Skip to content

Discrepancies in outputs of influx_metrics.py #16

@deepsp94

Description

@deepsp94

I've compared values at the same time (or nearest time) between each of our (@mikeyrf's and mine) ovl_metrics buckets.

Some problematic pairs:
ALPHA/WETH
RUNE/WETH
CRV/WETH
WETH/DAI
WETH/USDC

I noticed that value at risk for these pairs is nearly the same until a point of time and then deviates by a huge percentage after that point. In these cases, when I switch over to 'mu' on the filter, i see that value_x (@mikeyrf) and value_y (@deepsp94) deviate at the aforementioned point of time but are close together before and after.

You can see the diff percentage between our VaR values goes from 0 to around 25 and then 35
image

This happens at the same time when, for some reason, our mu values suddenly diverge by a lot and then snap back
image

Metadata

Metadata

Labels

No labels
No labels

Type

No type

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions