{
  "record": {
    "id": "btc-2026-09-01",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-01",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-01 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 -0.29（置信度 52%），前一日为「偏多」（+0.50）。BTC 收于 $77,439.00，日涨跌 -1.45%，日内振幅 3.56%；3 日 -1.01%，7 日 -1.40%。日线 EMA10/EMA20 处于金叉状态（间距 +3.59%，2026-08-19 金叉，距今 13 天）。衍生品方面，永续持仓量 +0.29%，资金费率日均 +0.0073%（前 7 日 +0.0083%），主动买卖比 0.920，全市场账户多空比 0.995 → 1.286，大户账户多空比 1.056 → 1.388。恐惧贪婪指数 69（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、主动买卖比。",
    "label": "中性偏空",
    "score": -0.29,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-01/",
    "sourceHref": "/data/btc-ai/2026-09-01.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.216Z"
  },
  "sourceSha256": "0ec8f92e1dda26d8873cbe0396908896a0bd7dbcb620341e76e4e92fe8b11609",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-01",
    "window": {
      "start": "2026-09-01T00:00:00Z",
      "end": "2026-09-02T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.216Z",
    "market": {
      "open": 78581.3,
      "high": 79220.61,
      "low": 76420,
      "close": 77439,
      "prevClose": 78581.29,
      "change1dPct": -1.454,
      "change3dPct": -1.011,
      "change7dPct": -1.401,
      "change30dPct": 21.817,
      "amplitudePct": 3.564,
      "volumeBtc": 14130.64,
      "quoteVolumeUsdt": 1101387277,
      "volume7dChangePct": -51.46,
      "realizedVolDailyPct": 2.205,
      "realizedVolSamples": 30,
      "logRet1d": -0.014643100724700585,
      "logRet3d": -0.01016267603518451,
      "logRet7d": -0.014106569593629785,
      "high30d": 81478.87,
      "low30d": 62300,
      "emaTrend": {
        "ema10": 77151.75,
        "ema20": 74369.06,
        "gapPct": 3.5934,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 13,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 78581.3,
        "high": 79220.61,
        "low": 78189.93,
        "close": 79179.99,
        "changePct": 0.762,
        "rangePct": 1.312,
        "volumeBtc": 3021.84,
        "volumeSharePct": 21.4
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 79179.99,
        "high": 79179.99,
        "low": 77758.69,
        "close": 78098.97,
        "changePct": -1.365,
        "rangePct": 1.795,
        "volumeBtc": 3522.26,
        "volumeSharePct": 24.9
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 78098.96,
        "high": 78424,
        "low": 77241.12,
        "close": 77265.79,
        "changePct": -1.067,
        "rangePct": 1.515,
        "volumeBtc": 4297.33,
        "volumeSharePct": 30.4
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 77265.79,
        "high": 77638.18,
        "low": 76420,
        "close": 77439,
        "changePct": 0.224,
        "rangePct": 1.577,
        "volumeBtc": 3289.2,
        "volumeSharePct": 23.3
      }
    ],
    "derivatives": {
      "openInterest": {
        "start": 107978.168,
        "end": 108296.678,
        "startUsd": 8481631107,
        "endUsd": 8382480625,
        "change": 318.51,
        "changePct": 0.295,
        "high": 109442.679,
        "low": 107883.581,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-01T08:00:00Z",
            "rate": 0.0001
          },
          {
            "at": "2026-09-01T16:00:00Z",
            "rate": 0.00003844
          },
          {
            "at": "2026-09-02T00:00:00Z",
            "rate": 0.00007995
          }
        ],
        "openRate": 0.00008482,
        "avg": 0.0000728,
        "last": 0.00007995,
        "prev7dAvg": 0.00008346,
        "prev7dCount": 21,
        "annualizedPct": 7.97
      },
      "topAccountLongShort": {
        "start": 1.0563,
        "end": 1.3883,
        "changePct": 31.43,
        "longPctEnd": 58.13,
        "avg": 1.2161,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.0977,
        "end": 2.0705,
        "changePct": -1.3,
        "longPctEnd": 67.43,
        "avg": 2.0968,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 0.9948,
        "end": 1.2862,
        "changePct": 29.29,
        "longPctEnd": 56.26,
        "avg": 1.1293,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9203,
        "buyVol": 72530.42,
        "sellVol": 78812.65,
        "hourlyMax": 1.358,
        "hourlyMin": 0.5798,
        "last": 1.0279,
        "hoursBuyDominant": 10,
