Auto-sync: 2025-12-29 16:08:49

BNBUSDC/2025-12-29/trade.parquet

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BTCUSDC/2025-12-29/trade.parquet

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ETHUSDC/2025-12-29/trade.parquet

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SOLUSDC/2025-12-29/trade.parquet

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XRPUSDC/2025-12-29/trade.parquet

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整理报告.json

@@ -1,10 +1,10 @@
 {
-  "generated_at": "2025-12-29T15:10:13",
+  "generated_at": "2025-12-29T16:08:38",
   "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": true,
+  "delete_source": false,
   "delete_today": false,
   "check_gap": true,
   "auto_fill_trade_from_depth_gaps": true,
@@ -13,10 +13,10 @@
       "symbol": "BNBUSDC",
       "date": "2025-12-29",
       "dtype": "trade",
-      "input_files": 911,
+      "input_files": 970,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BNBUSDC/2025-12-29/trade.parquet",
-      "rows": 86686,
+      "rows": 98566,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -26,10 +26,10 @@
       "symbol": "BTCUSDC",
       "date": "2025-12-29",
       "dtype": "trade",
-      "input_files": 911,
+      "input_files": 970,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/BTCUSDC/2025-12-29/trade.parquet",
-      "rows": 372536,
+      "rows": 424281,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -39,10 +39,10 @@
       "symbol": "ETHUSDC",
       "date": "2025-12-29",
       "dtype": "trade",
-      "input_files": 911,
+      "input_files": 970,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/ETHUSDC/2025-12-29/trade.parquet",
-      "rows": 598331,
+      "rows": 692147,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -52,10 +52,10 @@
       "symbol": "SOLUSDC",
       "date": "2025-12-29",
       "dtype": "trade",
-      "input_files": 911,
+      "input_files": 970,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/SOLUSDC/2025-12-29/trade.parquet",
-      "rows": 98554,
+      "rows": 109658,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -65,10 +65,10 @@
       "symbol": "XRPUSDC",
       "date": "2025-12-29",
       "dtype": "trade",
-      "input_files": 911,
+      "input_files": 970,
       "bad_files": [],
       "output": "/app/data/行情数据_整理/XRPUSDC/2025-12-29/trade.parquet",
-      "rows": 49464,
+      "rows": 55755,
       "deleted_files": [],
       "moved_files": [],
       "delete_errors": [],
@@ -81,7 +81,7 @@
       "date": "2025-12-29",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 864,
+      "gap_count": 871,
       "max_gap_ms": 65620
     },
     {
@@ -89,7 +89,7 @@
       "date": "2025-12-29",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 40,
+      "gap_count": 42,
       "max_gap_ms": 43401
     },
     {
@@ -97,7 +97,7 @@
       "date": "2025-12-29",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 22,
+      "gap_count": 23,
       "max_gap_ms": 45558
     },
     {
@@ -105,7 +105,7 @@
       "date": "2025-12-29",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 223,
+      "gap_count": 225,
       "max_gap_ms": 46758
     },
     {
@@ -113,7 +113,7 @@
       "date": "2025-12-29",
       "dtype": "trade",
       "gap_threshold_ms": 10000,
-      "gap_count": 681,
+      "gap_count": 690,
       "max_gap_ms": 50585
     }
   ],
@@ -838,6 +838,22 @@
       "next_exchange_time": 1767015871484,
       "gap_ms": 43401
     },
+    {
+      "symbol": "BTCUSDC",
+      "dtype": "trade",
+      "date": "2025-12-29",
+      "prev_exchange_time": 1767018252050,
+      "next_exchange_time": 1767018262852,
+      "gap_ms": 10802
+    },
+    {
+      "symbol": "BTCUSDC",
+      "dtype": "trade",
+      "date": "2025-12-29",
+      "prev_exchange_time": 1767020347366,
+      "next_exchange_time": 1767020382660,
+      "gap_ms": 35294
+    },
     {
       "symbol": "ETHUSDC",
       "dtype": "trade",
@@ -1014,6 +1030,14 @@
       "next_exchange_time": 1767015872588,
       "gap_ms": 45558
     },
+    {
+      "symbol": "ETHUSDC",
+      "dtype": "trade",
+      "date": "2025-12-29",
+      "prev_exchange_time": 1767020347286,
+      "next_exchange_time": 1767020382661,
+      "gap_ms": 35375
+    },
     {
       "symbol": "SOLUSDC",
       "dtype": "trade",

