{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-17",
 "window": {
  "start": "2026-09-17T00:00:00Z",
  "end": "2026-09-18T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.381Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4277.72,
  "high": 4387.02,
  "low": 4272.99,
  "close": 4352.37,
  "prevClose": 4277.72,
  "prevDate": "2026-09-16",
  "gapPct": 0,
  "change1dPct": 1.745,
  "change3dPct": 1.388,
  "change5dPct": 0.767,
  "change30dPct": 0.325,
  "amplitudePct": 2.666,
  "volumeXau": 590170.16,
  "quoteVolumeUsdt": 2562384333,
  "volume5dChangePct": 34.59,
  "realizedVolDailyPct": 1.581,
  "realizedVolSamples": 30,
  "logRet1d": 0.01730036694933744,
  "logRet3d": 0.01378365311755031,
  "logRet5d": 0.007636433035300108,
  "high30d": 4700.63,
  "low30d": 4243.81,
  "tradingDays30d": 22,
  "indexClose": 4349.82,
  "basisPct": 0.059,
  "emaTrend": {
   "ema10": 4349.31,
   "ema20": 4373.6,
   "gapPct": -0.5583,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 5,
   "barsUsed": 115
  }
 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4277.72,
   "high": 4323.21,
   "low": 4272.99,
   "close": 4310.06,
   "changePct": 0.756,
   "rangePct": 1.174,
   "volumeXau": 137181.78,
   "volumeSharePct": 23.2
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4310.06,
   "high": 4358.67,
   "low": 4310.06,
   "close": 4355.78,
   "changePct": 1.061,
   "rangePct": 1.128,
   "volumeXau": 158339.49,
   "volumeSharePct": 26.8
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4355.77,
   "high": 4387.02,
   "low": 4349.61,
   "close": 4367.87,
   "changePct": 0.278,
   "rangePct": 0.859,
   "volumeXau": 246087.64,
   "volumeSharePct": 41.7
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4367.88,
   "high": 4372.14,
   "low": 4346.65,
   "close": 4352.37,
   "changePct": -0.355,
   "rangePct": 0.584,
   "volumeXau": 48561.24,
   "volumeSharePct": 8.2
  }
 ],
 "derivatives": {
  "retailLongShort": {
   "start": 3.7847,
   "end": 2.4941,
   "changePct": -34.1,
   "longPctEnd": 71.38,
   "avg": 2.978,
   "startAt": "2026-09-17T00:00:00Z",
   "endAt": "2026-09-18T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9335,
   "buyVol": 284916.31,
   "sellVol": 305217.06,
   "hourlyMax": 1.7716,
   "hourlyMin": 0.6766,
   "last": 1.3174,
   "hoursBuyDominant": 10,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 1.8283,
   "end": 1.96,
   "changePct": 7.2,
   "longPctEnd": 66.22,
   "avg": 1.9127,
   "startAt": "2026-09-17T00:00:00Z",
   "endAt": "2026-09-18T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 116958.896,
   "end": 107684.828,
   "startUsd": 500270664,
   "endUsd": 468684215,
   "change": -9274.068,
   "changePct": -7.929,
   "high": 117163.054,
   "low": 91734.312,
   "startAt": "2026-09-17T00:00:00Z",
   "endAt": "2026-09-18T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 4.2411,
   "end": 2.5562,
   "changePct": -39.73,
   "longPctEnd": 71.88,
   "avg": 3.1381,
   "startAt": "2026-09-17T00:00:00Z",
   "endAt": "2026-09-18T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-17T04:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-17T08:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-17T12:00:00Z",
     "rate": 0.00000464
    },
    {
     "at": "2026-09-17T16:00:00Z",
     "rate": 0.0000115
    },
    {
     "at": "2026-09-17T20:00:00Z",
     "rate": 0.00010625
    },
    {
     "at": "2026-09-18T00:00:00Z",
     "rate": 0.00010512
    }
   ],
   "avg": 0.00003792,
   "last": 0.00010512,
   "dayTotal": 0.00022751,
   "prev7dAvg": 0.00005115,
   "prev7dCount": 42,
   "annualizedPct": 8.3
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-17",
   "prevDate": "2026-09-16",
   "close": 100.22,
   "prev": 100.31,
   "changePct": -0.09,
   "logRet": -0.0008975848449674595,
   "sigmaPct": 0.314,
   "samples": 29,
   "change5dPct": 1.14
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-17",
   "prevDate": "2026-09-16",
   "close": 4.947,
   "prev": 5.006,
   "changeBp": -5.9,
   "sigmaBp": 3.78,
   "samples": 29,
   "change5dBp": 0.3
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-08",
   "releasedOn": "2026-09-11",
   "managedMoneyLong": 145804,
   "managedMoneyShort": 10832,
   "managedMoneyNet": 134972,
   "managedMoneyNetChange": -1799,
   "openInterest": 411227,
   "netPctOfOi": 32.8,
   "ageDays": 9
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.37,
  "label": "neutral_lean_bull",
  "labelZh": "中性偏多",
  "confidence": 0.56,
  "components": {
   "weightedZ": 0.2326,
   "agreement": 0.437,
