chenchuanshen commited on
Commit
ceec91b
·
verified ·
1 Parent(s): 214593c

Auto-sync: 2026-01-04 08:03:32

Browse files
BNBUSDC/2026-01-04/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:ed039766270b56cdf74787af9d2d565fe1df4e228c2e00c7ad1997895fae8d98
3
- size 483183
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d1f6e81d9d63dda817dc6085a8b36346e3d4a81cd1cd000f6575e064c411087c
3
+ size 558635
BTCUSDC/2026-01-04/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:ffc992ecbf79d0cd05bde3bf179d3d4e141b515a7b834994213866a130d9d13e
3
- size 1557518
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:40550752d9c7615d2d35cdfa5c3108aa928ce7c3539554217ba620987ef82273
3
+ size 1802192
ETHUSDC/2026-01-04/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:2f1c34c47590dfd055a619d171691ec2fa45140e83edf21d7474bfba70ae5dcb
3
- size 2185873
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:4e34e3ec16effd53608d081d42290a3eb33ade21eeb83565db898e70105fb6bb
3
+ size 2475581
SOLUSDC/2026-01-04/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:724c37907d00c4fe26dc9d2089a34b1037e250d813264f6804c8f92576b9ad88
3
- size 596175
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9ad8624fb42c5eed9f876fc849d7e00211a46c24aa082d983ac9ec37bc994b73
3
+ size 700602
XRPUSDC/2026-01-04/trade.parquet CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:1aefab39ef9034b8070bcb51c4d31ec91eeee5b6ab2df397464aa9285b750aec
3
- size 597390
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7d412e3c03850dfc43a257f47f7d8b07dac20a73076f36bc2a8edee44de98678
3
+ size 704774
整理报告.json CHANGED
@@ -1,10 +1,10 @@
1
  {
2
- "generated_at": "2026-01-04T07:08:37",
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": true,
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": "2026-01-04",
15
  "dtype": "trade",
16
- "input_files": 429,
17
  "bad_files": [],
18
  "output": "/app/data/行情数据_整理/BNBUSDC/2026-01-04/trade.parquet",
19
- "rows": 29793,
20
  "deleted_files": [],
21
  "moved_files": [],
22
  "delete_errors": [],
@@ -26,10 +26,10 @@
26
  "symbol": "BTCUSDC",
27
  "date": "2026-01-04",
28
  "dtype": "trade",
29
- "input_files": 429,
30
  "bad_files": [],
31
  "output": "/app/data/行情数据_整理/BTCUSDC/2026-01-04/trade.parquet",
32
- "rows": 103750,
33
  "deleted_files": [],
34
  "moved_files": [],
35
  "delete_errors": [],
@@ -39,10 +39,10 @@
39
  "symbol": "ETHUSDC",
40
  "date": "2026-01-04",
41
  "dtype": "trade",
42
- "input_files": 429,
43
  "bad_files": [],
44
  "output": "/app/data/行情数据_整理/ETHUSDC/2026-01-04/trade.parquet",
45
- "rows": 144585,
46
  "deleted_files": [],
47
  "moved_files": [],
48
  "delete_errors": [],
@@ -52,10 +52,10 @@
52
  "symbol": "SOLUSDC",
53
  "date": "2026-01-04",
54
  "dtype": "trade",
55
- "input_files": 429,
56
  "bad_files": [],
57
  "output": "/app/data/行情数据_整理/SOLUSDC/2026-01-04/trade.parquet",
58
- "rows": 32676,
59
  "deleted_files": [],
60
  "moved_files": [],
61
  "delete_errors": [],
@@ -65,10 +65,10 @@
65
  "symbol": "XRPUSDC",
66
  "date": "2026-01-04",
67
  "dtype": "trade",
68
- "input_files": 429,
69
  "bad_files": [],
70
  "output": "/app/data/行情数据_整理/XRPUSDC/2026-01-04/trade.parquet",
71
- "rows": 31586,
72
  "deleted_files": [],
73
  "moved_files": [],
74
  "delete_errors": [],
@@ -81,7 +81,7 @@
81
  "date": "2026-01-04",
82
  "dtype": "trade",
83
  "gap_threshold_ms": 10000,
84
- "gap_count": 151,
85
  "max_gap_ms": 33978
86
  },
87
  {
@@ -105,7 +105,7 @@
105
  "date": "2026-01-04",
106
  "dtype": "trade",
107
  "gap_threshold_ms": 10000,
108
- "gap_count": 42,
109
  "max_gap_ms": 21756
110
  },
111
  {
@@ -113,7 +113,7 @@
113
  "date": "2026-01-04",
114
  "dtype": "trade",
115
  "gap_threshold_ms": 10000,
116
- "gap_count": 125,
117
  "max_gap_ms": 41727
118
  }
119
  ],
@@ -1382,6 +1382,22 @@
1382
  "next_exchange_time": 1767506653142,
1383
  "gap_ms": 11320
1384
  },
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1385
  {
1386
  "symbol": "XRPUSDC",
1387
  "dtype": "trade",
 
