{
  "record": {
    "id": "btc-2026-09-02",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-02",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-02 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 -0.04（置信度 42%），前一日为「中性偏空」（-0.29）。BTC 收于 $77,340.01，日涨跌 -0.13%，日内振幅 1.97%；3 日 -0.44%，7 日 -2.13%。日线 EMA10/EMA20 处于金叉状态（间距 +3.28%，2026-08-19 金叉，距今 14 天）。衍生品方面，永续持仓量 -0.59%，资金费率日均 +0.0064%（前 7 日 +0.0081%），主动买卖比 0.963，全市场账户多空比 1.286 → 1.215，大户账户多空比 1.388 → 1.296。恐惧贪婪指数 63（贪婪）。主要偏多因子：日线 EMA 趋势、散户多空比变化；主要偏空因子：主动买卖比、大户多空比变化。",
    "label": "中性偏空",
    "score": -0.04,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-02/",
    "sourceHref": "/data/btc-ai/2026-09-02.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.218Z"
  },
  "sourceSha256": "db01ef437d6c9c48c2f8355b067554e03d4332ef4cbf663f5db2b487cf1308ad",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-02",
    "window": {
      "start": "2026-09-02T00:00:00Z",
      "end": "2026-09-03T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.218Z",
    "market": {
      "open": 77439.01,
      "high": 77792,
      "low": 76264,
      "close": 77340.01,
      "prevClose": 77439,
      "change1dPct": -0.128,
      "change3dPct": -0.44,
      "change7dPct": -2.131,
      "change30dPct": 21.757,
      "amplitudePct": 1.973,
      "volumeBtc": 13070.98,
      "quoteVolumeUsdt": 1008333113,
      "volume7dChangePct": -48.49,
      "realizedVolDailyPct": 2.24,
      "realizedVolSamples": 30,
      "logRet1d": -0.0012791141834637935,
      "logRet3d": -0.004412154826224225,
      "logRet7d": -0.02153702471905433,
      "high30d": 81478.87,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 77185.98,
        "ema20": 74652.01,
        "gapPct": 3.2764,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 14,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 77439.01,
        "high": 77792,
        "low": 76718.48,
        "close": 77651.07,
        "changePct": 0.274,
        "rangePct": 1.386,
        "volumeBtc": 2711.42,
        "volumeSharePct": 20.7
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 77651.08,
        "high": 77765.99,
        "low": 76264,
        "close": 76828.76,
        "changePct": -1.059,
        "rangePct": 1.934,
        "volumeBtc": 4220.78,
        "volumeSharePct": 32.3
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 76828.75,
        "high": 77582,
        "low": 76611.67,
        "close": 77381.66,
        "changePct": 0.72,
        "rangePct": 1.263,
        "volumeBtc": 4420.03,
        "volumeSharePct": 33.8
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 77381.65,
        "high": 77524,
        "low": 77007.36,
        "close": 77340.01,
        "changePct": -0.054,
        "rangePct": 0.668,
        "volumeBtc": 1718.74,
        "volumeSharePct": 13.1
      }
    ],
    "derivatives": {
      "topAccountLongShort": {
        "start": 1.3883,
        "end": 1.2957,
        "changePct": -6.67,
        "longPctEnd": 56.44,
        "avg": 1.3311,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-02T08:00:00Z",
            "rate": 0.00007998
          },
          {
            "at": "2026-09-02T16:00:00Z",
            "rate": 0.00003819
          },
          {
            "at": "2026-09-03T00:00:00Z",
            "rate": 0.00007287
          }
        ],
        "openRate": 0.00007995,
        "avg": 0.00006368,
        "last": 0.00007287,
        "prev7dAvg": 0.00008065,
        "prev7dCount": 21,
        "annualizedPct": 6.97
      },
      "openInterest": {
        "start": 108296.678,
        "end": 107652.063,
        "startUsd": 8382480625,
        "endUsd": 8321784982,
        "change": -644.615,
        "changePct": -0.595,
        "high": 109497.898,
        "low": 107594.552,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.2862,
        "end": 1.2148,
        "changePct": -5.55,
        "longPctEnd": 54.85,
        "avg": 1.2578,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9627,
        "buyVol": 69699.93,
        "sellVol": 72401.94,
        "hourlyMax": 1.3017,
        "hourlyMin": 0.6537,
        "last": 1.3017,
        "hoursBuyDominant": 10,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 2.0705,
        "end": 1.9774,
