Auto-sync: 2025-12-27 16:02:55

BNBUSDC/2025-12-27/trade.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:df4bf124d5b09f1dacb235442a13e5f0729415be050179eb7fabeba20c843ef7
-size 104280
+oid sha256:648c9aebd68f81d9c76947e6339d2d50fe09de674ede3f96c557f226b3c154c6
+size 106670

BTCUSDC/2025-12-27/trade.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6c8e3568d69c817aacfaba6280aac01811b689774a484d18ad27d04fe0403a86
-size 287665
+oid sha256:0a854f301155734f21a10924f9a203156c4e011ce06d9e0d0814a374542891b9
+size 295695

ETHUSDC/2025-12-27/trade.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f186be6751f39ebd0143366b9ce0dd3e765f64913634ec44010812d88565880f
-size 500638
+oid sha256:216f8be543fd201a27d851343d17a45751228042e0e7808fce72bc8cdbe2c894
+size 518189

SOLUSDC/2025-12-27/trade.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:56a9b1f356c6a5dfb8a75401d1cfbad67c844b0153be0b0a87deac995c716e7a
-size 126857
+oid sha256:6e6dcd0735e2277f8d924e583e14d66864033103335879cd3607258321a2b006
+size 132499

XRPUSDC/2025-12-27/trade.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8856ab660a894411f06ad54a188f4da77b2643a6041d3c802d6dd9d869fdb33e
-size 89841
+oid sha256:55e4746fad46394e51657e14605cf1afa8596bc8df7a1df71484c62cec1a5c9e
+size 92055

整理报告.json

@@ -1,10 +1,10 @@
 {
-  "generated_at": "2025-12-27T15:54:41",
+  "generated_at": "2025-12-27T16:02:53",
   "input_root": "/app/data/行情数据",
   "output_root": "/app/data/行情数据_整理",
   "backup_root": "/app/data/行情数据_备份",
   "move_to_backup": true,
-  "delete_source": false,
+  "delete_source": true,
   "delete_today": false,
   "check_gap": true,
   "auto_fill_trade_from_depth_gaps": true,
@@ -13,10 +13,10 @@
       "symbol": "BNBUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 240,
+      "input_files": 249,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BNBUSDC/2025-12-27/trade.parquet",
-      "rows": 6643,
+      "rows": 6805,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -26,10 +26,10 @@
       "symbol": "BTCUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 241,
+      "input_files": 250,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BTCUSDC/2025-12-27/trade.parquet",
-      "rows": 18056,
+      "rows": 18576,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -39,10 +39,10 @@
       "symbol": "ETHUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 241,
+      "input_files": 250,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/ETHUSDC/2025-12-27/trade.parquet",
-      "rows": 32540,
+      "rows": 33406,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -52,10 +52,10 @@
       "symbol": "SOLUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 241,
+      "input_files": 250,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/SOLUSDC/2025-12-27/trade.parquet",
-      "rows": 6588,
+      "rows": 6900,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -65,10 +65,10 @@
       "symbol": "XRPUSDC",
       "date": "2025-12-27",
       "dtype": "trade",
-      "input_files": 241,
+      "input_files": 250,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/XRPUSDC/2025-12-27/trade.parquet",
-      "rows": 4389,
+      "rows": 4503,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -81,7 +81,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 447,
+      "gap_count": 461,
       "max_gap_ms": 87463
     },
     {
@@ -89,7 +89,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 27,
+      "gap_count": 29,
       "max_gap_ms": 35690
     },
     {
@@ -97,7 +97,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 66,
+      "gap_count": 67,
       "max_gap_ms": 59445
     },
     {
@@ -105,7 +105,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 295,
+      "gap_count": 302,
       "max_gap_ms": 68669
     },
     {
@@ -113,7 +113,7 @@
       "date": "2025-12-27",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 410,
+      "gap_count": 429,
       "max_gap_ms": 63002
     }
   ],
@@ -734,6 +734,22 @@
       "next_exchange_time": 1766842421370,
       "gap_ms": 11053
     },
+    {
+      "symbol": "BTCUSDC",
+      "dtype": "trade",
+      "date": "2025-12-27",
+      "prev_exchange_time": 1766847467597,
+      "next_exchange_time": 1766847477610,
+      "gap_ms": 10013
+    },
+    {
+      "symbol": "BTCUSDC",
+      "dtype": "trade",
+      "date": "2025-12-27",
+      "prev_exchange_time": 1766847512389,
+      "next_exchange_time": 1766847525734,
+      "gap_ms": 13345
+    },
     {
       "symbol": "ETHUSDC",
       "dtype": "trade",

