{
 "schemaVersion": 1,
 "symbol": "BTC",
 "tradingDate": "2026-09-11",
 "window": {
  "start": "2026-09-11T00:00:00Z",
  "end": "2026-09-12T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.242Z",
 "market": {
  "open": 76568.73,
  "high": 79890,
  "low": 76046.58,
  "close": 77225.7,
  "prevClose": 76568.72,
  "change1dPct": 0.858,
  "change3dPct": -1.568,
  "change7dPct": -3.057,
  "change30dPct": 21.654,
  "amplitudePct": 5.02,
  "volumeBtc": 19713.28,
  "quoteVolumeUsdt": 1528809492,
  "volume7dChangePct": -0.69,
  "realizedVolDailyPct": 2.484,
  "realizedVolSamples": 30,
  "logRet1d": 0.008543664930190544,
  "logRet3d": -0.01580310570151189,
  "logRet7d": -0.03104494060191874,
  "high30d": 82300,
  "low30d": 62535.24,
  "emaTrend": {
   "ema10": 78135.39,
   "ema20": 77019.03,
   "gapPct": 1.4456,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-19",
   "barsSinceCross": 23,
   "barsUsed": 151
  }
 },
 "phases": [
  {
   "key": "early",
   "nameZh": "早段",
   "hours": "00:00–06:00",
   "open": 76568.73,
   "high": 77252.88,
   "low": 76563.01,
   "close": 77252.86,
   "changePct": 0.893,
   "rangePct": 0.901,
   "volumeBtc": 2846.1,
   "volumeSharePct": 14.4
  },
  {
   "key": "morning",
   "nameZh": "早午后",
   "hours": "06:00–12:00",
   "open": 77252.87,
   "high": 77500,
   "low": 76746.95,
   "close": 77036.12,
   "changePct": -0.281,
   "rangePct": 0.975,
   "volumeBtc": 2513.81,
   "volumeSharePct": 12.8
  },
  {
   "key": "afternoon",
   "nameZh": "午后",
   "hours": "12:00–18:00",
   "open": 77036.12,
   "high": 79890,
   "low": 76046.58,
   "close": 77534,
   "changePct": 0.646,
   "rangePct": 4.989,
   "volumeBtc": 10908.48,
   "volumeSharePct": 55.3
  },
  {
   "key": "close",
   "nameZh": "收市",
   "hours": "18:00–24:00",
   "open": 77534,
   "high": 77538.01,
   "low": 76883,
   "close": 77225.7,
   "changePct": -0.398,
   "rangePct": 0.845,
   "volumeBtc": 3444.88,
   "volumeSharePct": 17.5
  }
 ],
 "derivatives": {
  "funding": {
   "settlements": [
    {
     "at": "2026-09-11T08:00:00Z",
     "rate": 0.00006122
    },
    {
     "at": "2026-09-11T16:00:00Z",
     "rate": 0.00003593
    },
    {
     "at": "2026-09-12T00:00:00Z",
     "rate": 0.00006093
    }
   ],
   "openRate": 0.00003006,
   "avg": 0.00005269,
   "last": 0.00006093,
   "prev7dAvg": 0.0000441,
   "prev7dCount": 21,
   "annualizedPct": 5.77
  },
  "topAccountLongShort": {
   "start": 1.7027,
   "end": 1.584,
   "changePct": -6.97,
   "longPctEnd": 61.3,
   "avg": 1.5977,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 106858.934,
   "end": 103385.135,
   "startUsd": 8178512629,
   "endUsd": 7980502326,
   "change": -3473.799,
   "changePct": -3.251,
   "high": 107053.513,
   "low": 103087.835,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "retailLongShort": {
   "start": 1.6008,
   "end": 1.5471,
   "changePct": -3.35,
   "longPctEnd": 60.74,
   "avg": 1.5595,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9849,
   "buyVol": 102863.81,
   "sellVol": 104435.68,
   "hourlyMax": 1.7285,
   "hourlyMin": 0.7306,
   "last": 1.052,
   "hoursBuyDominant": 11,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 2.1224,
   "end": 2.2061,
   "changePct": 3.94,
   "longPctEnd": 68.81,
   "avg": 2.1334,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  }
 },
 "sentiment": {
  "fgi": {
   "value": 56,
   "classification": "Greed",
   "classificationZh": "贪婪",
   "prev": 69,
   "prevClassificationZh": "贪婪",
   "change": -13,
   "at": "2026-09-11T00:00:00Z"
  }
 },
 "score": {
  "configVersion": "2026-09-25.2",
  "trendScore": -0.28,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.49,
  "components": {
   "weightedZ": -0.1753,
   "agreement": 0.314,
   "strength": 0.187,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "nameZh": "当日涨跌",
    "weight": 0.25,
    "available": true,
    "raw": 0.858,
    "z": 0.344,
    "contribution": 0.138
   },
   {
    "key": "mom3d",
    "nameZh": "3 日动量",
    "weight": 0.1,
    "available": true,
    "raw": -1.568,
    "z": -0.367,
    "contribution": -0.059
   },
   {
    "key": "mom7d",
    "nameZh": "7 日动量",
    "weight": 0.1,
    "available": true,
    "raw": -3.057,
    "z": -0.472,
    "contribution": -0.076
   },
   {
    "key": "emaTrend",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 1.4456,
