Auto-sync: 2025-12-27 17:03:02
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 +185 -17
- 整理报告.md +32 -11
BNBUSDC/2025-12-27/trade.parquet
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BTCUSDC/2025-12-27/trade.parquet
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ETHUSDC/2025-12-27/trade.parquet
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SOLUSDC/2025-12-27/trade.parquet
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XRPUSDC/2025-12-27/trade.parquet
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整理报告.json
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+
"next_exchange_time": 1766848357459,
|
| 823 |
+
"gap_ms": 50072
|
| 824 |
+
},
|
| 825 |
+
{
|
| 826 |
+
"symbol": "BTCUSDC",
|
| 827 |
+
"dtype": "trade",
|
| 828 |
+
"date": "2025-12-27",
|
| 829 |
+
"prev_exchange_time": 1766849049019,
|
| 830 |
+
"next_exchange_time": 1766849065820,
|
| 831 |
+
"gap_ms": 16801
|
| 832 |
+
},
|
| 833 |
+
{
|
| 834 |
+
"symbol": "BTCUSDC",
|
| 835 |
+
"dtype": "trade",
|
| 836 |
+
"date": "2025-12-27",
|
| 837 |
+
"prev_exchange_time": 1766849070820,
|
| 838 |
+
"next_exchange_time": 1766849084238,
|
| 839 |
+
"gap_ms": 13418
|
| 840 |
+
},
|
| 841 |
+
{
|
| 842 |
+
"symbol": "BTCUSDC",
|
| 843 |
+
"dtype": "trade",
|
| 844 |
+
"date": "2025-12-27",
|
| 845 |
+
"prev_exchange_time": 1766849110726,
|
| 846 |
+
"next_exchange_time": 1766849120822,
|
| 847 |
+
"gap_ms": 10096
|
| 848 |
+
},
|
| 849 |
+
{
|
| 850 |
+
"symbol": "BTCUSDC",
|
| 851 |
+
"dtype": "trade",
|
| 852 |
+
"date": "2025-12-27",
|
| 853 |
+
"prev_exchange_time": 1766849133256,
|
| 854 |
+
"next_exchange_time": 1766849146389,
|
| 855 |
+
"gap_ms": 13133
|
| 856 |
+
},
|
| 857 |
+
{
|
| 858 |
+
"symbol": "BTCUSDC",
|
| 859 |
+
"dtype": "trade",
|
| 860 |
+
"date": "2025-12-27",
|
| 861 |
+
"prev_exchange_time": 1766849168579,
|
| 862 |
+
"next_exchange_time": 1766849180823,
|
| 863 |
+
"gap_ms": 12244
|
| 864 |
+
},
|
| 865 |
+
{
|
| 866 |
+
"symbol": "BTCUSDC",
|
| 867 |
+
"dtype": "trade",
|
| 868 |
+
"date": "2025-12-27",
|
| 869 |
+
"prev_exchange_time": 1766849195421,
|
| 870 |
+
"next_exchange_time": 1766849210824,
|
| 871 |
+
"gap_ms": 15403
|
| 872 |
+
},
|
| 873 |
+
{
|
| 874 |
+
"symbol": "BTCUSDC",
|
| 875 |
+
"dtype": "trade",
|
| 876 |
+
"date": "2025-12-27",
|
| 877 |
+
"prev_exchange_time": 1766849250825,
|
| 878 |
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"next_exchange_time": 1766849261526,
|
| 879 |
+
"gap_ms": 10701
|
| 880 |
+
},
|
| 881 |
+
{
|
| 882 |
+
"symbol": "BTCUSDC",
|
| 883 |
+
"dtype": "trade",
|
| 884 |
+
"date": "2025-12-27",
|
| 885 |
+
"prev_exchange_time": 1766849354852,
|
| 886 |
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"next_exchange_time": 1766849368491,
|
| 887 |
+
"gap_ms": 13639
|
| 888 |
+
},
|
| 889 |
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{
|
| 890 |
+
"symbol": "BTCUSDC",
|
| 891 |
+
"dtype": "trade",
|
| 892 |
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"date": "2025-12-27",
|
| 893 |
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"prev_exchange_time": 1766849378974,
|
| 894 |
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"next_exchange_time": 1766849401196,
|
| 895 |
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"gap_ms": 22222
|
| 896 |
+
},
|
| 897 |
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{
|
| 898 |
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"symbol": "BTCUSDC",
|
| 899 |
+
"dtype": "trade",
|
| 900 |
+
"date": "2025-12-27",
|
| 901 |
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"prev_exchange_time": 1766849403808,
|
| 902 |
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"next_exchange_time": 1766849415661,
|
| 903 |
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"gap_ms": 11853
|
| 904 |
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},
|
| 905 |
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{
|
| 906 |
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"symbol": "BTCUSDC",
|
| 907 |
+
"dtype": "trade",
|
| 908 |
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"date": "2025-12-27",
|
| 909 |
