Auto-sync: 2026-01-05 11:05:11
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 +128 -16
- 整理报告.md +26 -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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{
|
| 1250 |
+
"symbol": "SOLUSDC",
|
| 1251 |
+
"dtype": "trade",
|
| 1252 |
+
"date": "2026-01-05",
|
| 1253 |
+
"prev_exchange_time": 1767607052578,
|
| 1254 |
+
"next_exchange_time": 1767607080917,
|
| 1255 |
+
"gap_ms": 28339
|
| 1256 |
+
},
|
| 1257 |
+
{
|
| 1258 |
+
"symbol": "SOLUSDC",
|
| 1259 |
+
"dtype": "trade",
|
| 1260 |
+
"date": "2026-01-05",
|
| 1261 |
+
"prev_exchange_time": 1767607081288,
|
| 1262 |
+
"next_exchange_time": 1767607092643,
|
| 1263 |
+
"gap_ms": 11355
|
| 1264 |
+
},
|
| 1265 |
{
|
| 1266 |
"symbol": "XRPUSDC",
|
| 1267 |
"dtype": "trade",
|
|
|
|
| 1421 |
"prev_exchange_time": 1767603645885,
|
| 1422 |
"next_exchange_time": 1767603656508,
|
| 1423 |
"gap_ms": 10623
|
| 1424 |
+
},
|
| 1425 |
+
{
|
| 1426 |
+
"symbol": "XRPUSDC",
|
| 1427 |
+
"dtype": "trade",
|
| 1428 |
+
"date": "2026-01-05",
|
| 1429 |
+
"prev_exchange_time": 1767604250043,
|
| 1430 |
+
"next_exchange_time": 1767604260720,
|
| 1431 |
+
"gap_ms": 10677
|
| 1432 |
+
},
|
| 1433 |
+
{
|
| 1434 |
+
"symbol": "XRPUSDC",
|
| 1435 |
+
"dtype": "trade",
|
| 1436 |
+
"date": "2026-01-05",
|
| 1437 |
+
"prev_exchange_time": 1767604634500,
|
| 1438 |
+
"next_exchange_time": 1767604645020,
|
| 1439 |
+
"gap_ms": 10520
|
| 1440 |
+
},
|
| 1441 |
+
{
|
| 1442 |
+
"symbol": "XRPUSDC",
|
| 1443 |
+
"dtype": "trade",
|
| 1444 |
+
"date": "2026-01-05",
|
| 1445 |
+
"prev_exchange_time": 1767605672748,
|
| 1446 |
+
"next_exchange_time": 1767605685896,
|
| 1447 |
+
"gap_ms": 13148
|
| 1448 |
+
},
|
| 1449 |
+
{
|
| 1450 |
+
"symbol": "XRPUSDC",
|
| 1451 |
+
"dtype": "trade",
|
| 1452 |
+
"date": "2026-01-05",
|
| 1453 |
+
"prev_exchange_time": 1767605918534,
|
| 1454 |
+
"next_exchange_time": 1767605929053,
|
| 1455 |
+
"gap_ms": 10519
|
| 1456 |
}
|
| 1457 |
]
|
| 1458 |
}
|
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 |
|
|
@@ -101,6 +101,11 @@
|
|
| 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 |
|
|
@@ -131,6 +136,9 @@
|
|
| 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 |
|
|
@@ -159,6 +167,8 @@
|
|
| 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 |
|
|
@@ -178,4 +188,8 @@
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
# 📊 行情数据整理报告
|
| 2 |
+
- **生成时间**: 2026-01-05T11:04:51
|
| 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 | 667 | 61,296 | ✅ 成功 |
|
| 10 |
+
| BTCUSDC | 2026-01-05 | trade | 667 | 222,259 | ✅ 成功 |
|
| 11 |
+
| ETHUSDC | 2026-01-05 | trade | 667 | 501,557 | ✅ 成功 |
|
| 12 |
+
| SOLUSDC | 2026-01-05 | trade | 667 | 71,578 | ✅ 成功 |
|
| 13 |
+
