calculate_yield_metrics#

API documentation for tradeexecutor.analysis.credit.calculate_yield_metrics Python function.

calculate_yield_metrics(state, yield_type=YieldType.credit, execution_mode=ExecutionMode.backtesting)[source]#

Calculate interest metrics for a strategy backtest.

  • Credit earned on Aave

Example:

from tradeexecutor.analysis.credit import calculate_yield_metrics
from tradeexecutor.analysis.credit import YieldType

interest_df = calculate_yield_metrics(
    state,
    yield_type=YieldType.credit
)
display(interest_df)
Parameters:

  • yield_type (YieldType) – Which positions to calculate yield for

  • state (State) –

Returns:

Human readable DataFrame

Return type:

DataFrame