Hugging Face's logo

Datasets:
chenchuanshen
/
Quant_Market_Data

Modalities:
Tabular
Text
Formats:
parquet
Size:
1M - 10M
Libraries:
Datasets
Dask
Polars
Dataset card Data Studio Files
xet
 Community
1
chenchuanshen commited on
Commit
6a79350
·
verified ·
1 Parent(s): 49a5a39

Auto-sync: 2025-12-29 00:04:05

Browse files
Files changed (12) hide show
  1. BNBUSDC/2025-12-28/trade.parquet +2 -2
  2. BNBUSDC/2025-12-29/trade.parquet +3 -0
  3. BTCUSDC/2025-12-28/trade.parquet +2 -2
  4. BTCUSDC/2025-12-29/trade.parquet +3 -0
  5. ETHUSDC/2025-12-28/trade.parquet +2 -2
  6. ETHUSDC/2025-12-29/trade.parquet +3 -0
  7. SOLUSDC/2025-12-28/trade.parquet +2 -2
  8. SOLUSDC/2025-12-29/trade.parquet +3 -0
  9. XRPUSDC/2025-12-28/trade.parquet +2 -2
  10. XRPUSDC/2025-12-29/trade.parquet +3 -0
  11. 整理报告.json +0 -0
  12. 整理报告.md +33 -12
BNBUSDC/2025-12-28/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:2ba0de90fc5a00902d551d6d83492fd16081fe84e66438ea89f745f0f5d04624
3
- size 992387
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:67d8c569bb6e57f6fee96dd09ad29e99d3dfa7c650caaaecea991f267322ee06
3
+ size 1038378
BNBUSDC/2025-12-29/trade.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:04e8ad12df279bc291e994a739cc0f28804ff7a24655b5b8bb6888051d9991e2
3
+ size 8652
BTCUSDC/2025-12-28/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:8e5d30d2bd9f88861a4085850499ddfc605d6e495e531edc4ffe8250c5986ae8
3
- size 2042184
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9c40dcbf9663a6fd8d04d52c6632c8d60d41cf7b50180dc83d3d997f337f99ea
3
+ size 2141554
BTCUSDC/2025-12-29/trade.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:57b921741b0eed05831a26db2ccc3e7396b0f1a16ab283f628b71aedd3787aa3
3
+ size 42359
ETHUSDC/2025-12-28/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:91cf2263e241a973cd8e2ca8cb1d812eaf79f1cc3143f6e270d56c405b973e55
3
- size 3416844
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:888b20139c7e17032e16e5c8e33fc6cde346a53e61923ec71091dec8cb3197a5
3
+ size 3567201
ETHUSDC/2025-12-29/trade.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:937bb96d1d5c469c09f7a0a0f0df3e1e2427cc629c980f820768fc44b014c0f0
3
+ size 45163
SOLUSDC/2025-12-28/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:fa8abb891ac59fcfdd037600a87be0b892bff71beb97637a518b846d0d454af0
3
- size 731114
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2eb970f752d2fbf5c162fd9adf72fbdccbefcb1d4d3011035bbcbd5d426638a7
3
+ size 760420
SOLUSDC/2025-12-29/trade.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:06c20addbfad38103c8762c354f48631c6c4afc67096538ec06f9a23ca898ca5
3
+ size 10517
XRPUSDC/2025-12-28/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:c00e9a2743b4097f1133b9d76a750b9ea57a049a3e7adfdcd61b72faf7a2fc73
3
- size 543913
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:692f2c159d84ed1fd4c452c993c4165964071b160e17b7c811c80cb39fe4d042
3
+ size 565599
XRPUSDC/2025-12-29/trade.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5e1209d07bf0bbbc2e441c3e02bee78d10db263a6344c73c9a786c479faa0aa2
3
+ size 9131
整理报告.json CHANGED
The diff for this file is too large to render. See raw diff
 
整理报告.md CHANGED
@@ -1,27 +1,37 @@
1
  # 📊 行情数据整理报告
2
- - **生成时间**: 2025-12-28T23:07:58
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 | 2025-12-28 | trade | 1381 | 64,408 | ✅ 成功 |
10
- | BTCUSDC | 2025-12-28 | trade | 1387 | 131,280 | ✅ 成功 |
11
- | ETHUSDC | 2025-12-28 | trade | 1387 | 248,340 | ✅ 成功 |
12
- | SOLUSDC | 2025-12-28 | trade | 1386 | 38,447 | ✅ 成功 |
13
- | XRPUSDC | 2025-12-28 | trade | 1386 | 28,348 | ✅ 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 | 2025-12-28 | trade | 10000 | 2168 | **112.0s** |
21
- | BTCUSDC | 2025-12-28 | trade | 10000 | 289 | **64.7s** |
22
- | ETHUSDC | 2025-12-28 | trade | 10000 | 521 | **54.0s** |
23
- | SOLUSDC | 2025-12-28 | trade | 10000 | 1804 | **75.0s** |
24
- | XRPUSDC | 2025-12-28 | trade | 10000 | 2316 | **79.3s** |
 
 
 
 
 
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 |
@@ -76,6 +86,11 @@
76
  | BNBUSDC | trade | 00:23:39.310 | 00:23:50.722 | 11.412s |
77
  | BNBUSDC | trade | 00:23:52.365 | 00:24:07.961 | 15.596s |
78
  | BNBUSDC | trade | 00:24:30.720 | 00:24:43.184 | 12.464s |
 
 
 
 
 
79
  | BTCUSDC | trade | 00:01:10.473 | 00:01:21.816 | 11.343s |
80
  | BTCUSDC | trade | 00:14:03.141 | 00:14:15.918 | 12.777s |
81
  | BTCUSDC | trade | 00:14:30.457 | 00:14:42.350 | 11.893s |
@@ -126,6 +141,7 @@
126
  | BTCUSDC | trade | 03:32:16.210 | 03:32:27.934 | 11.724s |
127
  | BTCUSDC | trade | 03:32:44.395 | 03:32:54.441 | 10.046s |
128
  | BTCUSDC | trade | 03:33:26.053 | 03:33:39.164 | 13.111s |
 
129
  | ETHUSDC | trade | 00:01:17.168 | 00:01:27.564 | 10.396s |
130
  | ETHUSDC | trade | 00:01:32.533 | 00:01:49.877 | 17.344s |
131
  | ETHUSDC | trade | 00:02:48.731 | 00:02:59.135 | 10.404s |
@@ -176,6 +192,7 @@
176
  | ETHUSDC | trade | 01:51:05.041 | 01:51:24.269 | 19.228s |
177
  | ETHUSDC | trade | 01:52:48.103 | 01:53:00.650 | 12.547s |
178
  | ETHUSDC | trade | 01:55:21.665 | 01:55:32.373 | 10.708s |
 
179
  | SOLUSDC | trade | 00:00:24.534 | 00:00:34.840 | 10.306s |
180
  | SOLUSDC | trade | 00:01:01.301 | 00:01:11.697 | 10.396s |
181
  | SOLUSDC | trade | 00:01:13.862 | 00:01:24.243 | 10.381s |
@@ -226,6 +243,7 @@
226
  | SOLUSDC | trade | 00:41:52.061 | 00:42:03.683 | 11.622s |
227
  | SOLUSDC | trade | 00:42:09.590 | 00:42:20.580 | 10.99s |
228
  | SOLUSDC | trade | 00:42:28.698 | 00:42:53.238 | 24.54s |
 
229
  | XRPUSDC | trade | 00:00:59.751 | 00:01:27.935 | 28.184s |
230
  | XRPUSDC | trade | 00:01:29.627 | 00:01:43.738 | 14.111s |
231
  | XRPUSDC | trade | 00:02:08.819 | 00:02:20.953 | 12.134s |
@@ -275,4 +293,7 @@
275
  | XRPUSDC | trade | 00:35:48.732 | 00:36:04.558 | 15.826s |
276
  | XRPUSDC | trade | 00:36:09.165 | 00:36:19.435 | 10.27s |
277
  | XRPUSDC | trade | 00:37:06.725 | 00:37:18.103 | 11.378s |
278
- | XRPUSDC | trade | 00:37:18.103 | 00:37:28.770 | 10.667s |
 
 
 
 
1
  # 📊 行情数据整理报告
2
+ - **生成时间**: 2025-12-29T00:03:53
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 | 2025-12-28 | trade | 1432 | 66,784 | ✅ 成功 |
10
+ | BNBUSDC | 2025-12-29 | trade | 4 | 286 | ✅ 成功 |
11
+ | BTCUSDC | 2025-12-28 | trade | 1439 | 139,405 | ✅ 成功 |
12
+ | BTCUSDC | 2025-12-29 | trade | 4 | 2,765 | ✅ 成功 |
13
+ | ETHUSDC | 2025-12-28 | trade | 1439 | 260,608 | ✅ 成功 |
14
+ | ETHUSDC | 2025-12-29 | trade | 4 | 2,751 | ✅ 成功 |
15
+ | SOLUSDC | 2025-12-28 | trade | 1438 | 40,062 | ✅ 成功 |
16
+ | SOLUSDC | 2025-12-29 | trade | 4 | 331 | ✅ 成功 |
17
+ | XRPUSDC | 2025-12-28 | trade | 1438 | 29,550 | ✅ 成功 |
18
+ | XRPUSDC | 2025-12-29 | trade | 4 | 255 | ✅ 成功 |
19
 
