Duplicate from 123olp/binance-futures-ohlcv-2018-2026

Co-authored-by: 123olp <123olp@users.noreply.huggingface.co>

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README.md

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+---
+license: mit
+task_categories:
+  - time-series-forecasting
+language:
+  - en
+  - zh
+tags:
+  - cryptocurrency
+  - bitcoin
+  - ethereum
+  - trading
+  - binance
+  - ohlcv
+  - futures
+  - timeseries
+  - quantitative-finance
+size_categories:
+  - 10M<n<100M
+---
+
+# 🐱 币安期货 Main4 数据集 (BTC/ETH/BNB/SOL)
+
+**精简版币安期货历史数据** - 只包含 4 个主要币种，适合快速下载和研究使用。
+
+![记录数](https://img.shields.io/badge/记录数-1150万-brightgreen?style=for-the-badge)
+![币种](https://img.shields.io/badge/币种-4-blue?style=for-the-badge)
+![时间跨度](https://img.shields.io/badge/时间跨度-6年-orange?style=for-the-badge)
+![压缩大小](https://img.shields.io/badge/压缩大小-415MB-purple?style=for-the-badge)
+
+---
+
+## 📊 数据概览
+
+| 文件 | 记录数 | 压缩大小 | 时间范围 | 说明 |
+|------|--------|----------|----------|------|
+| `candles_1m_main4_*.bin.zst` | 998 万 | 366 MB | 2020-01 ~ 2026-01 | 1分钟K线 (Binary) |
+| `futures_metrics_main4_*.bin.zst` | 152 万 | 49 MB | 2021-12 ~ 2026-01 | 期货指标 (Binary) |
+| `schema_*.sql.zst` | - | 6.3 KB | - | TimescaleDB Schema |
+
+**总计**: 1150 万条记录，压缩后约 415MB
+
+---
+
+## 🎯 包含币种
+
+| 币种 | K线记录数 | K线时间范围 | 期货指标记录数 | 完整度 |
+|------|-----------|-------------|----------------|--------|
+| **BTCUSDT** | 317 万 | 2020-01-01 ~ 2026-01-11 | 43 万 | 100% |
+| **ETHUSDT** | 317 万 | 2020-01-01 ~ 2026-01-11 | 24 万 | 100% |
+| **BNBUSDT** | 311 万 | 2020-02-10 ~ 2026-01-11 | 43 万 | 100% |
+| **SOLUSDT** | 53 万 | 2025-01-01 ~ 2026-01-04 | 43 万 | 99.99% |
+
+---
+
+## 📁 数据字段
+
+### 📈 candles_1m (1分钟K线)
+
+| 字段 | 类型 | 说明 | 示例 |
+|------|------|------|------|
+| `exchange` | string | 交易所 | binance_futures_um |
+| `symbol` | string | 交易对 | BTCUSDT |
+| `bucket_ts` | timestamp | K线时间 (UTC) | 2024-01-01 00:00:00 |
+| `open` | decimal | 开盘价 | 42150.50 |
+| `high` | decimal | 最高价 | 42180.00 |
+| `low` | decimal | 最低价 | 42100.00 |
+| `close` | decimal | 收盘价 | 42165.30 |
+| `volume` | decimal | 成交量 (币) | 125.5 |
+| `quote_volume` | decimal | 成交额 (USDT) | 5289150.25 |
+| `trade_count` | int | 成交笔数 | 3521 |
+| `taker_buy_volume` | decimal | 主动买入量 | 68.2 |
+| `taker_buy_quote_volume` | decimal | 主动买入额 | 2875420.10 |
+
+### 📊 futures_metrics_5m (期货指标)
+
+| 字段 | 类型 | 说明 | 用途 |
+|------|------|------|------|
+| `create_time` | timestamp | 时间戳 (UTC) | 数据时间 |
+| `symbol` | string | 交易对 | 币种标识 |
+| `sum_open_interest` | decimal | 持仓量 (张) | 市场参与度 |
+| `sum_open_interest_value` | decimal | 持仓价值 (USDT) | 资金规模 |
+| `sum_toptrader_long_short_ratio` | decimal | 大户多空比 | 主力方向 |
