Guides

• pandas read_csv MemoryError on a large file: why it happens and how to fix it
  read_csv holds parser buffers and the finished DataFrame at once, so peak memory is well above the final frame's size.
• pandas rolling window running out of memory on tick data
  Rolling statistics over tens of millions of ticks blow up when you chain them, call .apply, or roll over a DatetimeIndex with a large time window.
• Plot an interactive drawdown (underwater) curve in Python
  Drawdown is the distance from the running equity peak. Here's the 8-line Plotly version, and a one-line tearsheet.
• Free historical BTC order book data (CSV) from Binance's archive
  data.binance.vision publishes daily book-depth snapshots and every trade for each USD-M perpetual. No API key needed.
• Download Binance funding rate history (CSV) for any perpetual
  Monthly fundingRate files on data.binance.vision cover every USD-M perp since listing.
• Include funding costs in a crypto perpetual futures backtest
  At 0.01% per 8 hours, a constant 1x long pays about 11% a year in funding. It belongs in the backtest.
• Rolling Sharpe ratio in Python, annualised correctly for 24/7 crypto
  Crypto trades 365 days a year. Annualising with 252 understates crypto volatility and Sharpe by about 17%.
• Download free BTC tick data and analyse it in one command
  Binance's public archive has daily files of every BTCUSDT perpetual trade. Here's how to read one, and a one-command report.