Datasets:

Avi-L
/

crypto-quant-eval-data

datetime timestamp[ms, tz=UTC]date 2020-01-01 00:00:00 2026-10-22 23:00:00 ⌀	open float64 4.13k 126k ⌀	high float64 4.61k 126k ⌀	low float64 3.78k 125k ⌀	close float64 4.13k 126k ⌀	volume float64 5.89 761k ⌀	no_of_trades uint64 224 15.4M ⌀	funding_rate_last float64 -0 0 ⌀	funding_tick bool 2 classes
2020-01-01T00:00:00	7,195.24	7,255	7,175.15	7,200.85	16,792.388165	194,010	null	false
2020-01-02T00:00:00	7,200.77	7,212.5	6,924.74	6,965.71	31,951.483932	302,667	null	false
2020-01-03T00:00:00	6,965.49	7,405	6,871.04	7,344.96	68,428.500451	519,854	null	false
2020-01-04T00:00:00	7,345	7,404	7,272.21	7,354.11	29,987.974977	279,370	null	false
2020-01-05T00:00:00	7,354.19	7,495	7,318	7,358.75	38,331.085604	329,209	null	false
2020-01-06T00:00:00	7,357.64	7,795.34	7,346.76	7,758	54,635.695316	449,937	null	false
2020-01-07T00:00:00	7,758.9	8,207.68	7,723.71	8,145.28	91,171.684661	685,315	null	false
2020-01-08T00:00:00	8,145.92	8,455	7,870	8,055.98	112,622.64264	830,375	null	false
2020-01-09T00:00:00	8,054.72	8,055.96	7,750	7,817.76	64,239.51983	478,800	null	false
2020-01-10T00:00:00	7,817.74	8,199	7,672	8,197.02	82,406.777448	606,101	null	false
2020-01-11T00:00:00	8,198.86	8,286.34	8,003.16	8,020.01	54,810.032667	469,131	null	false
2020-01-12T00:00:00	8,020.01	8,197	7,960	8,184.98	38,131.494336	350,662	null	false
2020-01-13T00:00:00	8,184.97	8,196	8,055.89	8,110.34	31,159.755683	289,144	null	false
2020-01-14T00:00:00	8,110.34	8,880	8,105.54	8,810.01	120,399.126742	915,328	null	false
2020-01-15T00:00:00	8,814.64	8,916.48	8,564	8,821.41	84,816.297606	764,048	null	false
2020-01-16T00:00:00	8,820.01	8,859.81	8,586	8,720.01	51,991.074284	543,064	null	false
2020-01-17T00:00:00	8,720.15	9,041.65	8,672.44	8,913.28	70,897.737377	676,403	null	false
2020-01-18T00:00:00	8,913.27	8,988.88	8,806.38	8,915.96	38,294.746545	458,182	null	false
2020-01-19T00:00:00	8,915.09	9,198.98	8,466	8,701.7	70,676.889259	615,665	null	false
2020-01-20T00:00:00	8,701.72	8,746.99	8,521.28	8,642.35	38,896.639746	385,006	null	false
2020-01-21T00:00:00	8,642.35	8,789	8,488	8,736.03	36,494.687659	365,621	null	false
2020-01-22T00:00:00	8,736.04	8,818	8,590	8,682.36	29,080.557138	317,424	null	false
2020-01-23T00:00:00	8,682.77	8,691.81	8,306.39	8,404.52	48,165.944597	464,805	null	false
2020-01-24T00:00:00	8,404.52	8,528.02	8,238	8,439	41,687.529529	407,271	null	false
2020-01-25T00:00:00	8,438.99	8,451.26	8,254.9	8,340.58	25,521.157932	283,118	null	false
2020-01-26T00:00:00	8,340.01	8,618.13	8,293.66	8,615	31,130.485164	332,612	null	false
2020-01-27T00:00:00	8,614.39	9,000	8,535	8,907.57	53,973.542996	514,196	null	false
2020-01-28T00:00:00	8,907.57	9,400	8,862.4	9,374.21	74,584.853765	616,678	null	false
2020-01-29T00:00:00	9,375.34	9,449.24	9,216	9,301.53	53,864.065122	492,545	null	false
2020-01-30T00:00:00	9,301.57	9,578	9,204.44	9,513.21	60,626.744259	529,570	null	false
2020-01-31T00:00:00	9,511.52	9,530.22	9,210.01	9,352.89	45,552.022352	428,547	null	false
2020-02-01T00:00:00	9,351.71	9,464.53	9,281	9,384.61	28,578.067354	334,972	null	false
2020-02-02T00:00:00	9,384.41	9,477.03	9,120	9,331.51	45,690.91254	446,558	null	false
2020-02-03T00:00:00	9,331.59	9,618.79	9,234	9,292.24	50,892.133451	492,124	null	false
2020-02-04T00:00:00	9,291.35	9,350	9,093.01	9,197.02	53,308.175266	528,930	null	false
2020-02-05T00:00:00	9,197.02	9,744.45	9,177.22	9,612.04	64,870.415615	661,758	null	false
2020-02-06T00:00:00	9,612.03	9,862.57	9,526.35	9,772	64,949.706588	682,179	null	false
2020-02-07T00:00:00	9,772	9,885	9,730	9,813.73	43,966.114632	582,249	null	false
2020-02-08T00:00:00	9,813.87	9,940	9,667.11	9,895.05	43,600.843666	514,573	null	false
2020-02-09T00:00:00	9,895.04	10,166	9,880.75	10,151.75	43,408.475616	536,848	null	false
2020-02-10T00:00:00	10,151.72	10,188	9,756	9,851.83	59,573.084619	690,308	null	false
2020-02-11T00:00:00	9,851.74	10,323.59	9,700	10,223.08	62,422.395224	710,170	null	false
2020-02-12T00:00:00	10,223.08	10,450	10,223.08	10,326.46	61,008.06393	857,655	null	false
2020-02-13T00:00:00	10,325.33	10,500	10,080	10,229.63	79,344.358759	932,802	null	false
2020-02-14T00:00:00	10,227.78	10,381.56	10,111.37	10,344.36	47,038.480173	622,310	null	false
2020-02-15T00:00:00	10,344.36	10,375	9,801	9,904.72	57,657.202947	739,781	null	false
2020-02-16T00:00:00	9,904.46	10,050	9,638.12	9,917.27	60,023.999537	708,070	null	false
2020-02-17T00:00:00	9,910.7	9,964.16	9,452.67	9,706	70,261.011901	778,058	null	false
