ENH: add support for python3.6 memory tracing

Python 3.6 added a private API for tracing arbitrary memory allocations
so the tracemalloc module [0] can be used with numpy.

closes gh-4663

[0] https://docs.python.org/3/library/tracemalloc.html

1 files changed, 11 insertions, 0 deletions

diff --git a/tools/allocation_tracking/README.md b/tools/allocation_tracking/README.md
new file mode 100644
index 000000000..fd4f2c871
--- /dev/null
+++ b/tools/allocation_tracking/README.md
@@ -0,0 +1,11 @@
+Example for using the `PyDataMem_SetEventHook` to track allocations inside numpy.
+
+`alloc_hook.pyx` implements a hook in Cython that calls back into a python
+function. `track_allocations.py` uses it for a simple listing of allocations.
+It can be built with the `setup.py` file in this folder.
+
+Note that since Python 3.6 the builtin tracemalloc module can be used to
+track allocations inside numpy.
+Numpy places its CPU memory allocations into the `np.lib.tracemalloc_domain`
+domain.
+See https://docs.python.org/3/library/tracemalloc.html.