Auto-sync: 2025-12-27 15:54:45
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 +16 -16
- 整理报告.md +10 -10
BNBUSDC/2025-12-27/trade.parquet
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:df4bf124d5b09f1dacb235442a13e5f0729415be050179eb7fabeba20c843ef7
|
| 3 |
+
size 104280
|
BTCUSDC/2025-12-27/trade.parquet
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6c8e3568d69c817aacfaba6280aac01811b689774a484d18ad27d04fe0403a86
|
| 3 |
+
size 287665
|
ETHUSDC/2025-12-27/trade.parquet
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f186be6751f39ebd0143366b9ce0dd3e765f64913634ec44010812d88565880f
|
| 3 |
+
size 500638
|
SOLUSDC/2025-12-27/trade.parquet
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:56a9b1f356c6a5dfb8a75401d1cfbad67c844b0153be0b0a87deac995c716e7a
|
| 3 |
+
size 126857
|
XRPUSDC/2025-12-27/trade.parquet
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:8856ab660a894411f06ad54a188f4da77b2643a6041d3c802d6dd9d869fdb33e
|
| 3 |
+
size 89841
|
整理报告.json
CHANGED
|
@@ -1,10 +1,10 @@
|
|
| 1 |
{
|
| 2 |
-
"generated_at": "2025-12-27T15:
|
| 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",
|
| 6 |
"move_to_backup": true,
|
| 7 |
-
"delete_source":
|
| 8 |
"delete_today": false,
|
| 9 |
"check_gap": true,
|
| 10 |
"auto_fill_trade_from_depth_gaps": true,
|
|
@@ -13,10 +13,10 @@
|
|
| 13 |
"symbol": "BNBUSDC",
|
| 14 |
"date": "2025-12-27",
|
| 15 |
"dtype": "trade",
|
| 16 |
-
"input_files":
|
| 17 |
"bad_files": [],
|
| 18 |
"output": "/app/data/行情数据_整理/BNBUSDC/2025-12-27/trade.parquet",
|
| 19 |
-
"rows":
|
| 20 |
"deleted_files": [],
|
| 21 |
"moved_files": [],
|
| 22 |
"delete_errors": [],
|
|
@@ -26,10 +26,10 @@
|
|
| 26 |
"symbol": "BTCUSDC",
|
| 27 |
"date": "2025-12-27",
|
| 28 |
"dtype": "trade",
|
| 29 |
-
"input_files":
|
| 30 |
"bad_files": [],
|
| 31 |
"output": "/app/data/行情数据_整理/BTCUSDC/2025-12-27/trade.parquet",
|
| 32 |
-
"rows":
|
| 33 |
"deleted_files": [],
|
| 34 |
"moved_files": [],
|
| 35 |
"delete_errors": [],
|
|
@@ -39,10 +39,10 @@
|
|
| 39 |
"symbol": "ETHUSDC",
|
| 40 |
"date": "2025-12-27",
|
| 41 |
"dtype": "trade",
|
| 42 |
-
"input_files":
|
| 43 |
"bad_files": [],
|
| 44 |
"output": "/app/data/行情数据_整理/ETHUSDC/2025-12-27/trade.parquet",
|
| 45 |
-
"rows":
|
| 46 |
"deleted_files": [],
|
| 47 |
"moved_files": [],
|
| 48 |
"delete_errors": [],
|
|
@@ -52,10 +52,10 @@
|
|
| 52 |
"symbol": "SOLUSDC",
|
| 53 |
"date": "2025-12-27",
|
| 54 |
"dtype": "trade",
|
| 55 |
-
"input_files":
|
| 56 |
"bad_files": [],
|
| 57 |
"output": "/app/data/行情数据_整理/SOLUSDC/2025-12-27/trade.parquet",
|
| 58 |
-
"rows":
|
| 59 |
"deleted_files": [],
|
| 60 |
"moved_files": [],
|
| 61 |
"delete_errors": [],
|
|
@@ -65,10 +65,10 @@
|
|
| 65 |
"symbol": "XRPUSDC",
|
| 66 |
"date": "2025-12-27",
|
| 67 |
"dtype": "trade",
|
| 68 |
-
"input_files":
|
| 69 |
"bad_files": [],
|
| 70 |
"output": "/app/data/行情数据_整理/XRPUSDC/2025-12-27/trade.parquet",
|
| 71 |
-
"rows":
|
| 72 |
"deleted_files": [],
|
| 73 |
"moved_files": [],
|
| 74 |
"delete_errors": [],
|
|
@@ -81,7 +81,7 @@
|
|
| 81 |
"date": "2025-12-27",
|
| 82 |
"dtype": "trade",
|
| 83 |
"gap_threshold_ms": 10000,
|
| 84 |
-
"gap_count":
|
| 85 |
"max_gap_ms": 87463
|
| 86 |
},
|
| 87 |
{
|
|
@@ -97,7 +97,7 @@
|
|
| 97 |
"date": "2025-12-27",
|
| 98 |
"dtype": "trade",
|
| 99 |
"gap_threshold_ms": 10000,
|
| 100 |
-
"gap_count":
|
| 101 |
"max_gap_ms": 59445
|
| 102 |
},
|
| 103 |
{
|
|
@@ -105,7 +105,7 @@
|
|
| 105 |
"date": "2025-12-27",
|
| 106 |
"dtype": "trade",
|
| 107 |
"gap_threshold_ms": 10000,
|
| 108 |
-
"gap_count":
|
| 109 |
"max_gap_ms": 68669
|
| 110 |
},
|
| 111 |
{
|
|
@@ -113,7 +113,7 @@
|
|
| 113 |
"date": "2025-12-27",
|
| 114 |
"dtype": "trade",
|
| 115 |
"gap_threshold_ms": 10000,
|
| 116 |
-
"gap_count":
|
| 117 |
"max_gap_ms": 63002
|
| 118 |
}
|
| 119 |
],
|
|
|
|
| 1 |
{
|
| 2 |