| XRPUSDC | 2026-01-05 | trade | 667 | 69,808 | ✅ 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 | 281 | **37.3s** |
|
| 21 |
+
| BTCUSDC | 2026-01-05 | trade | 10000 | 30 | **23.8s** |
|
| 22 |
+
| ETHUSDC | 2026-01-05 | trade | 10000 | 33 | **18.9s** |
|
| 23 |
+
| SOLUSDC | 2026-01-05 | trade | 10000 | 30 | **32.4s** |
|
| 24 |
+
| XRPUSDC | 2026-01-05 | trade | 10000 | 24 | **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 |
|
|
|
|
| 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 |
+
| BTCUSDC | trade | 10:07:55.786 | 10:08:09.986 | 14.2s |
|
| 105 |
+
| BTCUSDC | trade | 10:41:04.410 | 10:41:15.102 | 10.692s |
|
| 106 |
+
| BTCUSDC | trade | 10:44:36.477 | 10:44:46.976 | 10.499s |
|
| 107 |
+
| BTCUSDC | trade | 10:44:48.211 | 10:45:02.835 | 14.624s |
|
| 108 |
+
| BTCUSDC | trade | 10:45:24.118 | 10:45:35.770 | 11.652s |
|
| 109 |
| ETHUSDC | trade | 23:59:34.383 | 23:59:48.884 | 14.501s |
|
| 110 |
| ETHUSDC | trade | 00:56:29.964 | 00:56:45.210 | 15.246s |
|
| 111 |
| ETHUSDC | trade | 00:57:01.735 | 00:57:12.750 | 11.015s |
|
|
|
|
| 136 |
| ETHUSDC | trade | 09:44:09.368 | 09:44:20.650 | 11.282s |
|
| 137 |
| ETHUSDC | trade | 09:44:50.290 | 09:45:00.742 | 10.452s |
|
| 138 |
| ETHUSDC | trade | 09:51:17.176 | 09:51:28.201 | 11.025s |
|
| 139 |
+
| ETHUSDC | trade | 10:19:48.305 | 10:19:58.963 | 10.658s |
|
| 140 |
+
| ETHUSDC | trade | 10:21:12.163 | 10:21:25.055 | 12.892s |
|
| 141 |
+
| ETHUSDC | trade | 10:30:13.385 | 10:30:28.638 | 15.253s |
|
| 142 |
| SOLUSDC | trade | 06:07:06.888 | 06:07:21.598 | 14.71s |
|
| 143 |
| SOLUSDC | trade | 06:07:46.278 | 06:07:56.830 | 10.552s |
|
| 144 |
| SOLUSDC | trade | 06:16:18.046 | 06:16:28.450 | 10.404s |
|
|
|
|
| 167 |
| SOLUSDC | trade | 09:44:50.302 | 09:45:00.753 | 10.451s |
|
| 168 |
| SOLUSDC | trade | 09:57:25.233 | 09:57:38.797 | 13.564s |
|
| 169 |
| SOLUSDC | trade | 09:59:05.250 | 09:59:18.245 | 12.995s |
|
| 170 |
+
| SOLUSDC | trade | 10:57:32.578 | 10:58:00.917 | 28.339s |
|
| 171 |
+
| SOLUSDC | trade | 10:58:01.288 | 10:58:12.643 | 11.355s |
|
| 172 |
| XRPUSDC | trade | 00:33:12.191 | 00:33:24.326 | 12.135s |
|
| 173 |
| XRPUSDC | trade | 03:45:06.397 | 03:45:23.893 | 17.496s |
|
| 174 |
| XRPUSDC | trade | 05:03:16.553 | 05:03:29.063 | 12.51s |
|
|
|
|
| 188 |
| XRPUSDC | trade | 08:43:27.162 | 08:43:37.363 | 10.201s |
|
| 189 |
| XRPUSDC | trade | 08:59:34.343 | 08:59:45.811 | 11.468s |
|
| 190 |
| XRPUSDC | trade | 09:51:58.202 | 09:52:08.374 | 10.172s |
|
| 191 |
+
| XRPUSDC | trade | 10:00:45.885 | 10:00:56.508 | 10.623s |
|
| 192 |
+
| XRPUSDC | trade | 10:10:50.043 | 10:11:00.720 | 10.677s |
|
| 193 |
+
| XRPUSDC | trade | 10:17:14.500 | 10:17:25.020 | 10.52s |
|
| 194 |
+
| XRPUSDC | trade | 10:34:32.748 | 10:34:45.896 | 13.148s |
|
| 195 |
+
| XRPUSDC | trade | 10:38:38.534 | 10:38:49.053 | 10.519s |
|