Auto-sync: 2025-12-27 19:55:52

BNBUSDC/2025-12-27/trade.parquet

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ETHUSDC/2025-12-27/trade.parquet

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XRPUSDC/2025-12-27/trade.parquet

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整理报告.json

@@ -1,10 +1,10 @@
 {
-  "generated_at": "2025-12-27T19:03:12",
+  "generated_at": "2025-12-27T19:55:48",
   "input_root": "/app/data/行情数据",
   "output_root": "/app/data/行情数据_整理",
   "backup_root": "/app/data/行情数据_备份",
   "move_to_backup": true,
-  "delete_source": true,
+  "delete_source": false,
   "delete_today": false,
   "check_gap": true,
   "auto_fill_trade_from_depth_gaps": true,
@@ -13,10 +13,10 @@
       "symbol": "BNBUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 428,
+      "input_files": 479,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BNBUSDC/2025-12-27/trade.parquet",
-      "rows": 12053,
+      "rows": 12738,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -26,10 +26,10 @@
       "symbol": "BTCUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 430,
+      "input_files": 482,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BTCUSDC/2025-12-27/trade.parquet",
-      "rows": 30111,
+      "rows": 32833,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -39,10 +39,10 @@
       "symbol": "ETHUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 430,
+      "input_files": 482,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/ETHUSDC/2025-12-27/trade.parquet",
-      "rows": 58776,
+      "rows": 62116,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -52,10 +52,10 @@
       "symbol": "SOLUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 430,
+      "input_files": 482,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/SOLUSDC/2025-12-27/trade.parquet",
-      "rows": 12277,
+      "rows": 13456,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -65,10 +65,10 @@
       "symbol": "XRPUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 430,
+      "input_files": 482,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/XRPUSDC/2025-12-27/trade.parquet",
-      "rows": 9413,
+      "rows": 10436,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -81,15 +81,15 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 783,
-      "max_gap_ms": 87463
+      "gap_count": 882,
+      "max_gap_ms": 103349
     },
     {
       "symbol": "BTCUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 79,
+      "gap_count": 81,
       "max_gap_ms": 73178
     },
     {
@@ -97,7 +97,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 116,
+      "gap_count": 198,
       "max_gap_ms": 59445
     },
     {
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       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
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+      "gap_count": 580,
       "max_gap_ms": 68669
     },
     {
@@ -113,8 +113,8 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 730,
-      "max_gap_ms": 63002
+      "gap_count": 825,
+      "max_gap_ms": 64599
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   ],
   "gap_samples": [

整理报告.md

@@ -1,27 +1,27 @@
 # 📊 行情数据整理报告
-- **生成时间**: 2025-12-27T19:03:12
+- **生成时间**: 2025-12-27T19:55:48
 - **输入目录**: `/app/data/行情数据`
 - **输出目录**: `/app/data/行情数据_整理`
 
 ## 1. 整理概览
 | 币种 | 日期 | 类型 | 文件数 | 输出行数 | 状态 |
 |---|---|---|---|---|---|
-| BNBUSDC | 2025-12-27 | trade | 428 | 12,053 | ✅ 成功 |
-| BTCUSDC | 2025-12-27 | trade | 430 | 30,111 | ✅ 成功 |
-| ETHUSDC | 2025-12-27 | trade | 430 | 58,776 | ✅ 成功 |
-| SOLUSDC | 2025-12-27 | trade | 430 | 12,277 | ✅ 成功 |
-| XRPUSDC | 2025-12-27 | trade | 430 | 9,413 | ✅ 成功 |
+| BNBUSDC | 2025-12-27 | trade | 479 | 12,738 | ✅ 成功 |
+| BTCUSDC | 2025-12-27 | trade | 482 | 32,833 | ✅ 成功 |
+| ETHUSDC | 2025-12-27 | trade | 482 | 62,116 | ✅ 成功 |
+| SOLUSDC | 2025-12-27 | trade | 482 | 13,456 | ✅ 成功 |
+| XRPUSDC | 2025-12-27 | trade | 482 | 10,436 | ✅ 成功 |
 
 ## 2. 连续性检查 (缺口报告)
 > **缺口定义**: 相邻两条数据的时间差超过阈值。
 
 | 币种 | 日期 | 类型 | 阈值(ms) | 缺口数量 | 最大断档(秒) |
 |---|---|---|---|---|---|
-| BNBUSDC | 2025-12-27 | trade | 10000 | 783 | **87.5s** |
-| BTCUSDC | 2025-12-27 | trade | 10000 | 79 | **73.2s** |
-| ETHUSDC | 2025-12-27 | trade | 10000 | 116 | **59.4s** |
-| SOLUSDC | 2025-12-27 | trade | 10000 | 496 | **68.7s** |
-| XRPUSDC | 2025-12-27 | trade | 10000 | 730 | **63.0s** |
+| BNBUSDC | 2025-12-27 | trade | 10000 | 882 | **103.3s** |
+| BTCUSDC | 2025-12-27 | trade | 10000 | 81 | **73.2s** |
+| ETHUSDC | 2025-12-27 | trade | 10000 | 198 | **59.4s** |
+| SOLUSDC | 2025-12-27 | trade | 10000 | 580 | **68.7s** |
+| XRPUSDC | 2025-12-27 | trade | 10000 | 825 | **64.6s** |
 
 ## 3. 详细缺口样本 (Top 50)
 | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |