Auto-sync: 2026-01-05 16:06:57
Browse files- BNBUSDC/2026-01-05/trade.parquet +2 -2
- BTCUSDC/2026-01-05/trade.parquet +2 -2
- ETHUSDC/2026-01-05/trade.parquet +2 -2
- SOLUSDC/2026-01-05/trade.parquet +2 -2
- XRPUSDC/2026-01-05/trade.parquet +2 -2
- 整理报告.json +77 -13
- 整理报告.md +17 -9
BNBUSDC/2026-01-05/trade.parquet
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ETHUSDC/2026-01-05/trade.parquet
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SOLUSDC/2026-01-05/trade.parquet
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XRPUSDC/2026-01-05/trade.parquet
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整理报告.json
CHANGED
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| 1 |
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| 13 |
"symbol": "BNBUSDC",
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"symbol": "BTCUSDC",
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| 27 |
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| 28 |
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| 29 |
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"symbol": "XRPUSDC",
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整理报告.md
CHANGED
|
@@ -1,27 +1,27 @@
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
-
- **生成时间**: 2026-01-
|
| 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 | 2026-01-05 | trade |
|
| 10 |
-
| BTCUSDC | 2026-01-05 | trade |
|
| 11 |
-
| ETHUSDC | 2026-01-05 | trade |
|
| 12 |
-
| SOLUSDC | 2026-01-05 | trade |
|
| 13 |
-
| XRPUSDC | 2026-01-05 | 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 | 2026-01-05 | trade | 10000 |
|
| 21 |
| BTCUSDC | 2026-01-05 | trade | 10000 | 33 | **23.8s** |
|
| 22 |
| ETHUSDC | 2026-01-05 | trade | 10000 | 38 | **18.9s** |
|
| 23 |
| SOLUSDC | 2026-01-05 | trade | 10000 | 44 | **32.4s** |
|
| 24 |
-
| XRPUSDC | 2026-01-05 | 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 |
|
|
@@ -227,4 +227,12 @@
|
|
| 227 |
| XRPUSDC | trade | 14:06:06.251 | 14:06:18.087 | 11.836s |
|
| 228 |
| XRPUSDC | trade | 14:11:09.476 | 14:11:23.928 | 14.452s |
|
| 229 |
| XRPUSDC | trade | 14:49:23.196 | 14:49:35.793 | 12.597s |
|
| 230 |
-
| XRPUSDC | trade | 14:59:44.784 | 14:59:54.958 | 10.174s |
|
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|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2026-01-05T16:06:38
|
| 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 | 2026-01-05 | trade | 970 | 100,335 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2026-01-05 | trade | 970 | 338,988 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2026-01-05 | trade | 970 | 792,136 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2026-01-05 | trade | 970 | 105,063 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2026-01-05 | trade | 970 | 102,062 | ✅ 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 | 2026-01-05 | trade | 10000 | 320 | **37.3s** |
|
| 21 |
| BTCUSDC | 2026-01-05 | trade | 10000 | 33 | **23.8s** |
|
| 22 |
| ETHUSDC | 2026-01-05 | trade | 10000 | 38 | **18.9s** |
|
| 23 |
| SOLUSDC | 2026-01-05 | trade | 10000 | 44 | **32.4s** |
|
| 24 |
+
| XRPUSDC | 2026-01-05 | trade | 10000 | 45 | **24.1s** |
|
| 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 |
|
|
|
|
| 227 |
| XRPUSDC | trade | 14:06:06.251 | 14:06:18.087 | 11.836s |
|
| 228 |
| XRPUSDC | trade | 14:11:09.476 | 14:11:23.928 | 14.452s |
|
| 229 |
| XRPUSDC | trade | 14:49:23.196 | 14:49:35.793 | 12.597s |
|
| 230 |
+
| XRPUSDC | trade | 14:59:44.784 | 14:59:54.958 | 10.174s |
|
| 231 |
+
| XRPUSDC | trade | 15:13:22.100 | 15:13:32.363 | 10.263s |
|
| 232 |
+
| XRPUSDC | trade | 15:13:46.542 | 15:13:57.416 | 10.874s |
|
| 233 |
+
| XRPUSDC | trade | 15:14:02.269 | 15:14:16.834 | 14.565s |
|
| 234 |
+
| XRPUSDC | trade | 15:19:27.456 | 15:19:37.669 | 10.213s |
|
| 235 |
+
| XRPUSDC | trade | 15:19:46.307 | 15:19:58.394 | 12.087s |
|
| 236 |
+
| XRPUSDC | trade | 15:20:02.573 | 15:20:13.891 | 11.318s |
|
| 237 |
+
| XRPUSDC | trade | 15:20:14.503 | 15:20:26.515 | 12.012s |
|
| 238 |
+
| XRPUSDC | trade | 15:20:46.926 | 15:20:57.477 | 10.551s |
|