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README.md

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how to run it

  • 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)

detail

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