zero_out_near_zero_prices

Documentation for eth_defi.research.vault_metrics.zero_out_near_zero_prices function.

zero_out_near_zero_prices(s, eps=1e-09, clip_negatives=True)

Replace values with abs(x) < eps by 0. Optionally clip negatives to 0.

Keeps NaN as-is, turns +/- inf into NaN.

Parameters

  • s (pandas.core.series.Series) –

  • eps (float) –

  • clip_negatives (bool) –

Return type

pandas.core.series.Series