| --- |
| tags: [ml-intern, crypto, finance, backtesting, binance, time-series] |
| --- |
| |
| # crypto-quant-eval-data |
|
|
| [](https://hf.co/chat?mode=ml-intern) |
|
|
| Curated market data for the [Avi-L/crypto-quant-eval](https://huggingface.co/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`](https://huggingface.co/datasets/vaquum/binance_btcusdt_1m_klines), resampled 1m → 1h/1d |
| - Funding: [`Torch-Trade/btcusdt_perp_funding_8h_05_2021_to_02_2026`](https://huggingface.co/datasets/Torch-Trade/btcusdt_perp_funding_8h_05_2021_to_02_2026) and ETH twin (MIT) |
| - On-chain: [coinmetrics-community](https://github.com/coinmetrics/data) 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: |
| ```python |
| from crypto_eval.data import load_local |
| data = load_local("<dir with these files>", "BTCUSDT", "1h") |
| data.assert_sane() |
| ``` |
|
|