2020-02-18T00:00:00	9,706	10,250	9,576.01	10,164.71	70,604.124019	723,413	null	false
2020-02-19T00:00:00	10,164.78	10,250	9,350	9,593.79	55,162.586895	588,760	null	false
2020-02-20T00:00:00	9,594.65	9,699	9,400	9,596.42	60,152.342914	667,387	null	false
2020-02-21T00:00:00	9,597.21	9,755.51	9,550.21	9,677.05	42,181.554524	470,599	null	false
2020-02-22T00:00:00	9,677.05	9,709.17	9,560.02	9,650.86	24,636.757623	319,961	null	false
2020-02-23T00:00:00	9,650.85	9,990	9,645	9,936.4	37,702.089843	441,935	null	false
2020-02-24T00:00:00	9,936.4	9,990	9,473.56	9,656.13	55,796.59612	589,384	null	false
2020-02-25T00:00:00	9,655.52	9,675	9,250	9,315.84	54,379.344552	579,079	null	false
2020-02-26T00:00:00	9,316.48	9,377.44	8,633.63	8,785.25	92,130.345482	871,018	null	false
2020-02-27T00:00:00	8,786	8,971.77	8,531	8,823.21	72,483.578762	696,646	null	false
2020-02-28T00:00:00	8,823.25	8,900	8,445	8,692.91	71,155.208977	655,727	null	false
2020-02-29T00:00:00	8,690.8	8,790	8,523.55	8,523.61	36,748.183035	414,175	null	false
2020-03-01T00:00:00	8,523.61	8,750	8,411	8,531.88	43,892.201779	472,019	null	false
2020-03-02T00:00:00	8,530.3	8,965.75	8,498	8,915.24	60,401.31773	564,535	null	false
2020-03-03T00:00:00	8,911.18	8,919.65	8,651	8,760.07	55,154.997282	512,762	null	false
2020-03-04T00:00:00	8,760.07	8,848.29	8,660	8,750.87	38,696.482578	454,817	null	false
2020-03-05T00:00:00	8,750.99	9,159.42	8,746.54	9,054.68	58,201.866355	619,552	null	false
2020-03-06T00:00:00	9,054.64	9,170	8,985.5	9,131.88	43,782.948044	493,216	null	false
2020-03-07T00:00:00	9,130.89	9,188	8,835	8,886.66	45,422.204525	485,400	null	false
2020-03-08T00:00:00	8,885.25	8,886.76	8,000	8,033.31	77,537.315166	740,741	null	false
2020-03-09T00:00:00	8,034.76	8,179.31	7,632.01	7,929.87	116,968.863268	929,234	null	false
2020-03-10T00:00:00	7,929.87	8,149	7,728.01	7,894.56	86,783.443875	737,528	null	false
2020-03-11T00:00:00	7,894.57	7,980	7,590	7,934.52	79,942.411172	699,401	null	false
2020-03-12T00:00:00	7,934.58	7,966.17	4,410	4,800	261,505.608653	1,770,812	null	false
2020-03-13T00:00:00	4,800.01	5,955	3,782.13	5,578.6	402,201.673764	2,309,830	null	false
2020-03-14T00:00:00	5,576.05	5,640.52	5,055.13	5,172.06	136,910.135974	1,106,125	null	false
2020-03-15T00:00:00	5,172.48	5,940	5,093.1	5,361.3	139,916.146534	1,037,714	null	false
2020-03-16T00:00:00	5,360.33	5,365.42	4,442.12	5,028.97	227,276.92276	1,608,176	null	false
2020-03-17T00:00:00	5,028.86	5,525	4,921.45	5,312.64	150,089.926318	1,069,217	null	false
2020-03-18T00:00:00	5,312.64	5,436.17	5,009.37	5,393.04	137,127.634894	962,843	null	false
2020-03-19T00:00:00	5,393.26	6,400	5,252.53	6,162.37	199,020.873439	1,403,608	null	false
2020-03-20T00:00:00	6,162.05	6,900	5,670	6,208.36	219,298.329514	1,580,069	null	false
2020-03-21T00:00:00	6,204.57	6,456.98	5,860.02	6,186.98	128,913.668363	990,974	null	false
2020-03-22T00:00:00	6,187.04	6,407.87	5,734.01	5,816.19	119,115.990527	952,259	null	false
2020-03-23T00:00:00	5,816.05	6,600	5,688	6,467.31	164,674.215785	1,099,406	null	false
2020-03-24T00:00:00	6,465.25	6,833	6,371.33	6,744.72	151,138.009878	1,012,669	null	false
2020-03-25T00:00:00	6,744.69	6,957.96	6,450	6,677.43	132,155.734989	912,179	null	false
2020-03-26T00:00:00	6,677.42	6,780	6,510	6,737.36	83,026.555211	668,467	null	false
2020-03-27T00:00:00	6,737.27	6,842.59	6,261	6,359.11	82,914.968354	643,631	null	false
2020-03-28T00:00:00	6,359.11	6,360	6,024	6,236.65	93,159.693429	725,588	null	false
2020-03-29T00:00:00	6,236.65	6,266	5,866.56	5,881.42	63,311.627714	496,709	null	false
2020-03-30T00:00:00	5,880.5	6,599	5,857.76	6,394.38	118,889.549992	784,034	null	false
2020-03-31T00:00:00	6,394.45	6,523.23	6,321.4	6,410.44	72,337.595259	538,231	null	false
2020-04-01T00:00:00	6,412.14	6,679.94	6,150.11	6,642.92	97,500.7524	758,061	null	false
2020-04-02T00:00:00	6,643.36	7,198	6,551	6,794.09	149,299.906871	1,101,043	null	false
2020-04-03T00:00:00	6,793.86	7,048	6,602.1	6,734.1	104,080.276939	840,456	null	false
2020-04-04T00:00:00	6,732.97	6,990.41	6,650.01	6,856.99	72,990.861139	659,051	null	false
2020-04-05T00:00:00	6,857.41	6,895.54	6,677.52	6,772.78	49,685.356983	506,433	null	false
2020-04-06T00:00:00	6,772.78	7,355.14	6,765	7,329.9	118,052.000832	956,586	null	false
2020-04-07T00:00:00	7,329.9	7,459.69	7,077	7,197.32	103,585.168918	924,436	null	false
2020-04-08T00:00:00	7,197.32	7,420	7,150	7,361.28	76,059.145838	750,516	null	false
2020-04-09T00:00:00	7,360.26	7,371.92	7,108.08	7,283.54	61,094.872417	686,207	null	false

