chenchuanshen commited on
Commit
14c4ada
·
verified ·
1 Parent(s): 5de396a

Auto-sync: 2025-12-29 15:10:23

Browse files
BNBUSDC/2025-12-29/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:966aee2c3cfede4e6e18ea33c1b2daae4d40c6ec1f5f5e08a430ebf2346428d3
3
- size 1262927
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ab676d45e68aefeea9dd26872aca8b99cbd555a18001446d2627cb45920fff02
3
+ size 1355394
BTCUSDC/2025-12-29/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:d7fab580fa8103b867b79aecccf77ac9af91a377b03ec29fb4a485e0feb514c1
3
- size 4834847
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:816381f4b5f0269fd62244342c442ad00b82465d0e5351e50103a50dcd4d70c7
3
+ size 5022711
ETHUSDC/2025-12-29/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:45f7cfe2b1f0d3c9048825344c26716814434ecabd734f5e1ea8d43bc76fb7a8
3
- size 7259601
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:0e92a28066b43f87327d94b57addf6657b5f01d5d847432cb43bba592611a994
3
+ size 7556192
SOLUSDC/2025-12-29/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:7d07da069ca9390e946f53cf6edb6f7eb89fabb51c75814d753ed0d2d3e20e63
3
- size 1721065
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:acff335bf3a71b130bb21e7530c3b4d56e196481ba787083d59946267a6f097f
3
+ size 1801425
XRPUSDC/2025-12-29/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:e8f1c8288c0085e5a8813db633fa197dd242bda6d9e7d8b6f14183274877e414
3
- size 909449
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3976df49ce5e7d093983cfe05c06bd52e1c04c36c073f4568dc56681dea29d43
3
+ size 951354
整理报告.json CHANGED
@@ -1,5 +1,5 @@
1
  {
2
- "generated_at": "2025-12-29T14:10:01",
3
  "input_root": "/app/data/行情数据",
4
  "output_root": "/app/data/行情数据_整理",
5
  "backup_root": "/app/data/行情数据_备份",
@@ -13,10 +13,10 @@
13
  "symbol": "BNBUSDC",
14
  "date": "2025-12-29",
15
  "dtype": "trade",
16
- "input_files": 851,
17
  "bad_files": [],
18
  "output": "/app/data/行情数据_整理/BNBUSDC/2025-12-29/trade.parquet",
19
- "rows": 80921,
20
  "deleted_files": [],
21
  "moved_files": [],
22
  "delete_errors": [],
@@ -26,10 +26,10 @@
26
  "symbol": "BTCUSDC",
27
  "date": "2025-12-29",
28
  "dtype": "trade",
29
- "input_files": 851,
30
  "bad_files": [],
31
  "output": "/app/data/行情数据_整理/BTCUSDC/2025-12-29/trade.parquet",
32
- "rows": 355978,
33
  "deleted_files": [],
34
  "moved_files": [],
35
  "delete_errors": [],
@@ -39,10 +39,10 @@
39
  "symbol": "ETHUSDC",
40
  "date": "2025-12-29",
41
  "dtype": "trade",
42
- "input_files": 851,
43
  "bad_files": [],
44
  "output": "/app/data/行情数据_整理/ETHUSDC/2025-12-29/trade.parquet",
45
- "rows": 572260,
46
  "deleted_files": [],
47
  "moved_files": [],
48
  "delete_errors": [],
@@ -52,10 +52,10 @@
52
  "symbol": "SOLUSDC",
53
  "date": "2025-12-29",
54
  "dtype": "trade",
55
- "input_files": 851,
56
  "bad_files": [],
57
  "output": "/app/data/行情数据_整理/SOLUSDC/2025-12-29/trade.parquet",
58
- "rows": 94126,
59
  "deleted_files": [],
60
  "moved_files": [],
61
  "delete_errors": [],
@@ -65,10 +65,10 @@
65
  "symbol": "XRPUSDC",
66
  "date": "2025-12-29",
67
  "dtype": "trade",
68
- "input_files": 851,
69
  "bad_files": [],
70
  "output": "/app/data/行情数据_整理/XRPUSDC/2025-12-29/trade.parquet",
71
- "rows": 47227,
72
  "deleted_files": [],
73
  "moved_files": [],
74
  "delete_errors": [],
@@ -81,7 +81,7 @@
81
  "date": "2025-12-29",
82
  "dtype": "trade",
83
  "gap_threshold_ms": 10000,
84
- "gap_count": 848,
85
  "max_gap_ms": 65620
86
  },
87
  {
@@ -89,32 +89,32 @@
89
  "date": "2025-12-29",
90
  "dtype": "trade",
91
  "gap_threshold_ms": 10000,
92
- "gap_count": 37,
93
- "max_gap_ms": 33065
94
  },
95
  {
96
  "symbol": "ETHUSDC",
97
  "date": "2025-12-29",
98
  "dtype": "trade",
99
  "gap_threshold_ms": 10000,
100
- "gap_count": 21,
101
- "max_gap_ms": 33446
102
  },
103
  {
104
  "symbol": "SOLUSDC",
105
  "date": "2025-12-29",
106
  "dtype": "trade",
107
  "gap_threshold_ms": 10000,
108
- "gap_count": 206,
109
- "max_gap_ms": 41881
110
  },
111
  {
112
  "symbol": "XRPUSDC",
113
  "date": "2025-12-29",
114
  "dtype": "trade",
115
  "gap_threshold_ms": 10000,
116
- "gap_count": 641,
117
- "max_gap_ms": 45410
118
  }
119
  ],
120
  "gap_samples": [
@@ -814,6 +814,30 @@
814
  "next_exchange_time": 1767013236838,
815
  "gap_ms": 10091
816
  },
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
817
  {
818
  "symbol": "ETHUSDC",
819
  "dtype": "trade",
@@ -982,6 +1006,14 @@
982
  "next_exchange_time": 1767009241476,
983
  "gap_ms": 33446
984
  },
 