+
"generated_at": "2025-12-27T15:54:41",
|
| 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",
|
| 6 |
"move_to_backup": true,
|
| 7 |
+
"delete_source": false,
|
| 8 |
"delete_today": false,
|
| 9 |
"check_gap": true,
|
| 10 |
"auto_fill_trade_from_depth_gaps": true,
|
|
|
|
| 13 |
"symbol": "BNBUSDC",
|
| 14 |
"date": "2025-12-27",
|
| 15 |
"dtype": "trade",
|
| 16 |
+
"input_files": 240,
|
| 17 |
"bad_files": [],
|
| 18 |
"output": "/app/data/行情数据_整理/BNBUSDC/2025-12-27/trade.parquet",
|
| 19 |
+
"rows": 6643,
|
| 20 |
"deleted_files": [],
|
| 21 |
"moved_files": [],
|
| 22 |
"delete_errors": [],
|
|
|
|
| 26 |
"symbol": "BTCUSDC",
|
| 27 |
"date": "2025-12-27",
|
| 28 |
"dtype": "trade",
|
| 29 |
+
"input_files": 241,
|
| 30 |
"bad_files": [],
|
| 31 |
"output": "/app/data/行情数据_整理/BTCUSDC/2025-12-27/trade.parquet",
|
| 32 |
+
"rows": 18056,
|
| 33 |
"deleted_files": [],
|
| 34 |
"moved_files": [],
|
| 35 |
"delete_errors": [],
|
|
|
|
| 39 |
"symbol": "ETHUSDC",
|
| 40 |
"date": "2025-12-27",
|
| 41 |
"dtype": "trade",
|
| 42 |
+
"input_files": 241,
|
| 43 |
"bad_files": [],
|
| 44 |
"output": "/app/data/行情数据_整理/ETHUSDC/2025-12-27/trade.parquet",
|
| 45 |
+
"rows": 32540,
|
| 46 |
"deleted_files": [],
|
| 47 |
"moved_files": [],
|
| 48 |
"delete_errors": [],
|
|
|
|
| 52 |
"symbol": "SOLUSDC",
|
| 53 |
"date": "2025-12-27",
|
| 54 |
"dtype": "trade",
|
| 55 |
+
"input_files": 241,
|
| 56 |
"bad_files": [],
|
| 57 |
"output": "/app/data/行情数据_整理/SOLUSDC/2025-12-27/trade.parquet",
|
| 58 |
+
"rows": 6588,
|
| 59 |
"deleted_files": [],
|
| 60 |
"moved_files": [],
|
| 61 |
"delete_errors": [],
|
|
|
|
| 65 |
"symbol": "XRPUSDC",
|
| 66 |
"date": "2025-12-27",
|
| 67 |
"dtype": "trade",
|
| 68 |
+
"input_files": 241,
|
| 69 |
"bad_files": [],
|
| 70 |
"output": "/app/data/行情数据_整理/XRPUSDC/2025-12-27/trade.parquet",
|
| 71 |
+
"rows": 4389,
|
| 72 |
"deleted_files": [],
|
| 73 |
"moved_files": [],
|
| 74 |
"delete_errors": [],
|
|
|
|
| 81 |
"date": "2025-12-27",
|
| 82 |
"dtype": "trade",
|
| 83 |
"gap_threshold_ms": 10000,
|
| 84 |
+
"gap_count": 447,
|
| 85 |
"max_gap_ms": 87463
|
| 86 |
},
|
| 87 |
{
|
|
|
|
| 97 |
"date": "2025-12-27",
|
| 98 |
"dtype": "trade",
|
| 99 |
"gap_threshold_ms": 10000,
|
| 100 |
+
"gap_count": 66,
|
| 101 |
"max_gap_ms": 59445
|
| 102 |
},
|
| 103 |
{
|
|
|
|
| 105 |
"date": "2025-12-27",
|
| 106 |
"dtype": "trade",
|
| 107 |
"gap_threshold_ms": 10000,
|
| 108 |
+
"gap_count": 295,
|
| 109 |
"max_gap_ms": 68669
|
| 110 |
},
|
| 111 |
{
|
|
|
|
| 113 |
"date": "2025-12-27",
|
| 114 |
"dtype": "trade",
|
| 115 |
"gap_threshold_ms": 10000,
|
| 116 |
+
"gap_count": 410,
|
| 117 |
"max_gap_ms": 63002
|
| 118 |
}
|
| 119 |
],
|
整理报告.md
CHANGED
|
@@ -1,27 +1,27 @@
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
-
- **生成时间**: 2025-12-27T15:
|
| 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 | 27 | **35.7s** |
|
| 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 |
|
|
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2025-12-27T15:54:41
|
| 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 | 240 | 6,643 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2025-12-27 | trade | 241 | 18,056 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2025-12-27 | trade | 241 | 32,540 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2025-12-27 | trade | 241 | 6,588 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2025-12-27 | trade | 241 | 4,389 | ✅ 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 | 447 | **87.5s** |
|
| 21 |
| BTCUSDC | 2025-12-27 | trade | 10000 | 27 | **35.7s** |
|
| 22 |
+
| ETHUSDC | 2025-12-27 | trade | 10000 | 66 | **59.4s** |
|
| 23 |
+
| SOLUSDC | 2025-12-27 | trade | 10000 | 295 | **68.7s** |
|
| 24 |
+
| XRPUSDC | 2025-12-27 | trade | 10000 | 410 | **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 |
|