Auto-sync: 2026-01-05 10:04:44
Browse files- BNBUSDC/2026-01-05/trade.parquet +2 -2
- BTCUSDC/2026-01-05/trade.parquet +2 -2
- ETHUSDC/2026-01-05/trade.parquet +2 -2
- SOLUSDC/2026-01-05/trade.parquet +2 -2
- XRPUSDC/2026-01-05/trade.parquet +2 -2
- 整理报告.json +145 -17
- 整理报告.md +28 -12
BNBUSDC/2026-01-05/trade.parquet
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BTCUSDC/2026-01-05/trade.parquet
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ETHUSDC/2026-01-05/trade.parquet
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SOLUSDC/2026-01-05/trade.parquet
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XRPUSDC/2026-01-05/trade.parquet
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整理报告.json
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"dtype": "trade",
|
| 1132 |
+
"date": "2026-01-05",
|
| 1133 |
+
"prev_exchange_time": 1767600767971,
|
| 1134 |
+
"next_exchange_time": 1767600779995,
|
| 1135 |
+
"gap_ms": 12024
|
| 1136 |
+
},
|
| 1137 |
+
{
|
| 1138 |
+
"symbol": "SOLUSDC",
|
| 1139 |
+
"dtype": "trade",
|
| 1140 |
+
"date": "2026-01-05",
|
| 1141 |
+
"prev_exchange_time": 1767602179010,
|
| 1142 |
+
"next_exchange_time": 1767602191100,
|
| 1143 |
+
"gap_ms": 12090
|
| 1144 |
+
},
|
| 1145 |
+
{
|
| 1146 |
+
"symbol": "SOLUSDC",
|
| 1147 |
+
"dtype": "trade",
|
| 1148 |
+
"date": "2026-01-05",
|
| 1149 |
+
"prev_exchange_time": 1767602624686,
|
| 1150 |
+
"next_exchange_time": 1767602636615,
|
| 1151 |
+
"gap_ms": 11929
|
| 1152 |
+
},
|
| 1153 |
+
{
|
| 1154 |
+
"symbol": "SOLUSDC",
|
| 1155 |
+
"dtype": "trade",
|
| 1156 |
+
"date": "2026-01-05",
|
| 1157 |
+
"prev_exchange_time": 1767602641261,
|
| 1158 |
+
"next_exchange_time": 1767602673675,
|
| 1159 |
+
"gap_ms": 32414
|
| 1160 |
+
},
|
| 1161 |
+
{
|
| 1162 |
+
"symbol": "SOLUSDC",
|
| 1163 |
+
"dtype": "trade",
|
| 1164 |
+
"date": "2026-01-05",
|
| 1165 |
+
"prev_exchange_time": 1767602690302,
|
| 1166 |
+
"next_exchange_time": 1767602700753,
|
| 1167 |
+
"gap_ms": 10451
|
| 1168 |
+
},
|
| 1169 |
+
{
|
| 1170 |
+
"symbol": "SOLUSDC",
|
| 1171 |
+
"dtype": "trade",
|
| 1172 |
+
"date": "2026-01-05",
|
| 1173 |
+
"prev_exchange_time": 1767603445233,
|
| 1174 |
+
"next_exchange_time": 1767603458797,
|
| 1175 |
+
"gap_ms": 13564
|
| 1176 |
+
},
|
| 1177 |
+
{
|
| 1178 |
+
"symbol": "SOLUSDC",
|
| 1179 |
+
"dtype": "trade",
|
| 1180 |
+
"date": "2026-01-05",
|
| 1181 |
+
"prev_exchange_time": 1767603545250,
|
| 1182 |
+
"next_exchange_time": 1767603558245,
|
| 1183 |
+
"gap_ms": 12995
|
| 1184 |
+
},
|
| 1185 |
{
|
| 1186 |
"symbol": "XRPUSDC",
|
| 1187 |
"dtype": "trade",
|
|
|
|
| 1325 |
"prev_exchange_time": 1767599974343,
|
| 1326 |
"next_exchange_time": 1767599985811,
|
| 1327 |
"gap_ms": 11468
|
| 1328 |
+
},
|
| 1329 |
+
{
|
| 1330 |
+
"symbol": "XRPUSDC",
|
| 1331 |
+
"dtype": "trade",
|
| 1332 |
+
"date": "2026-01-05",
|
| 1333 |
+
"prev_exchange_time": 1767603118202,
|
| 1334 |
+
"next_exchange_time": 1767603128374,
|
| 1335 |
+
"gap_ms": 10172
|
| 1336 |
+
},
|
| 1337 |
+
{
|
| 1338 |
+
"symbol": "XRPUSDC",
|
| 1339 |
+
"dtype": "trade",
|
| 1340 |
+
"date": "2026-01-05",