 
 
 
 
 
 
 
985
  {
986
  "symbol": "SOLUSDC",
987
  "dtype": "trade",
 
1
  {
2
+ "generated_at": "2025-12-29T15:10:13",
3
  "input_root": "/app/data/行情数据",
4
  "output_root": "/app/data/行情数据_整理",
5
  "backup_root": "/app/data/行情数据_备份",
 
13
  "symbol": "BNBUSDC",
14
  "date": "2025-12-29",
15
  "dtype": "trade",
16
+ "input_files": 911,
17
  "bad_files": [],
18
  "output": "/app/data/行情数据_整理/BNBUSDC/2025-12-29/trade.parquet",
19
+ "rows": 86686,
20
  "deleted_files": [],
21
  "moved_files": [],
22
  "delete_errors": [],
 
26
  "symbol": "BTCUSDC",
27
  "date": "2025-12-29",
28
  "dtype": "trade",
29
+ "input_files": 911,
30
  "bad_files": [],
31
  "output": "/app/data/行情数据_整理/BTCUSDC/2025-12-29/trade.parquet",
32
+ "rows": 372536,
33
  "deleted_files": [],
34
  "moved_files": [],
35
  "delete_errors": [],
 
39
  "symbol": "ETHUSDC",
40
  "date": "2025-12-29",
41
  "dtype": "trade",
42
+ "input_files": 911,
43
  "bad_files": [],
44
  "output": "/app/data/行情数据_整理/ETHUSDC/2025-12-29/trade.parquet",
45
+ "rows": 598331,
46
  "deleted_files": [],
47
  "moved_files": [],
48
  "delete_errors": [],
 
52
  "symbol": "SOLUSDC",
53
  "date": "2025-12-29",
54
  "dtype": "trade",
55
+ "input_files": 911,
56
  "bad_files": [],
57
  "output": "/app/data/行情数据_整理/SOLUSDC/2025-12-29/trade.parquet",
58
+ "rows": 98554,
59
  "deleted_files": [],
60
  "moved_files": [],
61
  "delete_errors": [],
 
65
  "symbol": "XRPUSDC",
66
  "date": "2025-12-29",
67
  "dtype": "trade",
68
+ "input_files": 911,
69
  "bad_files": [],
70
  "output": "/app/data/行情数据_整理/XRPUSDC/2025-12-29/trade.parquet",
71
+ "rows": 49464,
72
  "deleted_files": [],
73
  "moved_files": [],
74
  "delete_errors": [],
 
81
  "date": "2025-12-29",
82
  "dtype": "trade",
83
  "gap_threshold_ms": 10000,
84
+ "gap_count": 864,
85
  "max_gap_ms": 65620
86
  },
87
  {
 