1
  {
2
+ "generated_at": "2026-01-04T08:03:24",
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": "2026-01-04",
15
  "dtype": "trade",
16
+ "input_files": 484,
17
  "bad_files": [],
18
  "output": "/app/data/行情数据_整理/BNBUSDC/2026-01-04/trade.parquet",
19
+ "rows": 34290,
20
  "deleted_files": [],
21
  "moved_files": [],
22
  "delete_errors": [],
 
26
  "symbol": "BTCUSDC",
27
  "date": "2026-01-04",
28
  "dtype": "trade",
29
+ "input_files": 484,
30
  "bad_files": [],
31
  "output": "/app/data/行情数据_整理/BTCUSDC/2026-01-04/trade.parquet",
32
+ "rows": 120699,
33
  "deleted_files": [],
34
  "moved_files": [],
35
  "delete_errors": [],
 
39
  "symbol": "ETHUSDC",
40
  "date": "2026-01-04",
41
  "dtype": "trade",
42
+ "input_files": 484,
43
  "bad_files": [],
44
  "output": "/app/data/行情数据_整理/ETHUSDC/2026-01-04/trade.parquet",
45
+ "rows": 167632,
46
  "deleted_files": [],
47
  "moved_files": [],
48
  "delete_errors": [],
 
52
  "symbol": "SOLUSDC",
53
  "date": "2026-01-04",
54
  "dtype": "trade",
55
+ "input_files": 484,
56
  "bad_files": [],
57
  "output": "/app/data/行情数据_整理/SOLUSDC/2026-01-04/trade.parquet",
58
+ "rows": 38097,
59
  "deleted_files": [],
60
  "moved_files": [],
61
  "delete_errors": [],
 
65
  "symbol": "XRPUSDC",
66
  "date": "2026-01-04",
67
  "dtype": "trade",
68
+ "input_files": 484,
69
  "bad_files": [],
70
  "output": "/app/data/行情数据_整理/XRPUSDC/2026-01-04/trade.parquet",
71
+ "rows": 37088,
72
  "deleted_files": [],
73
  "moved_files": [],
74
  "delete_errors": [],
 
81
  "date": "2026-01-04",
82
  "dtype": "trade",
83
  "gap_threshold_ms": 10000,
84
+ "gap_count": 154,
85
  "max_gap_ms": 33978
86
  },
87
  {
 
105
  "date": "2026-01-04",
106
  "dtype": "trade",
107
  "gap_threshold_ms": 10000,
108
+ "gap_count": 44,
109
  "max_gap_ms": 21756
110
  },
111
  {
 
113
  "date": "2026-01-04",
114
  "dtype": "trade",
115
  "gap_threshold_ms": 10000,
116
+ "gap_count": 127,
117
  "max_gap_ms": 41727
118
  }
119
  ],
 