整理报告.md

@@ -1,27 +1,27 @@
 # 📊 行情数据整理报告
-- **生成时间**: 2025-12-27T15:54:41
+- **生成时间**: 2025-12-27T16:02:53
 - **输入目录**: `/app/data/行情数据`
 - **输出目录**: `/app/data/行情数据_整理`
 
 ## 1. 整理概览
 | 币种 | 日期 | 类型 | 文件数 | 输出行数 | 状态 |
 |---|---|---|---|---|---|
-| BNBUSDC | 2025-12-27 | trade | 240 | 6,643 | ✅ 成功 |
-| BTCUSDC | 2025-12-27 | trade | 241 | 18,056 | ✅ 成功 |
-| ETHUSDC | 2025-12-27 | trade | 241 | 32,540 | ✅ 成功 |
-| SOLUSDC | 2025-12-27 | trade | 241 | 6,588 | ✅ 成功 |
-| XRPUSDC | 2025-12-27 | trade | 241 | 4,389 | ✅ 成功 |
+| BNBUSDC | 2025-12-27 | trade | 249 | 6,805 | ✅ 成功 |
+| BTCUSDC | 2025-12-27 | trade | 250 | 18,576 | ✅ 成功 |
+| ETHUSDC | 2025-12-27 | trade | 250 | 33,406 | ✅ 成功 |
+| SOLUSDC | 2025-12-27 | trade | 250 | 6,900 | ✅ 成功 |
+| XRPUSDC | 2025-12-27 | trade | 250 | 4,503 | ✅ 成功 |
 
 ## 2. 连续性检查 (缺口报告)
 > **缺口定义**: 相邻两条数据的时间差超过阈值。
 
 | 币种 | 日期 | 类型 | 阈值(ms) | 缺口数量 | 最大断档(秒) |
 |---|---|---|---|---|---|
-| BNBUSDC | 2025-12-27 | trade | 10000 | 447 | **87.5s** |
-| BTCUSDC | 2025-12-27 | trade | 10000 | 27 | **35.7s** |
-| ETHUSDC | 2025-12-27 | trade | 10000 | 66 | **59.4s** |
-| SOLUSDC | 2025-12-27 | trade | 10000 | 295 | **68.7s** |
-| XRPUSDC | 2025-12-27 | trade | 10000 | 410 | **63.0s** |
+| BNBUSDC | 2025-12-27 | trade | 10000 | 461 | **87.5s** |
+| BTCUSDC | 2025-12-27 | trade | 10000 | 29 | **35.7s** |
+| ETHUSDC | 2025-12-27 | trade | 10000 | 67 | **59.4s** |
+| SOLUSDC | 2025-12-27 | trade | 10000 | 302 | **68.7s** |
+| XRPUSDC | 2025-12-27 | trade | 10000 | 429 | **63.0s** |
 
 ## 3. 详细缺口样本 (Top 50)
 | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |
@@ -103,6 +103,8 @@
 | BTCUSDC | trade | 14:33:03.382 | 14:33:13.518 | 10.136s |
 | BTCUSDC | trade | 14:33:13.518 | 14:33:30.317 | 16.799s |
 | BTCUSDC | trade | 14:33:30.317 | 14:33:41.370 | 11.053s |
+| BTCUSDC | trade | 15:57:47.597 | 15:57:57.610 | 10.013s |
+| BTCUSDC | trade | 15:58:32.389 | 15:58:45.734 | 13.345s |
 | ETHUSDC | trade | 12:10:30.521 | 12:10:40.720 | 10.199s |
 | ETHUSDC | trade | 12:17:14.758 | 12:17:27.822 | 13.064s |
 | ETHUSDC | trade | 12:26:23.499 | 12:26:34.617 | 11.118s |