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"prev_exchange_time": 1766849426841,
|
| 910 |
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"next_exchange_time": 1766849443609,
|
| 911 |
+
"gap_ms": 16768
|
| 912 |
+
},
|
| 913 |
+
{
|
| 914 |
+
"symbol": "BTCUSDC",
|
| 915 |
+
"dtype": "trade",
|
| 916 |
+
"date": "2025-12-27",
|
| 917 |
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"prev_exchange_time": 1766849444011,
|
| 918 |
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"next_exchange_time": 1766849455773,
|
| 919 |
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"gap_ms": 11762
|
| 920 |
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},
|
| 921 |
{
|
| 922 |
"symbol": "ETHUSDC",
|
| 923 |
"dtype": "trade",
|
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-
|
| 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 |
|
|
@@ -105,6 +105,27 @@
|
|
| 105 |
| BTCUSDC | trade | 14:33:30.317 | 14:33:41.370 | 11.053s |
|
| 106 |
| BTCUSDC | trade | 15:57:47.597 | 15:57:57.610 | 10.013s |
|
| 107 |
| BTCUSDC | trade | 15:58:32.389 | 15:58:45.734 | 13.345s |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 108 |
| ETHUSDC | trade | 12:10:30.521 | 12:10:40.720 | 10.199s |
|
| 109 |
| ETHUSDC | trade | 12:17:14.758 | 12:17:27.822 | 13.064s |
|
| 110 |
| ETHUSDC | trade | 12:26:23.499 | 12:26:34.617 | 11.118s |
|
|
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2025-12-27T17:02:57
|
| 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 | 309 | 8,679 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2025-12-27 | trade | 310 | 21,833 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2025-12-27 | trade | 310 | 40,360 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2025-12-27 | trade | 310 | 8,753 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2025-12-27 | trade | 310 | 5,476 | ✅ 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 | 574 | **87.5s** |
|
| 21 |
+
| BTCUSDC | 2025-12-27 | trade | 10000 | 63 | **50.1s** |
|
| 22 |
+
| ETHUSDC | 2025-12-27 | trade | 10000 | 85 | **59.4s** |
|
| 23 |
+
| SOLUSDC | 2025-12-27 | trade | 10000 | 348 | **68.7s** |
|
| 24 |
+
| XRPUSDC | 2025-12-27 | trade | 10000 | 540 | **63.0s** |
|
| 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 |
|
|
|
|
| 105 |
| BTCUSDC | trade | 14:33:30.317 | 14:33:41.370 | 11.053s |
|
| 106 |
| BTCUSDC | trade | 15:57:47.597 | 15:57:57.610 | 10.013s |
|
| 107 |
| BTCUSDC | trade | 15:58:32.389 | 15:58:45.734 | 13.345s |
|
| 108 |
+
| BTCUSDC | trade | 16:05:06.844 | 16:05:18.227 | 11.383s |
|
| 109 |
+
| BTCUSDC | trade | 16:06:46.626 | 16:06:57.249 | 10.623s |
|
| 110 |
+
| BTCUSDC | trade | 16:07:18.597 | 16:07:30.059 | 11.462s |
|
| 111 |
+
| BTCUSDC | trade | 16:07:48.278 | 16:08:12.261 | 23.983s |
|
| 112 |
+
| BTCUSDC | trade | 16:08:28.580 | 16:08:40.185 | 11.605s |
|
| 113 |
+
| BTCUSDC | trade | 16:10:10.401 | 16:10:31.226 | 20.825s |
|
| 114 |
+
| BTCUSDC | trade | 16:10:31.226 | 16:10:48.467 | 17.241s |
|
| 115 |
+
| BTCUSDC | trade | 16:10:49.705 | 16:11:16.950 | 27.245s |
|
| 116 |
+
| BTCUSDC | trade | 16:11:47.387 | 16:12:37.459 | 50.072s |
|
| 117 |
+
| BTCUSDC | trade | 16:24:09.019 | 16:24:25.820 | 16.801s |
|
| 118 |
+
| BTCUSDC | trade | 16:24:30.820 | 16:24:44.238 | 13.418s |
|
| 119 |
+
| BTCUSDC | trade | 16:25:10.726 | 16:25:20.822 | 10.096s |
|
| 120 |
+
| BTCUSDC | trade | 16:25:33.256 | 16:25:46.389 | 13.133s |
|
| 121 |
+
| BTCUSDC | trade | 16:26:08.579 | 16:26:20.823 | 12.244s |
|
| 122 |
+
| BTCUSDC | trade | 16:26:35.421 | 16:26:50.824 | 15.403s |
|
| 123 |
+
| BTCUSDC | trade | 16:27:30.825 | 16:27:41.526 | 10.701s |
|
| 124 |
+
| BTCUSDC | trade | 16:29:14.852 | 16:29:28.491 | 13.639s |
|
| 125 |
+
| BTCUSDC | trade | 16:29:38.974 | 16:30:01.196 | 22.222s |
|
| 126 |
+
| BTCUSDC | trade | 16:30:03.808 | 16:30:15.661 | 11.853s |
|
| 127 |
+
| BTCUSDC | trade | 16:30:26.841 | 16:30:43.609 | 16.768s |
|
| 128 |
+
| BTCUSDC | trade | 16:30:44.011 | 16:30:55.773 | 11.762s |
|
| 129 |
| ETHUSDC | trade | 12:10:30.521 | 12:10:40.720 | 10.199s |
|
| 130 |
| ETHUSDC | trade | 12:17:14.758 | 12:17:27.822 | 13.064s |
|
| 131 |
| ETHUSDC | trade | 12:26:23.499 | 12:26:34.617 | 11.118s |
|