{
  "record": {
    "id": "btc-2026-08-27",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-08-27",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-08-27 日度研判归档",
    "kind": "日度研判",
    "status": "data",
    "statusLabel": "数据与评分 · AI文字未生成",
    "summary": "系统研判「偏多」，趋势分 +1.21（置信度 78%），前一日为「偏多」（+0.65）。BTC 收于 $80,249.58，日涨跌 +1.55%，日内振幅 2.91%；3 日 +1.59%，7 日 +9.89%。日线 EMA10/EMA20 处于金叉状态（间距 +4.68%，2026-08-19 金叉，距今 8 天）。衍生品方面，永续持仓量 +3.00%，资金费率日均 +0.0076%（前 7 日 +0.0086%），主动买卖比 1.006，全市场账户多空比 1.086 → 0.920，大户账户多空比 1.151 → 0.998。恐惧贪婪指数 71（贪婪）。主要偏多因子：日线 EMA 趋势、当日涨跌；主要偏空因子：大户多空比变化。",
    "label": "偏多",
    "score": 1.21,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-08-27/",
    "sourceHref": "/data/btc-ai/2026-08-27.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.203Z"
  },
  "sourceSha256": "59c515ca01208e01cd45fbaa8e8ff9c3682f381d83983484c1f6286733707af7",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-08-27",
    "window": {
      "start": "2026-08-27T00:00:00Z",
      "end": "2026-08-28T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.203Z",
    "market": {
      "open": 79023.75,
      "high": 80848.74,
      "low": 78546.13,
      "close": 80249.58,
      "prevClose": 79023.75,
      "change1dPct": 1.551,
      "change3dPct": 1.591,
      "change7dPct": 9.893,
      "change30dPct": 25.557,
      "amplitudePct": 2.914,
      "volumeBtc": 16265.54,
      "quoteVolumeUsdt": 1297370375,
      "volume7dChangePct": 44.56,
      "realizedVolDailyPct": 2.19,
      "realizedVolSamples": 30,
      "logRet1d": 0.015393088154174646,
      "logRet3d": 0.015785452247768717,
      "logRet7d": 0.0943376259888103,
      "high30d": 81272.62,
      "low30d": 62275,
      "emaTrend": {
        "ema10": 75806.16,
        "ema20": 72046.96,
        "gapPct": 4.6844,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 8,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 79023.75,
        "high": 79028.49,
        "low": 78546.13,
        "close": 78912.55,
        "changePct": -0.141,
        "rangePct": 0.61,
        "volumeBtc": 2313.8,
        "volumeSharePct": 14.2
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 78912.54,
        "high": 80520,
        "low": 78604.78,
        "close": 79477.67,
        "changePct": 0.716,
        "rangePct": 2.427,
        "volumeBtc": 4888.38,
        "volumeSharePct": 30.1
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 79477.66,
        "high": 80848.74,
        "low": 78920,
        "close": 80442.46,
        "changePct": 1.214,
        "rangePct": 2.427,
        "volumeBtc": 6460.57,
        "volumeSharePct": 39.7
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 80442.47,
        "high": 80442.47,
        "low": 79749.7,
        "close": 80249.58,
        "changePct": -0.24,
        "rangePct": 0.861,
        "volumeBtc": 2602.79,
        "volumeSharePct": 16
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-08-27T08:00:00Z",
            "rate": 0.0001
          },
          {
            "at": "2026-08-27T16:00:00Z",
            "rate": 0.00006331
          },
          {
            "at": "2026-08-28T00:00:00Z",
            "rate": 0.00006578
          }
        ],
        "openRate": 0.00004595,
        "avg": 0.00007636,
        "last": 0.00006578,
        "prev7dAvg": 0.00008636,
        "prev7dCount": 21,
        "annualizedPct": 8.36
      },
      "topAccountLongShort": {
        "start": 1.1505,
        "end": 0.9984,
        "changePct": -13.22,
        "longPctEnd": 49.96,
        "avg": 1.0971,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 105593.586,
        "end": 108761.982,
        "startUsd": 8341209922,
        "endUsd": 8723782747,
        "change": 3168.396,
        "changePct": 3.001,
        "high": 109172.021,
        "low": 105192.74,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.1462,
        "end": 2.0712,
        "changePct": -3.49,
        "longPctEnd": 67.44,
        "avg": 2.1406,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.0859,
        "end": 0.9201,
        "changePct": -15.27,
        "longPctEnd": 47.92,
        "avg": 1.0174,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.0059,
        "buyVol": 82933.75,
        "sellVol": 82447.52,
        "hourlyMax": 1.8372,
        "hourlyMin": 0.6511,
        "last": 1.0366,
        "hoursBuyDominant": 13,
        "hours": 24
      }
    },
    "sentiment": {
      "fgi": {
        "value": 71,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 65,
        "prevClassificationZh": "贪婪",
        "change": 6,
        "at": "2026-08-27T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 1.21,
      "label": "lean_bull",
      "labelZh": "偏多",
      "confidence": 0.78,
      "components": {
        "weightedZ": 0.7571,
        "agreement": 0.623,
        "strength": 0.807,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 1.551,
          "z": 0.703,
          "contribution": 0.281
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 1.591,
          "z": 0.416,
          "contribution": 0.067
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 9.893,
          "z": 1.628,
          "contribution": 0.26
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 4.6844,
          "z": 2.139,
          "contribution": 0.342
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 3.001,
          "z": 1,
          "contribution": 0.16
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00001,
          "z": -0.2,
          "contribution": -0.016
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00007636,
          "z": 0.118,
          "contribution": 0.009
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 1.0059,
          "z": 0.118,
          "contribution": 0.019
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -15.27,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -13.22,
          "z": -2.644,
          "contribution": -0.212
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 6,
          "z": 0.75,
          "contribution": 0.06
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-08-27",
        "trendScore": 1.21,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.78
      },
      "yesterday": {
        "date": "2026-08-26",
        "trendScore": 0.65,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.58
      },
      "delta": 0.56
    },
    "dataSummary": "系统研判「偏多」，趋势分 +1.21（置信度 78%），前一日为「偏多」（+0.65）。BTC 收于 $80,249.58，日涨跌 +1.55%，日内振幅 2.91%；3 日 +1.59%，7 日 +9.89%。日线 EMA10/EMA20 处于金叉状态（间距 +4.68%，2026-08-19 金叉，距今 8 天）。衍生品方面，永续持仓量 +3.00%，资金费率日均 +0.0076%（前 7 日 +0.0086%），主动买卖比 1.006，全市场账户多空比 1.086 → 0.920，大户账户多空比 1.151 → 0.998。恐惧贪婪指数 71（贪婪）。主要偏多因子：日线 EMA 趋势、当日涨跌；主要偏空因子：大户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $80,249.58，UTC 2026-08-27 00:00 开盘 $79,023.75，日涨跌 +1.55%（前收 $79,023.75）",
            "highlight": "green"
          },
          {
            "text": "日内高 $80,848.74 / 低 $78,546.13，振幅 2.91%；30 日区间 $62,275.00 – $81,272.62",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +1.59%，7 日 +9.89%，30 日 +25.56%；30 日日波动率 2.19%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $75,806.16 / EMA20 $72,046.96，间距 +4.68%（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 8 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 16,266 BTC（约 12.97 亿 USDT），近 7 日成交量较前 7 日 +44.56%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 105,594 → 108,762 BTC（+3.00%，+3,168 BTC），名义价值约 87.24 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0076%（08:00 +0.0100% / 16:00 +0.0063% / 次日 00:00 +0.0066%），前 7 日均值 +0.0086%，年化约 +8.4%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 1.006（买 82,934 / 卖 82,448 BTC），13/24 小时买方占优",
            "highlight": "grey"
          },
          {
            "text": "全市场账户多空比 1.086 → 0.920（-15.27%）；大户账户多空比 1.151 → 0.998（-13.22%）；大户持仓多空比收于 2.071",
            "highlight": "green"
          },
          {
            "text": "恐惧贪婪指数 65 → 71（贪婪，+6）",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$79,023.75 → $78,912.55，-0.14%，区间 $78,546.13 – $79,028.49，成交 2,314 BTC（占全日 14.2%）",
            "highlight": "grey"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$78,912.54 → $79,477.67，+0.72%，区间 $78,604.78 – $80,520.00，成交 4,888 BTC（占全日 30.1%）",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$79,477.66 → $80,442.46，+1.21%，区间 $78,920.00 – $80,848.74，成交 6,461 BTC（占全日 39.7%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$80,442.47 → $80,249.58，-0.24%，区间 $79,749.70 – $80,442.47，成交 2,603 BTC（占全日 16%）",
            "highlight": "red"
          }
        ]
      }
    ],
    "aiStatus": "pending",
    "outlook": null,
    "analysis": null,
    "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",
      "topPositionLongShort": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}