   "strength": 0.247,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": 1.745,
    "z": 1.094,
    "contribution": 0.385
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 1.388,
    "z": 0.503,
    "contribution": 0.064
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.767,
    "z": 0.216,
    "contribution": 0.028
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.5583,
    "z": -0.353,
    "contribution": -0.056
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": -0.09,
    "z": 0.286,
    "contribution": 0.055
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": -5.9,
    "z": 1.561,
    "contribution": 0.2
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -7.929,
    "z": -0.793,
    "contribution": -0.102
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9335,
    "z": -1.33,
    "contribution": -0.17
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": -0.00001323,
    "z": -0.331,
    "contribution": -0.021
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00003792,
    "z": 0.121,
    "contribution": 0.008
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -34.1,
    "z": 1.705,
    "contribution": 0.109
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -39.73,
    "z": -1.986,
    "contribution": -0.127
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-17",
   "trendScore": 0.37,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.56
  },
  "yesterday": {
   "date": "2026-09-16",
   "trendScore": -0.88,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.63
  },
  "delta": 1.25
 },
 "dataSummary": "系统研判「中性偏多」，趋势分 +0.37（置信度 56%），前一交易日为「偏空」（-0.88）。黄金（XAUUSDT 永续）收于 $4,352.37，日涨跌 +1.75%，日内振幅 2.67%；3 日 +1.39%，5 日 +0.77%。日线 EMA10/EMA20 处于死叉状态（间距 -0.56%，2026-09-10 死叉，距今 5 个交易日）。宏观方面，美元指数 100.22（-0.09%），美债 10 年期收益率 4.947%（-5.9bp）。合约方面，永续持仓量 -7.93%，资金费率日均 +0.0038%（前 7 日 +0.0051%），主动买卖比 0.934。主要偏多因子：当日涨跌、美债收益率变化；主要偏空因子：主动买卖比、大户多空比变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,352.37，UTC 2026-09-17 00:00 开盘 $4,277.72，较前一交易日（2026-09-16）收盘 $4,277.72 +1.75%",
     "highlight": "green"
    },
    {
     "text": "日内高 $4,387.02 / 低 $4,272.99，振幅 2.67%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +1.39%，5 日 +0.77%，30 日 +0.33%；30 个交易日日波动率 1.58%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,349.31 / EMA20 $4,373.60，间距 -0.56%（占收盘价），死叉状态（EMA10 在 EMA20 下方）；最近一次交叉：2026-09-10 死叉，距今 5 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 100.31 → 100.22（-0.09%），5 日 +1.14%",
     "highlight": "green"
    },
    {
     "text": "美国 10 年期国债收益率 5.006% → 4.947%（-5.9bp），5 日 +0.3bp",
     "highlight": "green"
    },
    {
     "text": "永续成交 59.0 万盎司（约 25.62 亿 USDT），近 5 个交易日成交量较前 5 日 +34.59%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 11.7 万 → 10.8 万盎司（-7.93%），名义价值约 4.69 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0038%，前 7 日均值 +0.0051%，年化约 +8.3%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.934（买 28.5 万 / 卖 30.5 万盎司），10/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 3.785 → 2.494（-34.10%）；大户账户多空比 4.241 → 2.556（-39.73%）",
     "highlight": "grey"
    },
    {
     "text": "CFTC 持仓报告（2026-09-08）：COMEX 黄金管理基金净多 134,972 手，周变化 -1,799 手（周度数据，不计入趋势分）",
     "highlight": "grey"
    }
   ]
  },
  {
   "title": "24H 行情复盘",
   "items": [
    {
     "text": "亚洲时段（UTC 00:00–06:00）：$4,277.72 → $4,310.06，+0.76%，区间 $4,272.99 – $4,323.21，成交 13.7 万盎司（占全日 23.2%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,310.06 → $4,355.78，+1.06%，区间 $4,310.06 – $4,358.67，成交 15.8 万盎司（占全日 26.8%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,355.77 → $4,367.87，+0.28%，区间 $4,349.61 – $4,387.02，成交 24.6 万盎司（占全日 41.7%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,367.88 → $4,352.37，-0.35%，区间 $4,346.65 – $4,372.14，成交 4.9 万盎司（占全日 8.2%）",
     "highlight": "red"
    }
   ]
  }
 ],
 "aiStatus": "pending",
 "outlook": null,
 "analysis": null,
 "ai": {
  "model": "grok-4.7",
  "generatedAt": null,
  "error": "skipped (--no-ai)"
 },
 "sources": {
  "perpDaily": "https://www.binance.com/fapi/v1/klines (XAUUSDT, 1d)",
  "perpPhases": "https://www.binance.com/fapi/v1/klines (XAUUSDT, 6h)",
  "indexPrice": "https://www.binance.com/fapi/v1/indexPriceKlines (XAUUSDT)",
  "dxy": "https://query1.finance.yahoo.com",
  "us10y": "https://query1.finance.yahoo.com",
  "retailLongShort": "https://www.binance.com",
  "taker": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "funding": "https://www.binance.com",
  "macro": "Yahoo Finance chart API (DX-Y.NYB, ^TNX)",
  "cot": "https://publicreporting.cftc.gov/resource/72hh-3qpy.json (088691)"
 },
 "dataQuality": {
  "missing": [],
  "warnings": []
 }
}