{
  "record": {
    "id": "btc-2026-08-28",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-08-28",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-08-28 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「中性偏空」，趋势分 -0.31（置信度 55%），前一日为「偏多」（+1.21）。BTC 收于 $77,845.87，日涨跌 -3.00%，日内振幅 5.72%；3 日 -0.88%，7 日 -0.63%。日线 EMA10/EMA20 处于金叉状态（间距 +4.60%，2026-08-19 金叉，距今 9 天）。衍生品方面，永续持仓量 -2.90%，资金费率日均 +0.0086%（前 7 日 +0.0086%），主动买卖比 0.933，全市场账户多空比 0.920 → 1.188，大户账户多空比 0.998 → 1.311。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、大户多空比变化；主要偏空因子：当日涨跌、散户多空比变化。",
    "label": "中性偏空",
    "score": -0.31,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-08-28/",
    "sourceHref": "/data/btc-ai/2026-08-28.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.205Z"
  },
  "sourceSha256": "20d988ad5cddcbcdad46c0c03c1dbd74bc687e51fe9c4d4892f77ea2550af247",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-08-28",
    "window": {
      "start": "2026-08-28T00:00:00Z",
      "end": "2026-08-29T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.205Z",
    "market": {
      "open": 80249.59,
      "high": 81478.87,
      "low": 76888,
      "close": 77845.87,
      "prevClose": 80249.58,
      "change1dPct": -2.995,
      "change3dPct": -0.883,
      "change7dPct": -0.628,
      "change30dPct": 21.664,
      "amplitudePct": 5.721,
      "volumeBtc": 19756.44,
      "quoteVolumeUsdt": 1560927602,
      "volume7dChangePct": -4.13,
      "realizedVolDailyPct": 2.193,
      "realizedVolSamples": 30,
      "logRet1d": -0.03041068221740266,
      "logRet3d": -0.008866253121267239,
      "logRet7d": -0.0063023349913146984,
      "high30d": 81478.87,
      "low30d": 62275,
      "emaTrend": {
        "ema10": 76177.02,
        "ema20": 72599.24,
        "gapPct": 4.596,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 9,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 80249.59,
        "high": 81478.87,
        "low": 79558.11,
        "close": 79686,
        "changePct": -0.702,
        "rangePct": 2.393,
        "volumeBtc": 4590,
        "volumeSharePct": 23.2
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 79686,
        "high": 79999,
        "low": 79001.01,
        "close": 79604.13,
        "changePct": -0.103,
        "rangePct": 1.252,
        "volumeBtc": 3388.04,
        "volumeSharePct": 17.1
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 79604.12,
        "high": 79838.73,
        "low": 76888,
        "close": 77904,
        "changePct": -2.136,
        "rangePct": 3.707,
        "volumeBtc": 9106.8,
        "volumeSharePct": 46.1
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 77904,
        "high": 77935.5,
        "low": 77255.69,
        "close": 77845.87,
        "changePct": -0.075,
        "rangePct": 0.873,
        "volumeBtc": 2671.6,
        "volumeSharePct": 13.5
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-08-28T08:00:00Z",
            "rate": 0.0001
          },
          {
            "at": "2026-08-28T16:00:00Z",
            "rate": 0.00005913
          },
          {
            "at": "2026-08-29T00:00:00Z",
            "rate": 0.0001
          }
        ],
        "openRate": 0.00006578,
        "avg": 0.00008638,
        "last": 0.0001,
        "prev7dAvg": 0.00008566,
        "prev7dCount": 21,
        "annualizedPct": 9.46
      },
      "openInterest": {
        "start": 108761.982,
        "end": 105609.137,
        "startUsd": 8723782747,
        "endUsd": 8217042639,
        "change": -3152.845,
        "changePct": -2.899,
        "high": 109868.254,
        "low": 105609.137,
        "startAt": "2026-08-28T00:00:00Z",
        "endAt": "2026-08-29T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9329,
        "buyVol": 107342.97,
        "sellVol": 115069.73,
        "hourlyMax": 1.8626,
        "hourlyMin": 0.6995,
        "last": 0.9737,
        "hoursBuyDominant": 11,
        "hours": 24
      },
      "topAccountLongShort": {
        "start": 0.9984,
        "end": 1.3111,
        "changePct": 31.32,
        "longPctEnd": 56.73,
        "avg": 1.124,
        "startAt": "2026-08-28T00:00:00Z",
        "endAt": "2026-08-29T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 0.9201,
        "end": 1.1877,
        "changePct": 29.08,
        "longPctEnd": 54.29,
        "avg": 1.0216,
        "startAt": "2026-08-28T00:00:00Z",
        "endAt": "2026-08-29T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.0712,
