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Update a notebook's cross-chain vault universe to the top 10 vaults by one-year return using the helper script output.
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Convert an optimiser or grid search notebook into a standalone backtest notebook using the bundled helper script and mapping guidance.
Convert a backtesting notebook into a parameter optimisation notebook using the bundled transformation mapping to choose searchable parameters and rewrite the notebook.
Create a variant of a backtesting or optimiser notebook.
Create and run a variant of a backtesting or optimiser notebook.
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Read through all experiment notebooks in a folder and write a summary README.
| name | build-vault-universe |
| description | Update a notebook's cross-chain vault universe to the top 10 vaults by one-year return using the helper script output. |
Update the target notebook so its vault configuration contains the top 10 vaults by one-year return.
Run the helper script to get the filtered vault list:
# Create a copy of this file if you need to change the default parameters
poetry run python scripts/larger-filter-top-vaults.py
The script output will be long, so use files to move the data around.
Replace the VAULTS = [...] entries in the cross-chain configuration section of the notebook with the script output.
Update the comment header above VAULTS with today's date.
Include "deposit closed" vaults, but add a separate comment line above each one explaining why deposits are closed. Exclude Hypercore vaults because we cannot allocate to them.
Don't run the notebook at the end of the update.
See the script file for the default chain set. Typical chains are: