Auto-sync: 2025-12-27 15:02:50
Browse files- BNBUSDC/2025-12-27/trade.parquet +2 -2
- BTCUSDC/2025-12-27/trade.parquet +2 -2
- ETHUSDC/2025-12-27/trade.parquet +2 -2
- SOLUSDC/2025-12-27/trade.parquet +2 -2
- XRPUSDC/2025-12-27/trade.parquet +2 -2
- 整理报告.json +314 -18
- 整理报告.md +48 -11
BNBUSDC/2025-12-27/trade.parquet
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BTCUSDC/2025-12-27/trade.parquet
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ETHUSDC/2025-12-27/trade.parquet
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SOLUSDC/2025-12-27/trade.parquet
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XRPUSDC/2025-12-27/trade.parquet
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整理报告.json
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| 1049 |
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|
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|
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|
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|
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|
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|
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|
| 1081 |
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|
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| 1089 |
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|
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|
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|
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},
|
| 1097 |
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|
| 1098 |
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|
| 1099 |
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|
| 1100 |
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|
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|
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|
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|
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| 1113 |
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| 1114 |
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| 1116 |
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| 1117 |
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|
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| 1121 |
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{
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| 1122 |
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|
| 1123 |
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| 1124 |
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|
| 1125 |
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| 1127 |
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| 1129 |
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{
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| 1130 |
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| 1131 |
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| 1132 |
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"date": "2025-12-27",
|
| 1133 |
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},
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| 1137 |
{
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| 1138 |
"symbol": "SOLUSDC",
|
| 1139 |
"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-
|
| 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 | 2025-12-27 | trade |
|
| 10 |
-
| BTCUSDC | 2025-12-27 | trade |
|
| 11 |
-
| ETHUSDC | 2025-12-27 | trade |
|
| 12 |
-
| SOLUSDC | 2025-12-27 | trade |
|
| 13 |
-
| XRPUSDC | 2025-12-27 | trade |
|
| 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 | 2025-12-27 | trade | 10000 |
|
| 21 |
-
| BTCUSDC | 2025-12-27 | trade | 10000 |
|
| 22 |
-
| ETHUSDC | 2025-12-27 | trade | 10000 |
|
| 23 |
-
| SOLUSDC | 2025-12-27 | trade | 10000 |
|
| 24 |
-
| XRPUSDC | 2025-12-27 | trade | 10000 |
|
| 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 |
|
|
@@ -85,6 +85,24 @@
|
|
| 85 |
| BTCUSDC | trade | 13:47:01.059 | 13:47:13.509 | 12.45s |
|
| 86 |
| BTCUSDC | trade | 13:48:25.978 | 13:48:41.878 | 15.9s |
|
| 87 |
| BTCUSDC | trade | 13:48:41.878 | 13:49:00.554 | 18.676s |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 88 |
| ETHUSDC | trade | 12:10:30.521 | 12:10:40.720 | 10.199s |
|
| 89 |
| ETHUSDC | trade | 12:17:14.758 | 12:17:27.822 | 13.064s |
|
| 90 |
| ETHUSDC | trade | 12:26:23.499 | 12:26:34.617 | 11.118s |
|
|
@@ -116,6 +134,25 @@
|
|
| 116 |
| ETHUSDC | trade | 13:55:09.123 | 13:55:20.892 | 11.769s |
|
| 117 |
| ETHUSDC | trade | 13:55:20.892 | 13:55:30.992 | 10.1s |
|
| 118 |
| ETHUSDC | trade | 13:56:37.898 | 13:56:53.018 | 15.12s |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 119 |
| SOLUSDC | trade | 11:52:45.746 | 11:52:59.085 | 13.339s |
|
| 120 |
| SOLUSDC | trade | 11:54:17.447 | 11:54:28.010 | 10.563s |
|
| 121 |
| SOLUSDC | trade | 11:56:27.998 | 11:56:44.456 | 16.458s |
|
|
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2025-12-27T15:02:48
|
| 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 | 2025-12-27 | trade | 189 | 4,779 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2025-12-27 | trade | 190 | 13,976 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2025-12-27 | trade | 190 | 25,600 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2025-12-27 | trade | 190 | 5,199 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2025-12-27 | trade | 190 | 3,570 | ✅ 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 | 2025-12-27 | trade | 10000 | 346 | **87.5s** |
|
| 21 |
+
| BTCUSDC | 2025-12-27 | trade | 10000 | 27 | **35.7s** |
|
| 22 |
+
| ETHUSDC | 2025-12-27 | trade | 10000 | 62 | **59.4s** |
|
| 23 |
+
| SOLUSDC | 2025-12-27 | trade | 10000 | 229 | **68.7s** |
|
| 24 |
+
| XRPUSDC | 2025-12-27 | trade | 10000 | 322 | **63.0s** |
|
| 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 |
|
|
|
|
| 85 |
| BTCUSDC | trade | 13:47:01.059 | 13:47:13.509 | 12.45s |
|
| 86 |
| BTCUSDC | trade | 13:48:25.978 | 13:48:41.878 | 15.9s |
|
| 87 |
| BTCUSDC | trade | 13:48:41.878 | 13:49:00.554 | 18.676s |
|
| 88 |
+
| BTCUSDC | trade | 14:22:55.258 | 14:23:07.642 | 12.384s |
|
| 89 |
+
| BTCUSDC | trade | 14:23:10.699 | 14:23:23.056 | 12.357s |
|
| 90 |
+
| BTCUSDC | trade | 14:25:50.171 | 14:26:01.624 | 11.453s |
|
| 91 |
+
| BTCUSDC | trade | 14:26:21.254 | 14:26:36.078 | 14.824s |
|
| 92 |
+
| BTCUSDC | trade | 14:26:43.658 | 14:26:55.457 | 11.799s |
|
| 93 |
+
| BTCUSDC | trade | 14:27:07.529 | 14:27:21.006 | 13.477s |
|
| 94 |
+
| BTCUSDC | trade | 14:27:21.006 | 14:27:39.519 | 18.513s |
|
| 95 |
+
| BTCUSDC | trade | 14:28:25.460 | 14:28:35.463 | 10.003s |
|
| 96 |
+
| BTCUSDC | trade | 14:29:21.837 | 14:29:34.818 | 12.981s |
|
| 97 |
+
| BTCUSDC | trade | 14:29:34.818 | 14:29:47.057 | 12.239s |
|
| 98 |
+
| BTCUSDC | trade | 14:29:47.057 | 14:30:01.438 | 14.381s |
|
| 99 |
+
| BTCUSDC | trade | 14:30:30.190 | 14:30:59.224 | 29.034s |
|
| 100 |
+
| BTCUSDC | trade | 14:31:01.093 | 14:31:24.256 | 23.163s |
|
| 101 |
+
| BTCUSDC | trade | 14:31:24.823 | 14:32:00.513 | 35.69s |
|
| 102 |
+
| BTCUSDC | trade | 14:32:16.125 | 14:32:48.026 | 31.901s |
|
| 103 |
+
| BTCUSDC | trade | 14:33:03.382 | 14:33:13.518 | 10.136s |
|
| 104 |
+
| BTCUSDC | trade | 14:33:13.518 | 14:33:30.317 | 16.799s |
|
| 105 |
+
| BTCUSDC | trade | 14:33:30.317 | 14:33:41.370 | 11.053s |
|
| 106 |
| ETHUSDC | trade | 12:10:30.521 | 12:10:40.720 | 10.199s |
|
| 107 |
| ETHUSDC | trade | 12:17:14.758 | 12:17:27.822 | 13.064s |
|
| 108 |
| ETHUSDC | trade | 12:26:23.499 | 12:26:34.617 | 11.118s |
|
|
|
|
| 134 |
| ETHUSDC | trade | 13:55:09.123 | 13:55:20.892 | 11.769s |
|
| 135 |
| ETHUSDC | trade | 13:55:20.892 | 13:55:30.992 | 10.1s |
|
| 136 |
| ETHUSDC | trade | 13:56:37.898 | 13:56:53.018 | 15.12s |
|
| 137 |
+
| ETHUSDC | trade | 14:02:04.739 | 14:02:15.141 | 10.402s |
|
| 138 |
+
| ETHUSDC | trade | 14:02:46.886 | 14:03:00.430 | 13.544s |
|
| 139 |
+
| ETHUSDC | trade | 14:07:12.500 | 14:07:22.975 | 10.475s |
|
| 140 |
+
| ETHUSDC | trade | 14:22:19.680 | 14:22:29.750 | 10.07s |
|
| 141 |
+
| ETHUSDC | trade | 14:24:03.110 | 14:24:17.563 | 14.453s |
|
| 142 |
+
| ETHUSDC | trade | 14:29:21.645 | 14:29:38.232 | 16.587s |
|
| 143 |
+
| ETHUSDC | trade | 14:29:45.145 | 14:29:57.627 | 12.482s |
|
| 144 |
+
| ETHUSDC | trade | 14:47:41.679 | 14:47:58.008 | 16.329s |
|
| 145 |
+
| ETHUSDC | trade | 14:48:07.026 | 14:48:20.638 | 13.612s |
|
| 146 |
+
| ETHUSDC | trade | 14:48:20.638 | 14:48:34.208 | 13.57s |
|
| 147 |
+
| ETHUSDC | trade | 14:49:39.727 | 14:50:01.128 | 21.401s |
|
| 148 |
+
| ETHUSDC | trade | 14:50:08.977 | 14:50:24.425 | 15.448s |
|
| 149 |
+
| ETHUSDC | trade | 14:50:47.320 | 14:51:21.884 | 34.564s |
|
| 150 |
+
| ETHUSDC | trade | 14:51:21.884 | 14:51:43.488 | 21.604s |
|
| 151 |
+
| ETHUSDC | trade | 14:51:43.642 | 14:52:01.241 | 17.599s |
|
| 152 |
+
| ETHUSDC | trade | 14:52:25.024 | 14:52:41.447 | 16.423s |
|
| 153 |
+
| ETHUSDC | trade | 14:52:41.447 | 14:52:59.359 | 17.912s |
|
| 154 |
+
| ETHUSDC | trade | 14:53:01.184 | 14:53:12.627 | 11.443s |
|
| 155 |
+
| ETHUSDC | trade | 14:53:15.944 | 14:53:42.336 | 26.392s |
|
| 156 |
| SOLUSDC | trade | 11:52:45.746 | 11:52:59.085 | 13.339s |
|
| 157 |
| SOLUSDC | trade | 11:54:17.447 | 11:54:28.010 | 10.563s |
|
| 158 |
| SOLUSDC | trade | 11:56:27.998 | 11:56:44.456 | 16.458s |
|