+| `sum_taker_long_short_vol_ratio` | decimal | 主动买卖比 | 即时情绪 |
+| `count_long_short_ratio` | decimal | 散户多空比 | 散户情绪 |
+
+---
+
+## 🚀 快速使用
+
+### 数据格式说明
+
+本数据集使用 **PostgreSQL COPY Binary + Zstandard** 格式压缩，需要导入 TimescaleDB 使用。
+
+### 恢复到 TimescaleDB
+
+```bash
+# 1. 解压并恢复 schema
+zstd -d schema_*.sql.zst -c | psql -h localhost -p 5433 -U postgres -d market_data
+
+# 2. 恢复 K线数据
+zstd -d candles_1m_main4_*.bin.zst -c | psql -h localhost -p 5433 -U postgres -d market_data \
+    -c "COPY market_data.candles_1m FROM STDIN WITH (FORMAT binary)"
+
+# 3. 恢复期货指标
+zstd -d futures_metrics_main4_*.bin.zst -c | psql -h localhost -p 5433 -U postgres -d market_data \
+    -c "COPY market_data.binance_futures_metrics_5m FROM STDIN WITH (FORMAT binary)"
+```
+
+### 或使用恢复脚本
+
+```bash
+chmod +x restore_main4_*.sh
+./restore_main4_*.sh
+```
+
+### 查询示例
+
+```sql
+-- 查看 BTC 最近数据
+SELECT * FROM market_data.candles_1m 
+WHERE symbol = 'BTCUSDT' 
+ORDER BY bucket_ts DESC 
+LIMIT 10;
+
+-- 统计各币种数据量
+SELECT symbol, COUNT(*), MIN(bucket_ts), MAX(bucket_ts)
+FROM market_data.candles_1m 
+GROUP BY symbol;
+
+-- BTC 日K聚合
+SELECT 
+    time_bucket('1 day', bucket_ts) AS day,
+    FIRST(open, bucket_ts) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, bucket_ts) AS close,
+    SUM(volume) AS volume
+FROM market_data.candles_1m
+WHERE symbol = 'BTCUSDT'
+GROUP BY day
+ORDER BY day DESC;
+```
+
+---
+
+## 📈 应用场景
+
+| 场景 | 说明 |
+|------|------|
+| 🤖 **量化回测** | 策略历史验证，分钟级精度 |
+| 🧠 **机器学习** | 价格预测、趋势分类、异常检测 |
+| 📊 **技术分析** | 计算各类技术指标 (MA/RSI/MACD等) |
+| 💹 **市场研究** | 波动率分析、相关性分析 |
+| 📉 **情绪分析** | 多空比、持仓量变化分析 |
+
+---
+
+## 🔄 数据来源
+
+- **交易所**: Binance Futures (USDT-M 永续合约)
+- **采集方式**: WebSocket 实时推送 + REST API 历史回填
+- **数据延迟**: < 5 秒
+- **导出时间**: 2026-01-11
+
+---
+
+## 📦 完整版数据集
+
+如需全部 615+ 币种的完整数据，请查看：
+- **Kaggle**: [binance-crypto-ohlcv-futures](https://www.kaggle.com/datasets/tukuaiai/binance-crypto-ohlcv-futures)
+
+---
+
+## ⚠️ 免责声明
+
+- 本数据集仅供教育和研究目的
+- 不构成任何投资建议
+- 加密货币交易存在重大风险
+- 使用前请自行验证数据准确性
+
+---
+
+## 🔗 相关链接
+
+- 📦 **项目源码**: [TradeCat](https://github.com/tukuaiai/tradecat)
+- 📢 **Telegram 频道**: [@tradecat_ai_channel](https://t.me/tradecat_ai_channel)
+- 💬 **交流群**: [@glue_coding](https://t.me/glue_coding)
+- 🐦 **Twitter**: [@123olp](https://x.com/123olp)
+
+---
+
+## 📜 许可证
+
+MIT License - 可自由用于商业和研究用途
+
+---
+
+## ❤️ 支持项目
+
+如果这个数据集对你有帮助，欢迎：
+- ⭐ 给项目点 Star
+- 📢 分享给更多人
+
+| 网络 | 地址 |
+|------|------|
+| **币安 UID** | `572155580` |
+| **Tron (TRC20)** | `TQtBXCSTwLFHjBqTS4rNUp7ufiGx51BRey` |
+| **Solana** | `HjYhozVf9AQmfv7yv79xSNs6uaEU5oUk2USasYQfUYau` |
+| **Ethereum (ERC20)** | `0xa396923a71ee7D9480b346a17dDeEb2c0C287BBC` |