89
  "date": "2025-12-29",
90
  "dtype": "trade",
91
  "gap_threshold_ms": 10000,
92
+ "gap_count": 40,
93
+ "max_gap_ms": 43401
94
  },
95
  {
96
  "symbol": "ETHUSDC",
97
  "date": "2025-12-29",
98
  "dtype": "trade",
99
  "gap_threshold_ms": 10000,
100
+ "gap_count": 22,
101
+ "max_gap_ms": 45558
102
  },
103
  {
104
  "symbol": "SOLUSDC",
105
  "date": "2025-12-29",
106
  "dtype": "trade",
107
  "gap_threshold_ms": 10000,
108
+ "gap_count": 223,
109
+ "max_gap_ms": 46758
110
  },
111
  {
112
  "symbol": "XRPUSDC",
113
  "date": "2025-12-29",
114
  "dtype": "trade",
115
  "gap_threshold_ms": 10000,
116
+ "gap_count": 681,
117
+ "max_gap_ms": 50585
118
  }
119
  ],
120
  "gap_samples": [
 
814
  "next_exchange_time": 1767013236838,
815
  "gap_ms": 10091
816
  },
817
+ {
818
+ "symbol": "BTCUSDC",
819
+ "dtype": "trade",
820
+ "date": "2025-12-29",
821
+ "prev_exchange_time": 1767013971353,
822
+ "next_exchange_time": 1767013983333,
823
+ "gap_ms": 11980
824
+ },
825
+ {
826
+ "symbol": "BTCUSDC",
827
+ "dtype": "trade",
828
+ "date": "2025-12-29",
829
+ "prev_exchange_time": 1767014718967,
830
+ "next_exchange_time": 1767014735452,
831
+ "gap_ms": 16485
832
+ },
833
+ {
834
+ "symbol": "BTCUSDC",
835
+ "dtype": "trade",
836
+ "date": "2025-12-29",
837
+ "prev_exchange_time": 1767015828083,
838
+ "next_exchange_time": 1767015871484,
839
+ "gap_ms": 43401
840
+ },
841
  {
842
  "symbol": "ETHUSDC",
843
  "dtype": "trade",
 
1006
  "next_exchange_time": 1767009241476,
1007
  "gap_ms": 33446
1008
  },
1009
+ {
1010
+ "symbol": "ETHUSDC",
1011
+ "dtype": "trade",
1012
+ "date": "2025-12-29",
1013
+ "prev_exchange_time": 1767015827030,
1014
+ "next_exchange_time": 1767015872588,
1015
+ "gap_ms": 45558
1016
+ },
1017
  {
1018
  "symbol": "SOLUSDC",
1019
  "dtype": "trade",
整理报告.md CHANGED
@@ -1,27 +1,27 @@
1
  # 📊 行情数据整理报告
2
- - **生成时间**: 2025-12-29T14:10:01
3
  - **输入目录**: `/app/data/行情数据`
4
  - **输出目录**: `/app/data/行情数据_整理`
5
 
6
  ## 1. 整理概览
7
  | 币种 | 日期 | 类型 | 文件数 | 输出行数 | 状态 |
8
  |---|---|---|---|---|---|
9
- | BNBUSDC | 2025-12-29 | trade | 851 | 80,921 | ✅ 成功 |
10
- | BTCUSDC | 2025-12-29 | trade | 851 | 355,978 | ✅ 成功 |
11
- | ETHUSDC | 2025-12-29 | trade | 851 | 572,260 | ✅ 成功 |
12
- | SOLUSDC | 2025-12-29 | trade | 851 | 94,126 | ✅ 成功 |
13
- | XRPUSDC | 2025-12-29 | trade | 851 | 47,227 | ✅ 成功 |
14
 
15
  ## 2. 连续性检查 (缺口报告)
16
  > **缺口定义**: 相邻两条数据的时间差超过阈值。
17
 
18
  | 币种 | 日期 | 类型 | 阈值(ms) | 缺口数量 | 最大断档(秒) |
19
  |---|---|---|---|---|---|
20
- | BNBUSDC | 2025-12-29 | trade | 10000 | 848 | **65.6s** |
21
- | BTCUSDC | 2025-12-29 | trade | 10000 | 37 | **33.1s** |
22
- | ETHUSDC | 2025-12-29 | trade | 10000 | 21 | **33.4s** |
23
- | SOLUSDC | 2025-12-29 | trade | 10000 | 206 | **41.9s** |
24
- | XRPUSDC | 2025-12-29 | trade | 10000 | 641 | **45.4s** |
25
 
26
  ## 3. 详细缺口样本 (Top 50)
27
  | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |
@@ -113,6 +113,9 @@
113
  | BTCUSDC | trade | 12:53:28.009 | 12:54:01.074 | 33.065s |
114
  | BTCUSDC | trade | 12:54:39.736 | 12:54:49.751 | 10.015s |
115
  | BTCUSDC | trade | 14:00:26.747 | 14:00:36.838 | 10.091s |
 
 
 
