63 lines
4.3 KiB
SQL
63 lines
4.3 KiB
SQL
CREATE TABLE IF NOT EXISTS crypto_huge_volume (
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id BIGINT AUTO_INCREMENT PRIMARY KEY,
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symbol VARCHAR(50) NOT NULL COMMENT '交易对',
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bar VARCHAR(20) NOT NULL COMMENT 'K线周期',
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window_size INT NOT NULL COMMENT '窗口大小, 50, 80, 100, 120',
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timestamp BIGINT NOT NULL COMMENT '时间戳',
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date_time VARCHAR(50) NOT NULL COMMENT '日期时间',
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open DECIMAL(20,10) NOT NULL COMMENT '开盘价',
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high DECIMAL(20,10) NOT NULL COMMENT '最高价',
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low DECIMAL(20,10) NOT NULL COMMENT '最低价',
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close DECIMAL(20,10) NOT NULL COMMENT '收盘价',
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pre_close DECIMAL(20,10) NOT NULL COMMENT '前收盘价',
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close_change DECIMAL(20,10) NOT NULL COMMENT '涨跌额',
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pct_chg DECIMAL(20,10) NOT NULL COMMENT '涨跌幅',
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volume DECIMAL(30,10) NOT NULL COMMENT '交易量',
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volCcy DECIMAL(30,10) NOT NULL COMMENT '交易量(基础货币)',
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volCCyQuote DECIMAL(30,10) NOT NULL COMMENT '交易量(计价货币)',
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volume_ma DECIMAL(30,10) NULL COMMENT '交易量移动平均',
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volume_std DECIMAL(30,10) NULL COMMENT '交易量标准差',
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volume_threshold DECIMAL(30,10) NULL COMMENT '交易量阈值',
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huge_volume TINYINT NOT NULL DEFAULT 0 COMMENT '是否为巨量(0:否,1:是)',
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volume_ratio DECIMAL(20,10) NULL COMMENT '交易量比率',
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spike_intensity DECIMAL(20,10) NULL COMMENT '尖峰强度',
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close_80_percentile DECIMAL(20,10) NOT NULL COMMENT '收盘价80%分位数',
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close_20_percentile DECIMAL(20,10) NOT NULL COMMENT '收盘价20%分位数',
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close_80_high TINYINT NOT NULL DEFAULT 0 COMMENT '收盘价是否达到80%分位数高点(0:否,1:是)',
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close_20_low TINYINT NOT NULL DEFAULT 0 COMMENT '收盘价是否达到20%分位数低点(0:否,1:是)',
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close_90_percentile DECIMAL(20,10) NOT NULL COMMENT '收盘价90%分位数',
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close_10_percentile DECIMAL(20,10) NOT NULL COMMENT '收盘价10%分位数',
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close_90_high TINYINT NOT NULL DEFAULT 0 COMMENT '收盘价是否达到90%分位数高点(0:否,1:是)',
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close_10_low TINYINT NOT NULL DEFAULT 0 COMMENT '收盘价是否达到10%分位数低点(0:否,1:是)',
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high_80_percentile DECIMAL(20,10) NOT NULL COMMENT '最高价80%分位数',
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high_20_percentile DECIMAL(20,10) NOT NULL COMMENT '最高价20%分位数',
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high_80_high TINYINT NOT NULL DEFAULT 0 COMMENT '最高价是否达到80%分位数高点(0:否,1:是)',
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high_20_low TINYINT NOT NULL DEFAULT 0 COMMENT '最高价是否达到20%分位数低点(0:否,1:是)',
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high_90_percentile DECIMAL(20,10) NOT NULL COMMENT '最高价90%分位数',
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high_10_percentile DECIMAL(20,10) NOT NULL COMMENT '最高价10%分位数',
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high_90_high TINYINT NOT NULL DEFAULT 0 COMMENT '最高价是否达到90%分位数高点(0:否,1:是)',
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high_10_low TINYINT NOT NULL DEFAULT 0 COMMENT '最高价是否达到10%分位数低点(0:否,1:是)',
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low_80_percentile DECIMAL(20,10) NOT NULL COMMENT '最低价80%分位数',
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low_20_percentile DECIMAL(20,10) NOT NULL COMMENT '最低价20%分位数',
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low_80_high TINYINT NOT NULL DEFAULT 0 COMMENT '最低价是否达到80%分位数高点(0:否,1:是)',
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low_20_low TINYINT NOT NULL DEFAULT 0 COMMENT '最低价是否达到20%分位数低点(0:否,1:是)',
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low_90_percentile DECIMAL(20,10) NOT NULL COMMENT '最低价90%分位数',
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low_10_percentile DECIMAL(20,10) NOT NULL COMMENT '最低价10%分位数',
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low_90_high TINYINT NOT NULL DEFAULT 0 COMMENT '最低价是否达到90%分位数高点(0:否,1:是)',
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low_10_low TINYINT NOT NULL DEFAULT 0 COMMENT '最低价是否达到10%分位数低点(0:否,1:是)',
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create_time VARCHAR(50) NOT NULL COMMENT '创建时间',
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UNIQUE KEY uniq_symbol_bar_window_size_timestamp (symbol, bar, window_size, timestamp),
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INDEX idx_symbol_bar_window_size (symbol, bar, window_size),
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INDEX idx_timestamp (timestamp),
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INDEX idx_huge_volume (huge_volume),
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INDEX idx_date_time (date_time)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='加密货币巨量交易数据表';
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-- 添加注释说明
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-- 该表用于存储加密货币市场K线数据以及相关的巨量交易分析指标
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-- 主要功能：
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-- 1. 存储基础K线数据（价格、成交量等）
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-- 2. 计算并存储巨量交易相关指标
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-- 3. 识别价格和成交量的异常波动
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-- 4. 为交易策略提供数据支持
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