feat: add APY/yield calculation to TokenSnapshot#251
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mustermeiszer wants to merge 2 commits intomainfrom
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feat: add APY/yield calculation to TokenSnapshot#251mustermeiszer wants to merge 2 commits intomainfrom
mustermeiszer wants to merge 2 commits intomainfrom
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Add 5 yield columns (7d/365, 7d/360, 30d/365, 30d/360, TTM) to TokenSnapshot using LOCF lookback strategy. Yields are computed in real-time after price-update and periodic snapshots, with retroactive correction cascade support. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Rewrite yield calculation to match the full NAV metrics spec: - 12 doublePrecision columns (was 5 bigint): simple/compound APYs, TTM, CAGR, YTD, 30d volatility, max drawdown, Sharpe ratio - Contiguous daily LOCF price map built from price-update snapshots - Only trust tokenPriceComputedAt for triggers that actually set it; all others default to block timestamp - UpdatePricePoolPerShare uses computedAt as rowDate (the NAV date) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Add 5 yield columns (7d/365, 7d/360, 30d/365, 30d/360, TTM) to TokenSnapshot using LOCF lookback strategy. Yields are computed in real-time after price-update and periodic snapshots, with retroactive correction cascade support.