End of preview. Expand in Data Studio

crypto-quant-eval-data

Curated market data for the Avi-L/crypto-quant-eval strategy evaluation harness.

File	Rows	Freq	Content
`bars_BTCUSDT_1h.parquet`	59,654	1h	BTCUSDT OHLCV + funding_rate_last + funding_tick, 2020-01 → 2026-10
`bars_BTCUSDT_1d.parquet`	2,487	1d	same, daily
`funding_BTCUSDT.parquet`	5,295	8h	Binance USDT-M perp funding rate
`funding_ETHUSDT.parquet`	5,295	8h	same, ETH
`onchain_btc_daily.parquet`	~4,800	1d	BTC on-chain metrics (active addresses, market cap, fees, issuance, tx count, NVT)
`manifest.json`	—	—	sha256 of every output + source attribution

Sources

Bars: vaquum/binance_btcusdt_1m_klines, resampled 1m → 1h/1d
Funding: Torch-Trade/btcusdt_perp_funding_8h_05_2021_to_02_2026 and ETH twin (MIT)
On-chain: coinmetrics-community btc.csv (no usable on-chain repo exists on the Hub)

Convention: timestamps are bar START times (UTC). A bar starting at t closes at t+freq; a signal computed at t may only use bars strictly before it. The harness enforces this with purge/embargo splits.

Known gaps: ETH spot bars not included (source is 34.6 GB); funding coverage starts 2021-05 (bars start 2020-01, so funding_rate_last is null before that — harmless for the harness, which forward-fills).

Usage:

from crypto_eval.data import load_local
data = load_local("<dir with these files>", "BTCUSDT", "1h")
data.assert_sane()

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