|
| 1341 |
+
"prev_exchange_time": 1767603645885,
|
| 1342 |
+
"next_exchange_time": 1767603656508,
|
| 1343 |
+
"gap_ms": 10623
|
| 1344 |
}
|
| 1345 |
]
|
| 1346 |
}
|
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-
|
| 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 | 2026-01-05 | trade |
|
| 10 |
-
| BTCUSDC | 2026-01-05 | trade |
|
| 11 |
-
| ETHUSDC | 2026-01-05 | trade |
|
| 12 |
-
| SOLUSDC | 2026-01-05 | trade |
|
| 13 |
-
| XRPUSDC | 2026-01-05 | 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 | 2026-01-05 | trade | 10000 |
|
| 21 |
-
| BTCUSDC | 2026-01-05 | trade | 10000 |
|
| 22 |
-
| ETHUSDC | 2026-01-05 | trade | 10000 |
|
| 23 |
-
| SOLUSDC | 2026-01-05 | trade | 10000 |
|
| 24 |
-
| XRPUSDC | 2026-01-05 | 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 |
|
|
@@ -100,6 +100,7 @@
|
|
| 100 |
| BTCUSDC | trade | 08:15:41.685 | 08:15:51.688 | 10.003s |
|
| 101 |
| BTCUSDC | trade | 08:21:12.870 | 08:21:23.758 | 10.888s |
|
| 102 |
| BTCUSDC | trade | 08:55:38.245 | 08:56:02.036 | 23.791s |
|
|
|
|
| 103 |
| ETHUSDC | trade | 23:59:34.383 | 23:59:48.884 | 14.501s |
|
| 104 |
| ETHUSDC | trade | 00:56:29.964 | 00:56:45.210 | 15.246s |
|
| 105 |
| ETHUSDC | trade | 00:57:01.735 | 00:57:12.750 | 11.015s |
|
|
@@ -124,6 +125,12 @@
|
|
| 124 |
| ETHUSDC | trade | 08:54:25.059 | 08:54:36.445 | 11.386s |
|
| 125 |
| ETHUSDC | trade | 08:57:02.843 | 08:57:12.891 | 10.048s |
|
| 126 |
| ETHUSDC | trade | 08:59:46.373 | 08:59:56.553 | 10.18s |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 127 |
| SOLUSDC | trade | 06:07:06.888 | 06:07:21.598 | 14.71s |
|
| 128 |
| SOLUSDC | trade | 06:07:46.278 | 06:07:56.830 | 10.552s |
|
| 129 |
| SOLUSDC | trade | 06:16:18.046 | 06:16:28.450 | 10.404s |
|
|
@@ -145,6 +152,13 @@
|
|
| 145 |
| SOLUSDC | trade | 08:20:06.498 | 08:20:30.838 | 24.34s |
|
| 146 |
| SOLUSDC | trade | 08:25:19.918 | 08:25:31.269 | 11.351s |
|
| 147 |
| SOLUSDC | trade | 08:34:31.300 | 08:34:43.119 | 11.819s |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 148 |
| XRPUSDC | trade | 00:33:12.191 | 00:33:24.326 | 12.135s |
|
| 149 |
| XRPUSDC | trade | 03:45:06.397 | 03:45:23.893 | 17.496s |
|
| 150 |
| XRPUSDC | trade | 05:03:16.553 | 05:03:29.063 | 12.51s |
|
|
@@ -162,4 +176,6 @@
|
|
| 162 |
| XRPUSDC | trade | 08:33:37.950 | 08:33:50.093 | 12.143s |
|
| 163 |
| XRPUSDC | trade | 08:38:10.080 | 08:38:22.777 | 12.697s |
|
| 164 |
| XRPUSDC | trade | 08:43:27.162 | 08:43:37.363 | 10.201s |
|
| 165 |
-
| XRPUSDC | trade | 08:59:34.343 | 08:59:45.811 | 11.468s |
|
|
|
|
|
|
|
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2026-01-05T10:04:23
|
| 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 | 2026-01-05 | trade | 607 | 56,635 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2026-01-05 | trade | 607 | 210,341 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2026-01-05 | trade | 607 | 469,807 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2026-01-05 | trade | 607 | 67,808 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2026-01-05 | trade | 607 | 64,119 | ✅ 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 | 2026-01-05 | trade | 10000 | 271 | **37.3s** |