        "changePct": -4.5,
        "longPctEnd": 66.41,
        "avg": 1.9894,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 63,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 69,
        "prevClassificationZh": "贪婪",
        "change": -6,
        "at": "2026-09-02T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.04,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.42,
      "components": {
        "weightedZ": -0.027,
        "agreement": 0.241,
        "strength": 0.027,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -0.128,
          "z": -0.057,
          "contribution": -0.023
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -0.44,
          "z": -0.114,
          "contribution": -0.018
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.131,
          "z": -0.363,
          "contribution": -0.058
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 3.2764,
          "z": 1.463,
          "contribution": 0.234
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -0.595,
          "z": 0.198,
          "contribution": 0.032
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00001697,
          "z": -0.339,
          "contribution": -0.027
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00006368,
          "z": 0.182,
          "contribution": 0.015
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9627,
          "z": -0.746,
          "contribution": -0.119
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -5.55,
          "z": 1.11,
          "contribution": 0.089
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -6.67,
          "z": -1.334,
          "contribution": -0.107
        },
        {
          "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": "2026-09-02",
        "trendScore": -0.04,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.42
      },
      "yesterday": {
        "date": "2026-09-01",
        "trendScore": -0.29,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.52
      },
      "delta": 0.25
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.04（置信度 42%），前一日为「中性偏空」（-0.29）。BTC 收于 $77,340.01，日涨跌 -0.13%，日内振幅 1.97%；3 日 -0.44%，7 日 -2.13%。日线 EMA10/EMA20 处于金叉状态（间距 +3.28%，2026-08-19 金叉，距今 14 天）。衍生品方面，永续持仓量 -0.59%，资金费率日均 +0.0064%（前 7 日 +0.0081%），主动买卖比 0.963，全市场账户多空比 1.286 → 1.215，大户账户多空比 1.388 → 1.296。恐惧贪婪指数 63（贪婪）。主要偏多因子：日线 EMA 趋势、散户多空比变化；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 $77,340.01，UTC 2026-09-02 00:00 开盘 $77,439.01，日涨跌 -0.13%（前收 $77,439.00）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $77,792.00 / 低 $76,264.00，振幅 1.97%；30 日区间 $62,535.24 – $81,478.87",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -0.44%，7 日 -2.13%，30 日 +21.76%；30 日日波动率 2.24%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $77,185.98 / EMA20 $74,652.01，间距 +3.28%（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 14 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 13,071 BTC（约 10.08 亿 USDT），近 7 日成交量较前 7 日 -48.49%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 108,297 → 107,652 BTC（-0.59%，-645 BTC），名义价值约 83.22 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0064%（08:00 +0.0080% / 16:00 +0.0038% / 次日 00:00 +0.0073%），前 7 日均值 +0.0081%，年化约 +7.0%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.963（买 69,700 / 卖 72,402 BTC），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.286 → 1.215（-5.55%）；大户账户多空比 1.388 → 1.296（-6.67%）；大户持仓多空比收于 1.977",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 69 → 63（贪婪，-6）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$77,439.01 → $77,651.07，+0.27%，区间 $76,718.48 – $77,792.00，成交 2,711 BTC（占全日 20.7%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$77,651.08 → $76,828.76，-1.06%，区间 $76,264.00 – $77,765.99，成交 4,221 BTC（占全日 32.3%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$76,828.75 → $77,381.66，+0.72%，区间 $76,611.67 – $77,582.00，成交 4,420 BTC（占全日 33.8%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$77,381.65 → $77,340.01，-0.05%，区间 $77,007.36 – $77,524.00，成交 1,719 BTC（占全日 13.1%）",
            "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)",
      "topAccountLongShort": "https://www.binance.com",
      "funding": "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": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}