20
  ## 2. 连续性检查 (缺口报告)
21
  > **缺口定义**: 相邻两条数据的时间差超过阈值。
22
 
23
  | 币种 | 日期 | 类型 | 阈值(ms) | 缺口数量 | 最大断档(秒) |
24
  |---|---|---|---|---|---|
25
+ | BNBUSDC | 2025-12-28 | trade | 10000 | 2252 | **112.0s** |
26
+ | BNBUSDC | 2025-12-29 | trade | 10000 | 5 | **35.9s** |
27
+ | BTCUSDC | 2025-12-28 | trade | 10000 | 310 | **64.7s** |
28
+ | BTCUSDC | 2025-12-29 | trade | 10000 | 1 | **32.8s** |
29
+ | ETHUSDC | 2025-12-28 | trade | 10000 | 526 | **54.0s** |
30
+ | ETHUSDC | 2025-12-29 | trade | 10000 | 1 | **32.6s** |
31
+ | SOLUSDC | 2025-12-28 | trade | 10000 | 1864 | **75.0s** |
32
+ | SOLUSDC | 2025-12-29 | trade | 10000 | 1 | **33.1s** |
33
+ | XRPUSDC | 2025-12-28 | trade | 10000 | 2404 | **79.3s** |
34
+ | XRPUSDC | 2025-12-29 | trade | 10000 | 3 | **36.0s** |
35
 
36
  ## 3. 详细缺口样本 (Top 50)
37
  | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |
 
86
  | BNBUSDC | trade | 00:23:39.310 | 00:23:50.722 | 11.412s |
87
  | BNBUSDC | trade | 00:23:52.365 | 00:24:07.961 | 15.596s |
88
  | BNBUSDC | trade | 00:24:30.720 | 00:24:43.184 | 12.464s |
89
+ | BNBUSDC | trade | 00:00:12.874 | 00:00:48.783 | 35.909s |
90
+ | BNBUSDC | trade | 00:00:51.478 | 00:01:04.790 | 13.312s |
91
+ | BNBUSDC | trade | 00:01:04.831 | 00:01:14.978 | 10.147s |
92
+ | BNBUSDC | trade | 00:01:41.461 | 00:01:52.825 | 11.364s |
93
+ | BNBUSDC | trade | 00:03:09.202 | 00:03:33.861 | 24.659s |
94
  | BTCUSDC | trade | 00:01:10.473 | 00:01:21.816 | 11.343s |
95
  | BTCUSDC | trade | 00:14:03.141 | 00:14:15.918 | 12.777s |
96
  | BTCUSDC | trade | 00:14:30.457 | 00:14:42.350 | 11.893s |
 
141
  | BTCUSDC | trade | 03:32:16.210 | 03:32:27.934 | 11.724s |
142
  | BTCUSDC | trade | 03:32:44.395 | 03:32:54.441 | 10.046s |
143
  | BTCUSDC | trade | 03:33:26.053 | 03:33:39.164 | 13.111s |
144
+ | BTCUSDC | trade | 00:00:12.795 | 00:00:45.612 | 32.817s |
145
  | ETHUSDC | trade | 00:01:17.168 | 00:01:27.564 | 10.396s |
146
  | ETHUSDC | trade | 00:01:32.533 | 00:01:49.877 | 17.344s |
147
  | ETHUSDC | trade | 00:02:48.731 | 00:02:59.135 | 10.404s |
 
192
  | ETHUSDC | trade | 01:51:05.041 | 01:51:24.269 | 19.228s |
193
  | ETHUSDC | trade | 01:52:48.103 | 01:53:00.650 | 12.547s |
194
  | ETHUSDC | trade | 01:55:21.665 | 01:55:32.373 | 10.708s |
195
+ | ETHUSDC | trade | 00:00:12.894 | 00:00:45.509 | 32.615s |
196
  | SOLUSDC | trade | 00:00:24.534 | 00:00:34.840 | 10.306s |
197
  | SOLUSDC | trade | 00:01:01.301 | 00:01:11.697 | 10.396s |
198
  | SOLUSDC | trade | 00:01:13.862 | 00:01:24.243 | 10.381s |
 
243
  | SOLUSDC | trade | 00:41:52.061 | 00:42:03.683 | 11.622s |
244
  | SOLUSDC | trade | 00:42:09.590 | 00:42:20.580 | 10.99s |
245
  | SOLUSDC | trade | 00:42:28.698 | 00:42:53.238 | 24.54s |
246
+ | SOLUSDC | trade | 00:00:12.819 | 00:00:45.910 | 33.091s |
247
  | XRPUSDC | trade | 00:00:59.751 | 00:01:27.935 | 28.184s |
248
  | XRPUSDC | trade | 00:01:29.627 | 00:01:43.738 | 14.111s |
249
  | XRPUSDC | trade | 00:02:08.819 | 00:02:20.953 | 12.134s |
 
293
  | XRPUSDC | trade | 00:35:48.732 | 00:36:04.558 | 15.826s |
294
  | XRPUSDC | trade | 00:36:09.165 | 00:36:19.435 | 10.27s |
295
  | XRPUSDC | trade | 00:37:06.725 | 00:37:18.103 | 11.378s |
296
+ | XRPUSDC | trade | 00:37:18.103 | 00:37:28.770 | 10.667s |
297
+ | XRPUSDC | trade | 23:59:48.330 | 00:00:00.258 | 11.928s |
298
+ | XRPUSDC | trade | 00:00:12.803 | 00:00:48.773 | 35.97s |
299
+ | XRPUSDC | trade | 00:00:53.323 | 00:01:04.780 | 11.457s |