1382
  "next_exchange_time": 1767506653142,
1383
  "gap_ms": 11320
1384
  },
1385
+ {
1386
+ "symbol": "SOLUSDC",
1387
+ "dtype": "trade",
1388
+ "date": "2026-01-04",
1389
+ "prev_exchange_time": 1767507699764,
1390
+ "next_exchange_time": 1767507709774,
1391
+ "gap_ms": 10010
1392
+ },
1393
+ {
1394
+ "symbol": "SOLUSDC",
1395
+ "dtype": "trade",
1396
+ "date": "2026-01-04",
1397
+ "prev_exchange_time": 1767509899129,
1398
+ "next_exchange_time": 1767509912736,
1399
+ "gap_ms": 13607
1400
+ },
1401
  {
1402
  "symbol": "XRPUSDC",
1403
  "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**: 2026-01-04T07:08:37
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 | 2026-01-04 | trade | 429 | 29,793 | ✅ 成功 |
10
- | BTCUSDC | 2026-01-04 | trade | 429 | 103,750 | ✅ 成功 |
11
- | ETHUSDC | 2026-01-04 | trade | 429 | 144,585 | ✅ 成功 |
12
- | SOLUSDC | 2026-01-04 | trade | 429 | 32,676 | ✅ 成功 |
13
- | XRPUSDC | 2026-01-04 | trade | 429 | 31,586 | ✅ 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 | 2026-01-04 | trade | 10000 | 151 | **34.0s** |
21
  | BTCUSDC | 2026-01-04 | trade | 10000 | 32 | **27.4s** |
22
  | ETHUSDC | 2026-01-04 | trade | 10000 | 34 | **17.5s** |
23
- | SOLUSDC | 2026-01-04 | trade | 10000 | 42 | **21.8s** |
24
- | XRPUSDC | 2026-01-04 | trade | 10000 | 125 | **41.7s** |
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 |
@@ -184,6 +184,8 @@
184
  | SOLUSDC | trade | 06:58:16.231 | 06:58:36.710 | 20.479s |
185
  | SOLUSDC | trade | 06:59:28.918 | 06:59:50.674 | 21.756s |
186
  | SOLUSDC | trade | 07:04:01.822 | 07:04:13.142 | 11.32s |
 
 
187
  | XRPUSDC | trade | 23:59:26.622 | 23:59:38.451 | 11.829s |
188
  | XRPUSDC | trade | 23:59:51.018 | 00:00:01.574 | 10.556s |
189
  | XRPUSDC | trade | 00:00:39.709 | 00:01:01.066 | 21.357s |
 
1
  # 📊 行情数据整理报告
2
+ - **生成时间**: 2026-01-04T08:03:24
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 | 2026-01-04 | trade | 484 | 34,290 | ✅ 成功 |
10
+ | BTCUSDC | 2026-01-04 | trade | 484 | 120,699 | ✅ 成功 |
11
+ | ETHUSDC | 2026-01-04 | trade | 484 | 167,632 | ✅ 成功 |
12
+ | SOLUSDC | 2026-01-04 | trade | 484 | 38,097 | ✅ 成功 |
13
+ | XRPUSDC | 2026-01-04 | trade | 484 | 37,088 | ✅ 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 | 2026-01-04 | trade | 10000 | 154 | **34.0s** |
21
  | BTCUSDC | 2026-01-04 | trade | 10000 | 32 | **27.4s** |
22
  | ETHUSDC | 2026-01-04 | trade | 10000 | 34 | **17.5s** |
23
+ | SOLUSDC | 2026-01-04 | trade | 10000 | 44 | **21.8s** |
24
+ | XRPUSDC | 2026-01-04 | trade | 10000 | 127 | **41.7s** |
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 |
 
184
  | SOLUSDC | trade | 06:58:16.231 | 06:58:36.710 | 20.479s |
185
  | SOLUSDC | trade | 06:59:28.918 | 06:59:50.674 | 21.756s |
186
  | SOLUSDC | trade | 07:04:01.822 | 07:04:13.142 | 11.32s |
187
+ | SOLUSDC | trade | 07:21:39.764 | 07:21:49.774 | 10.01s |
188
+ | SOLUSDC | trade | 07:58:19.129 | 07:58:32.736 | 13.607s |
189
  | XRPUSDC | trade | 23:59:26.622 | 23:59:38.451 | 11.829s |
190
  | XRPUSDC | trade | 23:59:51.018 | 00:00:01.574 | 10.556s |
191
  | XRPUSDC | trade | 00:00:39.709 | 00:01:01.066 | 21.357s |