---
tags: [ml-intern, crypto, finance, backtesting, binance, time-series]
---

# crypto-quant-eval-data

[![Built with ML Intern](https://huggingface.co/datasets/huggingface/badges/resolve/main/built-with-ml-intern-sm.svg)](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()
```