000, per_protocol=2, max=20, printer=<built-in function print>)
Pick meaningful vaults for the comparison
- Parameters
lifetime_data_filtered_df (pandas.core.frame.DataFrame) –
- Return type
pandas.core.frame.DataFrame
- visualise_vault_returns_correlation(selected_lifetime_data_df, returns_df, width=1000, height=1000)
Draw a correlation matrix.
Daily returns
- Parameters
selected_lifetime_data_df (pandas.core.frame.DataFrame) –
returns_df (pandas.core.frame.DataFrame) –
- Return type
plotly.graph_objs._figure.Figure