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Add share price historic data and chart type #1167

@kenkunz

Description

@kenkunz

Goal

As a prospective or current investor, I want to view the historic performance of a strategy based on it's share price over time, so that I can better compare Trading Strategy strategies to other investment options.

Background / motivation

The metric we currently use for the strategy performance chart is compounding_unrealised_trading_profitability. This is inconsistent with other DeFi investment platforms and options available to consumers. In both traditional finance and DeFi, investors are used to seeing an investment options historic returns reflected in terms of the change in share price.

Furthermore, we currently display inconsistent performance metrics in various places in our UI (see #1031, #1109). Capturing and using share price, and using the change in share price for a given time period as a standard performance metric should help ensure greater consistency going forward.

Competitive landscape

Example charts from several DeFi vault providers, displaying performance metrics in terms of share price:

Acceptance criteria

  1. WebChartType includes a new enum option: share_price
  2. The chart API endpoint accepts type=share_price option and returns an array of tuples of timestamp and share price
  3. Going forward, the share_price value is sampled and stored (using whatever sampling frequency is currently used for other historic metrics)
  4. Historic share_price data is back-filled for all live strategies

Questions

  1. The chart endpoint supports a source=backtest option; can we provide a synthesized share price for backtest data?

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    priority: P1An important issue that must be fixed before the next release, but does nto require immediate focus.size: MAn ordinary task that can be completed in a few days or in a week

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