- poetry install
- poetry run python main.py (get monthly optimal yield with trading off between capital efficiency and imp loss)
- poetry run python main_avg_yld.py (range to get average yeild)
methodology explanation can be found in medium article:
Code:
- main: main.py, main_avg_yld.py
- data: use library_data.py. This file will pre save data into csv in the output folder.
- logic (imp loss, range, coverage %): library_logic.py