Auto-sync: 2025-12-27 23:57:02
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 +17 -17
- 整理报告.md +11 -11
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 sha256:2990b7786685f8d62d971f3e01b7147d67f8767ff1d42b0de982ed509a120b7a
|
| 3 |
+
size 301510
|
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 sha256:8c763d190d6787589f2d31fbfd350e03c677cda659c0f1ed7b24fd8eee29be59
|
| 3 |
+
size 804703
|
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 sha256:75c5f68ac537483f502b0498adb28350574f49b0f82449e270d2ef9cc66b726b
|
| 3 |
+
size 1475930
|
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:ffae1934151d484329a2613c4bf291b3d31933818021727822357814690e632b
|
| 3 |
+
size 418398
|
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 sha256:64afafd1f9f0bdbf9c22c2327979427c73a95cd513812ca8d0e887b425fe81a5
|
| 3 |
+
size 307540
|
整理报告.json
CHANGED
|
@@ -1,10 +1,10 @@
|
|
| 1 |
{
|
| 2 |
-
"generated_at": "2025-12-27T23:
|
| 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": 123957
|
| 86 |
},
|
| 87 |
{
|
|
@@ -89,7 +89,7 @@
|
|
| 89 |
"date": "2025-12-27",
|
| 90 |
"dtype": "trade",
|
| 91 |
"gap_threshold_ms": 10000,
|
| 92 |
-
"gap_count":
|
| 93 |
"max_gap_ms": 73178
|
| 94 |
},
|
| 95 |
{
|
|
@@ -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": 71350
|
| 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": 64599
|
| 118 |
}
|
| 119 |
],
|
|
|
|
| 1 |
{
|
| 2 |
+
"generated_at": "2025-12-27T23:56:56",
|
| 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": 715,
|
| 17 |
"bad_files": [],
|
| 18 |
"output": "/app/data/行情数据_整理/BNBUSDC/2025-12-27/trade.parquet",
|
| 19 |
+
"rows": 19374,
|
| 20 |
"deleted_files": [],
|
| 21 |
"moved_files": [],
|
| 22 |
"delete_errors": [],
|
|
|
|
| 26 |
"symbol": "BTCUSDC",
|
| 27 |
"date": "2025-12-27",
|
| 28 |
"dtype": "trade",
|
| 29 |
+
"input_files": 723,
|
| 30 |
"bad_files": [],
|
| 31 |
"output": "/app/data/行情数据_整理/BTCUSDC/2025-12-27/trade.parquet",
|
| 32 |
+
"rows": 51368,
|
| 33 |
"deleted_files": [],
|
| 34 |
"moved_files": [],
|
| 35 |
"delete_errors": [],
|
|
|
|
| 39 |
"symbol": "ETHUSDC",
|
| 40 |
"date": "2025-12-27",
|
| 41 |
"dtype": "trade",
|
| 42 |
+
"input_files": 723,
|
| 43 |
"bad_files": [],
|
| 44 |
"output": "/app/data/行情数据_整理/ETHUSDC/2025-12-27/trade.parquet",
|
| 45 |
+
"rows": 98870,
|
| 46 |
"deleted_files": [],
|
| 47 |
"moved_files": [],
|
| 48 |
"delete_errors": [],
|
|
|
|
| 52 |
"symbol": "SOLUSDC",
|
| 53 |
"date": "2025-12-27",
|
| 54 |
"dtype": "trade",
|
| 55 |
+
"input_files": 723,
|
| 56 |
"bad_files": [],
|
| 57 |
"output": "/app/data/行情数据_整理/SOLUSDC/2025-12-27/trade.parquet",
|
| 58 |
+
"rows": 22436,
|
| 59 |
"deleted_files": [],
|
| 60 |
"moved_files": [],
|
| 61 |
"delete_errors": [],
|
|
|
|
| 65 |
"symbol": "XRPUSDC",
|
| 66 |
"date": "2025-12-27",
|
| 67 |
"dtype": "trade",
|
| 68 |
+
"input_files": 723,
|
| 69 |
"bad_files": [],
|
| 70 |
"output": "/app/data/行情数据_整理/XRPUSDC/2025-12-27/trade.parquet",
|
| 71 |
+
"rows": 15812,
|
| 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": 1289,
|
| 85 |
"max_gap_ms": 123957
|
| 86 |
},
|
| 87 |
{
|
|
|
|
| 89 |
"date": "2025-12-27",
|
| 90 |
"dtype": "trade",
|
| 91 |
"gap_threshold_ms": 10000,
|
| 92 |
+
"gap_count": 251,
|
| 93 |
"max_gap_ms": 73178
|
| 94 |
},
|
| 95 |
{
|
|
|
|
| 97 |
"date": "2025-12-27",
|
| 98 |
"dtype": "trade",
|
| 99 |
"gap_threshold_ms": 10000,
|
| 100 |
+
"gap_count": 435,
|
| 101 |
"max_gap_ms": 59445
|
| 102 |
},
|
| 103 |
{
|
|
|
|
| 105 |
"date": "2025-12-27",
|
| 106 |
"dtype": "trade",
|
| 107 |
"gap_threshold_ms": 10000,
|
| 108 |
+
"gap_count": 865,
|
| 109 |
"max_gap_ms": 71350
|
| 110 |
},
|
| 111 |
{
|
|
|
|
| 113 |
"date": "2025-12-27",
|
| 114 |
"dtype": "trade",
|
| 115 |
"gap_threshold_ms": 10000,
|
| 116 |
+
"gap_count": 1258,
|
| 117 |
"max_gap_ms": 64599
|
| 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**: 2025-12-27T23:
|
| 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 |
|
| 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**: 2025-12-27T23:56:56
|
| 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 | 715 | 19,374 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2025-12-27 | trade | 723 | 51,368 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2025-12-27 | trade | 723 | 98,870 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2025-12-27 | trade | 723 | 22,436 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2025-12-27 | trade | 723 | 15,812 | ✅ 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 | 1289 | **124.0s** |
|
| 21 |
+
| BTCUSDC | 2025-12-27 | trade | 10000 | 251 | **73.2s** |
|
| 22 |
+
| ETHUSDC | 2025-12-27 | trade | 10000 | 435 | **59.4s** |
|
| 23 |
+
| SOLUSDC | 2025-12-27 | trade | 10000 | 865 | **71.3s** |
|
| 24 |
+
| XRPUSDC | 2025-12-27 | trade | 10000 | 1258 | **64.6s** |
|
| 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 |
|