load_vault_price_data#

API documentation for tradingstrategy.alternative_data.vault.load_vault_price_data Python function.

load_vault_price_data(pairs_df, prices_path=PosixPath('/home/runner/work/docs/docs/deps/trade-executor/deps/trading-strategy/tradingstrategy/alternative_data/../data_bundles/vault-prices.parquet'))[source]#

Sideload price data for vaults.

Schema sample:

schema = pa.schema([
    ("chain", pa.uint32()),
    ("address", pa.string()),  # Lowercase
    ("block_number", pa.uint32()),
    ("timestamp", pa.timestamp("ms")),  # s accuracy does not seem to work on rewrite
    ("share_price", pa.float64()),
    ("total_assets", pa.float64()),
    ("total_supply", pa.float64()),
    ("performance_fee", pa.float32()),
    ("management_fee", pa.float32()),
    ("errors", pa.string()),
])
Parameters:

  • pairs_df (DataFrame) – Vaults in DataFrame format as exported functions in this module.

  • path –

    Load vault prices file.

    If not given use the default hardcoded sample bundle.

  • prices_path (Path) –

Returns:

DataFrame with the columns as defined in the schema above.

Return type:

DataFrame