整理报告.md

@@ -1,27 +1,27 @@
 # 📊 行情数据整理报告
-- **生成时间**: 2025-12-29T15:10:13
+- **生成时间**: 2025-12-29T16:08:38
 - **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 | 2025-12-29 | trade | 911 | 86,686 | ✅ 成功 |
-| BTCUSDC | 2025-12-29 | trade | 911 | 372,536 | ✅ 成功 |
-| ETHUSDC | 2025-12-29 | trade | 911 | 598,331 | ✅ 成功 |
-| SOLUSDC | 2025-12-29 | trade | 911 | 98,554 | ✅ 成功 |
-| XRPUSDC | 2025-12-29 | trade | 911 | 49,464 | ✅ 成功 |
+| BNBUSDC | 2025-12-29 | trade | 970 | 98,566 | ✅ 成功 |
+| BTCUSDC | 2025-12-29 | trade | 970 | 424,281 | ✅ 成功 |
+| ETHUSDC | 2025-12-29 | trade | 970 | 692,147 | ✅ 成功 |
+| SOLUSDC | 2025-12-29 | trade | 970 | 109,658 | ✅ 成功 |
+| XRPUSDC | 2025-12-29 | trade | 970 | 55,755 | ✅ 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 | 2025-12-29 | trade | 10000 | 864 | **65.6s** |
-| BTCUSDC | 2025-12-29 | trade | 10000 | 40 | **43.4s** |
-| ETHUSDC | 2025-12-29 | trade | 10000 | 22 | **45.6s** |
-| SOLUSDC | 2025-12-29 | trade | 10000 | 223 | **46.8s** |
-| XRPUSDC | 2025-12-29 | trade | 10000 | 681 | **50.6s** |
+| BNBUSDC | 2025-12-29 | trade | 10000 | 871 | **65.6s** |
+| BTCUSDC | 2025-12-29 | trade | 10000 | 42 | **43.4s** |
+| ETHUSDC | 2025-12-29 | trade | 10000 | 23 | **45.6s** |
+| SOLUSDC | 2025-12-29 | trade | 10000 | 225 | **46.8s** |
+| XRPUSDC | 2025-12-29 | trade | 10000 | 690 | **50.6s** |
 
 ## 3. 详细缺口样本 (Top 50)
 | 币种 | 类型 | 时间 (前) | 时间 (后) | 断档时长 |
@@ -116,6 +116,8 @@
 | BTCUSDC | trade | 14:12:51.353 | 14:13:03.333 | 11.98s |
 | BTCUSDC | trade | 14:25:18.967 | 14:25:35.452 | 16.485s |
 | BTCUSDC | trade | 14:43:48.083 | 14:44:31.484 | 43.401s |
+| BTCUSDC | trade | 15:24:12.050 | 15:24:22.852 | 10.802s |
+| BTCUSDC | trade | 15:59:07.366 | 15:59:42.660 | 35.294s |
 | ETHUSDC | trade | 00:00:12.894 | 00:00:45.509 | 32.615s |
 | ETHUSDC | trade | 02:29:39.144 | 02:29:52.703 | 13.559s |
 | ETHUSDC | trade | 06:27:03.066 | 06:27:14.438 | 11.372s |
@@ -138,6 +140,7 @@
 | ETHUSDC | trade | 12:49:43.658 | 12:49:53.984 | 10.326s |
 | ETHUSDC | trade | 12:53:28.030 | 12:54:01.476 | 33.446s |
 | ETHUSDC | trade | 14:43:47.030 | 14:44:32.588 | 45.558s |
+| ETHUSDC | trade | 15:59:07.286 | 15:59:42.661 | 35.375s |
 | SOLUSDC | trade | 00:00:12.819 | 00:00:45.910 | 33.091s |
 | SOLUSDC | trade | 00:04:08.258 | 00:04:18.516 | 10.258s |
 | SOLUSDC | trade | 00:05:33.883 | 00:05:47.247 | 13.364s |