        "hours": 24
      }
    },
    "sentiment": {
      "fgi": {
        "value": 69,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 62,
        "prevClassificationZh": "贪婪",
        "change": 7,
        "at": "2026-09-01T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.29,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.52,
      "components": {
        "weightedZ": -0.1831,
        "agreement": 0.387,
        "strength": 0.193,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -1.454,
          "z": -0.664,
          "contribution": -0.266
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -1.011,
          "z": -0.266,
          "contribution": -0.043
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -1.401,
          "z": -0.242,
          "contribution": -0.039
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 3.5934,
          "z": 1.63,
          "contribution": 0.261
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 0.295,
          "z": -0.098,
          "contribution": -0.016
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00001066,
          "z": -0.213,
          "contribution": -0.017
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.0000728,
          "z": 0.136,
          "contribution": 0.011
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9203,
          "z": -1.594,
          "contribution": -0.255
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 29.29,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 31.43,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 7,
          "z": 0.875,
          "contribution": 0.07
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-01",
        "trendScore": -0.29,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.52
      },
      "yesterday": {
        "date": "2026-08-31",
        "trendScore": 0.5,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.55
      },
      "delta": -0.79
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.29（置信度 52%），前一日为「偏多」（+0.50）。BTC 收于 $77,439.00，日涨跌 -1.45%，日内振幅 3.56%；3 日 -1.01%，7 日 -1.40%。日线 EMA10/EMA20 处于金叉状态（间距 +3.59%，2026-08-19 金叉，距今 13 天）。衍生品方面，永续持仓量 +0.29%，资金费率日均 +0.0073%（前 7 日 +0.0083%），主动买卖比 0.920，全市场账户多空比 0.995 → 1.286，大户账户多空比 1.056 → 1.388。恐惧贪婪指数 69（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、主动买卖比。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $77,439.00，UTC 2026-09-01 00:00 开盘 $78,581.30，日涨跌 -1.45%（前收 $78,581.29）",
            "highlight": "red"
          },
          {
            "text": "日内高 $79,220.61 / 低 $76,420.00，振幅 3.56%；30 日区间 $62,300.00 – $81,478.87",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.01%，7 日 -1.40%，30 日 +21.82%；30 日日波动率 2.21%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $77,151.75 / EMA20 $74,369.06，间距 +3.59%（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 13 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 14,131 BTC（约 11.01 亿 USDT），近 7 日成交量较前 7 日 -51.46%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,978 → 108,297 BTC（+0.29%，+319 BTC），名义价值约 83.82 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率日均 +0.0073%（08:00 +0.0100% / 16:00 +0.0038% / 次日 00:00 +0.0080%），前 7 日均值 +0.0083%，年化约 +8.0%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.920（买 72,530 / 卖 78,813 BTC），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 0.995 → 1.286（+29.29%）；大户账户多空比 1.056 → 1.388（+31.43%）；大户持仓多空比收于 2.071",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 62 → 69（贪婪，+7）",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$78,581.30 → $79,179.99，+0.76%，区间 $78,189.93 – $79,220.61，成交 3,022 BTC（占全日 21.4%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$79,179.99 → $78,098.97，-1.36%，区间 $77,758.69 – $79,179.99，成交 3,522 BTC（占全日 24.9%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$78,098.96 → $77,265.79，-1.07%，区间 $77,241.12 – $78,424.00，成交 4,297 BTC（占全日 30.4%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$77,265.79 → $77,439.00，+0.22%，区间 $76,420.00 – $77,638.18，成交 3,289 BTC（占全日 23.3%）",
            "highlight": "green"
          }
        ]
      }
    ],
    "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)",
      "openInterest": "https://www.binance.com",
      "funding": "https://www.binance.com",
      "topAccountLongShort": "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
  }
}