116
  | ETHUSDC | trade | 00:00:12.894 | 00:00:45.509 | 32.615s |
117
  | ETHUSDC | trade | 02:29:39.144 | 02:29:52.703 | 13.559s |
118
  | ETHUSDC | trade | 06:27:03.066 | 06:27:14.438 | 11.372s |
@@ -134,6 +137,7 @@
134
  | ETHUSDC | trade | 12:25:47.132 | 12:25:58.323 | 11.191s |
135
  | ETHUSDC | trade | 12:49:43.658 | 12:49:53.984 | 10.326s |
136
  | ETHUSDC | trade | 12:53:28.030 | 12:54:01.476 | 33.446s |
 
137
  | SOLUSDC | trade | 00:00:12.819 | 00:00:45.910 | 33.091s |
138
  | SOLUSDC | trade | 00:04:08.258 | 00:04:18.516 | 10.258s |
139
  | SOLUSDC | trade | 00:05:33.883 | 00:05:47.247 | 13.364s |
 
1
  # 📊 行情数据整理报告
2
+ - **生成时间**: 2025-12-29T15:10:13
3
  - **输入目录**: `/app/data/行情数据`
4
  - **输出目录**: `/app/data/行情数据_整理`
5
 
6
  ## 1. 整理概览
7
  | 币种 | 日期 | 类型 | 文件数 | 输出行数 | 状态 |
8
  |---|---|---|---|---|---|
9
+ | BNBUSDC | 2025-12-29 | trade | 911 | 86,686 | ✅ 成功 |
10
+ | BTCUSDC | 2025-12-29 | trade | 911 | 372,536 | ✅ 成功 |
11
+ | ETHUSDC | 2025-12-29 | trade | 911 | 598,331 | ✅ 成功 |
12
+ | SOLUSDC | 2025-12-29 | trade | 911 | 98,554 | ✅ 成功 |
13
+ | XRPUSDC | 2025-12-29 | trade | 911 | 49,464 | ✅ 成功 |
14
 
15
  ## 2. 连续性检查 (缺口报告)
16
  > **缺口定义**: 相邻两条数据的时间差超过阈值。
17
 
18
  | 币种 | 日期 | 类型 | 阈值(ms) | 缺口数量 | 最大断档(秒) |
19
  |---|---|---|---|---|---|
20
+ | BNBUSDC | 2025-12-29 | trade | 10000 | 864 | **65.6s** |
21
+ | BTCUSDC | 2025-12-29 | trade | 10000 | 40 | **43.4s** |
22
+ | ETHUSDC | 2025-12-29 | trade | 10000 | 22 | **45.6s** |
23
+ | SOLUSDC | 2025-12-29 | trade | 10000 | 223 | **46.8s** |
24
+ | XRPUSDC | 2025-12-29 | trade | 10000 | 681 | **50.6s** |
25
 
26
  ## 3. 详细缺口样本 (Top 50)
27
  | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |
 
113
  | BTCUSDC | trade | 12:53:28.009 | 12:54:01.074 | 33.065s |
114
  | BTCUSDC | trade | 12:54:39.736 | 12:54:49.751 | 10.015s |
115
  | BTCUSDC | trade | 14:00:26.747 | 14:00:36.838 | 10.091s |
116
+ | BTCUSDC | trade | 14:12:51.353 | 14:13:03.333 | 11.98s |
117
+ | BTCUSDC | trade | 14:25:18.967 | 14:25:35.452 | 16.485s |
118
+ | BTCUSDC | trade | 14:43:48.083 | 14:44:31.484 | 43.401s |
119
  | ETHUSDC | trade | 00:00:12.894 | 00:00:45.509 | 32.615s |
120
  | ETHUSDC | trade | 02:29:39.144 | 02:29:52.703 | 13.559s |
121
  | ETHUSDC | trade | 06:27:03.066 | 06:27:14.438 | 11.372s |
 
137
  | ETHUSDC | trade | 12:25:47.132 | 12:25:58.323 | 11.191s |
138
  | ETHUSDC | trade | 12:49:43.658 | 12:49:53.984 | 10.326s |
139
  | ETHUSDC | trade | 12:53:28.030 | 12:54:01.476 | 33.446s |
140
+ | ETHUSDC | trade | 14:43:47.030 | 14:44:32.588 | 45.558s |
141
  | SOLUSDC | trade | 00:00:12.819 | 00:00:45.910 | 33.091s |
142
  | SOLUSDC | trade | 00:04:08.258 | 00:04:18.516 | 10.258s |
143
  | SOLUSDC | trade | 00:05:33.883 | 00:05:47.247 | 13.364s |