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Research Memory problem

Running the attached notebook (run_pipeline) causes Research Memory problem. The Memory usage is getting higher and higher finally the kernel is interrupted...
My experience is that as soon as I start to reduce the time period, sooner or later (somewhere around 5-6 years) the running is OK and no interruption. But in case of 15 years, I can't even get the pipeline, the kernel stops, the whole process has interrupted and I have to run from the very beginning. On one hand, it is quite annoying but my real problem is that I do net have a chance to examine the whole period "alpha" altogether at the same time .
From the other hand, if i I query shorter time periods in the pipeline, than the kernel will stop during the tear sheet creation (usually).

Is there a better way to get this 15 year period pipeline fro alphalens? Or is there any problem with my code?
Please give me some tips/advice, because it is quite pointless to struggle with alphalens.
Hope you can help!