|
| 21 |
+
| BTCUSDC | 2026-01-05 | trade | 10000 | 25 | **23.8s** |
|
| 22 |
+
| ETHUSDC | 2026-01-05 | trade | 10000 | 30 | **18.9s** |
|
| 23 |
+
| SOLUSDC | 2026-01-05 | trade | 10000 | 28 | **32.4s** |
|
| 24 |
+
| XRPUSDC | 2026-01-05 | trade | 10000 | 20 | **24.1s** |
|
| 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 |
|
|
|
|
| 100 |
| BTCUSDC | trade | 08:15:41.685 | 08:15:51.688 | 10.003s |
|
| 101 |
| BTCUSDC | trade | 08:21:12.870 | 08:21:23.758 | 10.888s |
|
| 102 |
| BTCUSDC | trade | 08:55:38.245 | 08:56:02.036 | 23.791s |
|
| 103 |
+
| BTCUSDC | trade | 09:31:01.422 | 09:31:14.610 | 13.188s |
|
| 104 |
| ETHUSDC | trade | 23:59:34.383 | 23:59:48.884 | 14.501s |
|
| 105 |
| ETHUSDC | trade | 00:56:29.964 | 00:56:45.210 | 15.246s |
|
| 106 |
| ETHUSDC | trade | 00:57:01.735 | 00:57:12.750 | 11.015s |
|
|
|
|
| 125 |
| ETHUSDC | trade | 08:54:25.059 | 08:54:36.445 | 11.386s |
|
| 126 |
| ETHUSDC | trade | 08:57:02.843 | 08:57:12.891 | 10.048s |
|
| 127 |
| ETHUSDC | trade | 08:59:46.373 | 08:59:56.553 | 10.18s |
|
| 128 |
+
| ETHUSDC | trade | 09:11:14.223 | 09:11:25.384 | 11.161s |
|
| 129 |
+
| ETHUSDC | trade | 09:20:19.487 | 09:20:30.499 | 11.012s |
|
| 130 |
+
| ETHUSDC | trade | 09:28:16.791 | 09:28:27.976 | 11.185s |
|
| 131 |
+
| ETHUSDC | trade | 09:44:09.368 | 09:44:20.650 | 11.282s |
|
| 132 |
+
| ETHUSDC | trade | 09:44:50.290 | 09:45:00.742 | 10.452s |
|
| 133 |
+
| ETHUSDC | trade | 09:51:17.176 | 09:51:28.201 | 11.025s |
|
| 134 |
| SOLUSDC | trade | 06:07:06.888 | 06:07:21.598 | 14.71s |
|
| 135 |
| SOLUSDC | trade | 06:07:46.278 | 06:07:56.830 | 10.552s |
|
| 136 |
| SOLUSDC | trade | 06:16:18.046 | 06:16:28.450 | 10.404s |
|
|
|
|
| 152 |
| SOLUSDC | trade | 08:20:06.498 | 08:20:30.838 | 24.34s |
|
| 153 |
| SOLUSDC | trade | 08:25:19.918 | 08:25:31.269 | 11.351s |
|
| 154 |
| SOLUSDC | trade | 08:34:31.300 | 08:34:43.119 | 11.819s |
|
| 155 |
+
| SOLUSDC | trade | 09:12:47.971 | 09:12:59.995 | 12.024s |
|
| 156 |
+
| SOLUSDC | trade | 09:36:19.010 | 09:36:31.100 | 12.09s |
|
| 157 |
+
| SOLUSDC | trade | 09:43:44.686 | 09:43:56.615 | 11.929s |
|
| 158 |
+
| SOLUSDC | trade | 09:44:01.261 | 09:44:33.675 | 32.414s |
|
| 159 |
+
| SOLUSDC | trade | 09:44:50.302 | 09:45:00.753 | 10.451s |
|
| 160 |
+
| SOLUSDC | trade | 09:57:25.233 | 09:57:38.797 | 13.564s |
|
| 161 |
+
| SOLUSDC | trade | 09:59:05.250 | 09:59:18.245 | 12.995s |
|
| 162 |
| XRPUSDC | trade | 00:33:12.191 | 00:33:24.326 | 12.135s |
|
| 163 |
| XRPUSDC | trade | 03:45:06.397 | 03:45:23.893 | 17.496s |
|
| 164 |
| XRPUSDC | trade | 05:03:16.553 | 05:03:29.063 | 12.51s |
|
|
|
|
| 176 |
| XRPUSDC | trade | 08:33:37.950 | 08:33:50.093 | 12.143s |
|
| 177 |
| XRPUSDC | trade | 08:38:10.080 | 08:38:22.777 | 12.697s |
|
| 178 |
| XRPUSDC | trade | 08:43:27.162 | 08:43:37.363 | 10.201s |
|
| 179 |
+
| XRPUSDC | trade | 08:59:34.343 | 08:59:45.811 | 11.468s |
|
| 180 |
+
| XRPUSDC | trade | 09:51:58.202 | 09:52:08.374 | 10.172s |
|
| 181 |
+
| XRPUSDC | trade | 10:00:45.885 | 10:00:56.508 | 10.623s |
|