candles_1m.csv.gz

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dataset-metadata.json

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+{
+  "title": "Binance Main4 (BTC/ETH/BNB/SOL) OHLCV & Futures Metrics 2018-2026",
+  "id": "tukuaiai/binance-crypto-main4",
+  "licenses": [{"name": "CC0-1.0"}],
+  "keywords": ["cryptocurrency", "bitcoin", "ethereum", "bnb", "solana", "trading", "timeseries", "binance", "ohlcv", "futures"]
+}

export.log

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+[2026-01-11 22:24:40] ========== 开始导出 (Main4: BTC/ETH/BNB/SOL) ==========
+[2026-01-11 22:24:40] 输出目录: /home/lenovo/.projects/tradecat/backups/timescaledb/main4
+[2026-01-11 22:24:40] 币种: 'BTCUSDT','ETHUSDT','BNBUSDT','SOLUSDT'
+[2026-01-11 22:24:40] 统计数据量...
+[2026-01-11 22:24:42] candles_1m 预计行数:  9988086
+[2026-01-11 22:24:42] futures_metrics 预计行数:  1522406
+[2026-01-11 22:24:42] 导出 candles_1m (仅 BTC/ETH/BNB/SOL)...
+[2026-01-11 22:24:42] 导出 futures_metrics (仅 BTC/ETH/BNB/SOL)...
+[2026-01-11 22:24:42] 导出 schema...
+[2026-01-11 22:24:42] 等待数据导出完成...
+[2026-01-11 22:24:42] candles_1m PID: 90496
+[2026-01-11 22:24:42] futures_metrics PID: 90501
+[2026-01-11 22:31:22] candles_1m 完成: 366M
+[2026-01-11 22:31:22] futures_metrics 完成: 49M
+[2026-01-11 22:31:22] ========== 导出完成 ==========
+-rw-r--r-- 1 lenovo lenovo 366M Jan 11 22:31 /home/lenovo/.projects/tradecat/backups/timescaledb/main4/candles_1m_main4_20260111_222440.bin.zst
+-rw-r--r-- 1 lenovo lenovo  49M Jan 11 22:25 /home/lenovo/.projects/tradecat/backups/timescaledb/main4/futures_metrics_main4_20260111_222440.bin.zst
+-rw-r--r-- 1 lenovo lenovo 6.2K Jan 11 22:24 /home/lenovo/.projects/tradecat/backups/timescaledb/main4/schema_20260111_222440.sql.zst
+[2026-01-11 22:31:22] 总大小: 415M
+[2026-01-11 22:31:22] 恢复脚本: restore_main4_20260111_222440.sh
+[2026-01-11 22:31:22] 元数据: dataset-metadata.json

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restore_main4_20260111_222440.sh

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+#!/bin/bash
+# 恢复脚本 (Main4: BTC/ETH/BNB/SOL)
+DB_HOST="localhost"
+DB_PORT="5433"
+DB_USER="postgres"
+DB_PASS="postgres"
+DB_NAME="market_data"
+
+export PGPASSWORD="$DB_PASS"
+
+# 恢复 schema
+zstd -d schema_*.sql.zst -c | psql -h $DB_HOST -p $DB_PORT -U $DB_USER -d $DB_NAME
+
+# 恢复 candles_1m
+zstd -d candles_1m_main4_*.bin.zst -c | psql -h $DB_HOST -p $DB_PORT -U $DB_USER -d $DB_NAME -c "COPY market_data.candles_1m FROM STDIN WITH (FORMAT binary)"
+
+# 恢复 futures_metrics
+zstd -d futures_metrics_main4_*.bin.zst -c | psql -h $DB_HOST -p $DB_PORT -U $DB_USER -d $DB_NAME -c "COPY market_data.binance_futures_metrics_5m FROM STDIN WITH (FORMAT binary)"

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