        "end": 2.1439,
        "changePct": 3.51,
        "longPctEnd": 68.19,
        "avg": 2.0987,
        "startAt": "2026-08-28T00:00:00Z",
        "endAt": "2026-08-29T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 73,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 71,
        "prevClassificationZh": "贪婪",
        "change": 2,
        "at": "2026-08-28T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.31,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.55,
      "components": {
        "weightedZ": -0.1923,
        "agreement": 0.434,
        "strength": 0.207,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -2.995,
          "z": -1.387,
          "contribution": -0.555
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -0.883,
          "z": -0.233,
          "contribution": -0.037
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -0.628,
          "z": -0.109,
          "contribution": -0.017
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 4.596,
          "z": 2.096,
          "contribution": 0.335
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -2.899,
          "z": 0.966,
          "contribution": 0.155
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 7.2e-7,
          "z": 0.014,
          "contribution": 0.001
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00008638,
          "z": 0.068,
          "contribution": 0.005
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9329,
          "z": -1.342,
          "contribution": -0.215
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 29.08,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 31.32,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 2,
          "z": 0.25,
          "contribution": 0.02
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-08-28",
        "trendScore": -0.31,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.55
      },
      "yesterday": {
        "date": "2026-08-27",
        "trendScore": 1.21,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.78
      },
      "delta": -1.52
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.31（置信度 55%），前一日为「偏多」（+1.21）。BTC 收于 $77,845.87，日涨跌 -3.00%，日内振幅 5.72%；3 日 -0.88%，7 日 -0.63%。日线 EMA10/EMA20 处于金叉状态（间距 +4.60%，2026-08-19 金叉，距今 9 天）。衍生品方面，永续持仓量 -2.90%，资金费率日均 +0.0086%（前 7 日 +0.0086%），主动买卖比 0.933，全市场账户多空比 0.920 → 1.188，大户账户多空比 0.998 → 1.311。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、大户多空比变化；主要偏空因子：当日涨跌、散户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $77,845.87，UTC 2026-08-28 00:00 开盘 $80,249.59，日涨跌 -3.00%（前收 $80,249.58）",
            "highlight": "red"
          },
          {
            "text": "日内高 $81,478.87 / 低 $76,888.00，振幅 5.72%；30 日区间 $62,275.00 – $81,478.87",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -0.88%，7 日 -0.63%，30 日 +21.66%；30 日日波动率 2.19%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $76,177.02 / EMA20 $72,599.24，间距 +4.60%（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 9 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 19,756 BTC（约 15.61 亿 USDT），近 7 日成交量较前 7 日 -4.13%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 108,762 → 105,609 BTC（-2.90%，-3,153 BTC），名义价值约 82.17 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0086%（08:00 +0.0100% / 16:00 +0.0059% / 次日 00:00 +0.0100%），前 7 日均值 +0.0086%，年化约 +9.5%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.933（买 107,343 / 卖 115,070 BTC），11/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 0.920 → 1.188（+29.08%）；大户账户多空比 0.998 → 1.311（+31.32%）；大户持仓多空比收于 2.144",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 71 → 73（贪婪，+2）",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$80,249.59 → $79,686.00，-0.70%，区间 $79,558.11 – $81,478.87，成交 4,590 BTC（占全日 23.2%）",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$79,686.00 → $79,604.13，-0.10%，区间 $79,001.01 – $79,999.00，成交 3,388 BTC（占全日 17.1%）",
            "highlight": "grey"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$79,604.12 → $77,904.00，-2.14%，区间 $76,888.00 – $79,838.73，成交 9,107 BTC（占全日 46.1%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$77,904.00 → $77,845.87，-0.07%，区间 $77,255.69 – $77,935.50，成交 2,672 BTC（占全日 13.5%）",
            "highlight": "grey"
          }
        ]
      }
    ],
    "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",
      "openInterest": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}