    "z": 0.582,
    "contribution": 0.093
   },
   {
    "key": "oiChange",
    "nameZh": "持仓量变化",
    "weight": 0.1,
    "available": true,
    "raw": -3.251,
    "z": -1.084,
    "contribution": -0.173
   },
   {
    "key": "fundingChange",
    "nameZh": "资金费率变化",
    "weight": 0.05,
    "available": true,
    "raw": 0.00000859,
    "z": 0.172,
    "contribution": 0.014
   },
   {
    "key": "fundingLevel",
    "nameZh": "资金费率拥挤度",
    "weight": 0.05,
    "available": true,
    "raw": 0.00005269,
    "z": 0.237,
    "contribution": 0.019
   },
   {
    "key": "taker",
    "nameZh": "主动买卖比",
    "weight": 0.1,
    "available": true,
    "raw": 0.9849,
    "z": -0.302,
    "contribution": -0.048
   },
   {
    "key": "retailLs",
    "nameZh": "散户多空比变化",
    "weight": 0.05,
    "available": true,
    "raw": -3.35,
    "z": 0.671,
    "contribution": 0.054
   },
   {
    "key": "topLs",
    "nameZh": "大户多空比变化",
    "weight": 0.05,
    "available": true,
    "raw": -6.97,
    "z": -1.394,
    "contribution": -0.112
   },
   {
    "key": "fgiChange",
    "nameZh": "恐惧贪婪指数变化",
    "weight": 0.05,
    "available": true,
    "raw": -13,
    "z": -1.625,
    "contribution": -0.13
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-11",
   "trendScore": -0.28,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.49
  },
  "yesterday": {
   "date": "2026-09-10",
   "trendScore": -0.86,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.72
  },
  "delta": 0.58
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.28（置信度 49%），前一日为「偏空」（-0.86）。BTC 收于 $77,225.70，日涨跌 +0.86%，日内振幅 5.02%；3 日 -1.57%，7 日 -3.06%。日线 EMA10/EMA20 处于金叉状态（间距 +1.45%，2026-08-19 金叉，距今 23 天）。衍生品方面，永续持仓量 -3.25%，资金费率日均 +0.0053%（前 7 日 +0.0044%），主动买卖比 0.985，全市场账户多空比 1.601 → 1.547，大户账户多空比 1.703 → 1.584。恐惧贪婪指数 56（贪婪）。主要偏多因子：当日涨跌、日线 EMA 趋势；主要偏空因子：持仓量变化、恐惧贪婪指数变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $77,225.70，UTC 2026-09-11 00:00 开盘 $76,568.73，日涨跌 +0.86%（前收 $76,568.72）",
     "highlight": "green"
    },
    {
     "text": "日内高 $79,890.00 / 低 $76,046.58，振幅 5.02%；30 日区间 $62,535.24 – $82,300.00",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -1.57%，7 日 -3.06%，30 日 +21.65%；30 日日波动率 2.48%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $78,135.39 / EMA20 $77,019.03，间距 +1.45%（占收盘价），金叉状态（EMA10 在 EMA20 上方）；最近一次交叉：2026-08-19 金叉，距今 23 天",
     "highlight": "green"
    },
    {
     "text": "现货成交 19,713 BTC（约 15.29 亿 USDT），近 7 日成交量较前 7 日 -0.69%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 106,859 → 103,385 BTC（-3.25%，-3,474 BTC），名义价值约 79.81 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率日均 +0.0053%（08:00 +0.0061% / 16:00 +0.0036% / 次日 00:00 +0.0061%），前 7 日均值 +0.0044%，年化约 +5.8%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 0.985（买 102,864 / 卖 104,436 BTC），11/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 1.601 → 1.547（-3.35%）；大户账户多空比 1.703 → 1.584（-6.97%）；大户持仓多空比收于 2.206",
     "highlight": "red"
    },
    {
     "text": "恐惧贪婪指数 69 → 56（贪婪，-13）",
     "highlight": "red"
    }
   ]
  },
  {
   "title": "24H 行情复盘",
   "items": [
    {
     "text": "早段（UTC 00:00–06:00）：$76,568.73 → $77,252.86，+0.89%，区间 $76,563.01 – $77,252.88，成交 2,846 BTC（占全日 14.4%）",
     "highlight": "green"
    },
    {
     "text": "早午后（UTC 06:00–12:00）：$77,252.87 → $77,036.12，-0.28%，区间 $76,746.95 – $77,500.00，成交 2,514 BTC（占全日 12.8%）",
     "highlight": "red"
    },
    {
     "text": "午后（UTC 12:00–18:00）：$77,036.12 → $77,534.00，+0.65%，区间 $76,046.58 – $79,890.00，成交 10,908 BTC（占全日 55.3%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "收市（UTC 18:00–24:00）：$77,534.00 → $77,225.70，-0.40%，区间 $76,883.00 – $77,538.01，成交 3,445 BTC（占全日 17.5%）",
     "highlight": "red"
    }
   ]
  }
 ],
 "aiStatus": "pending",
 "outlook": null,
 "analysis": null,
 "ai": {
  "model": "grok-4.7",
  "generatedAt": null,
  "error": "skipped (--no-ai)"
 },
 "sources": {
  "spotDaily": "https://data-api.binance.vision/api/v3/klines (1d)",
  "spotPhases": "https://data-api.binance.vision/api/v3/klines (6h)",
  "funding": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "retailLongShort": "https://www.binance.com",
  "taker": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "fgi": "https://api.alternative.me/fng/"
 },
 "dataQuality": {
  "missing": [],
  "warnings": []
 }
}
