{
  "record": {
    "id": "btc-2026-09-04",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-04",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-04 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「中性偏多」，趋势分 +0.09（置信度 50%），前一日为「看多」（+1.93）。BTC 收于 $79,660.77，日涨跌 -1.98%，日内振幅 3.41%；3 日 +2.87%，7 日 +2.33%。日线 EMA10/EMA20 处于金叉状态（间距 +3.19%，2026-08-19 金叉，距今 16 天）。衍生品方面，永续持仓量 -4.26%，资金费率日均 +0.0040%（前 7 日 +0.0082%），主动买卖比 0.928，全市场账户多空比 0.782 → 1.017，大户账户多空比 0.831 → 1.138。恐惧贪婪指数 74（贪婪）。主要偏多因子：大户多空比变化、持仓量变化；主要偏空因子：当日涨跌、散户多空比变化。",
    "label": "中性偏多",
    "score": 0.09,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-04/",
    "sourceHref": "/data/btc-ai/2026-09-04.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.224Z"
  },
  "sourceSha256": "ac04fa24e2ad519c3d50b0bee58a645f515e6973f2a4aac9af36f6766bc8db07",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-04",
    "window": {
      "start": "2026-09-04T00:00:00Z",
      "end": "2026-09-05T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.224Z",
    "market": {
      "open": 81270.37,
      "high": 81427.75,
      "low": 78660,
      "close": 79660.77,
      "prevClose": 81270.37,
      "change1dPct": -1.981,
      "change3dPct": 2.869,
      "change7dPct": 2.331,
      "change30dPct": 23.189,
      "amplitudePct": 3.406,
      "volumeBtc": 19198.63,
      "quoteVolumeUsdt": 1538393292,
      "volume7dChangePct": -30.02,
      "realizedVolDailyPct": 2.374,
      "realizedVolSamples": 30,
      "logRet1d": -0.020004253692607197,
      "logRet3d": 0.028286714125820775,
      "logRet7d": 0.023046397653458315,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78243.54,
        "ema20": 75699.32,
        "gapPct": 3.1938,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 16,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 81270.37,
        "high": 81427.75,
        "low": 80669.45,
        "close": 80996.15,
        "changePct": -0.337,
        "rangePct": 0.933,
        "volumeBtc": 3302.56,
        "volumeSharePct": 17.2
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 80996.15,
        "high": 81423.03,
        "low": 80502.87,
        "close": 81224.86,
        "changePct": 0.282,
        "rangePct": 1.136,
        "volumeBtc": 3860.21,
        "volumeSharePct": 20.1
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 81224.86,
        "high": 81350,
        "low": 78660,
        "close": 79472.22,
        "changePct": -2.158,
        "rangePct": 3.312,
        "volumeBtc": 9830.9,
        "volumeSharePct": 51.2
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 79472.22,
        "high": 79862.15,
        "low": 79472.22,
        "close": 79660.77,
        "changePct": 0.237,
        "rangePct": 0.491,
        "volumeBtc": 2204.95,
        "volumeSharePct": 11.5
      }
    ],
    "derivatives": {
      "topPositionLongShort": {
        "start": 1.9261,
        "end": 2.1587,
        "changePct": 12.08,
        "longPctEnd": 68.34,
        "avg": 2.0573,
        "startAt": "2026-09-04T00:00:00Z",
        "endAt": "2026-09-05T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-04T08:00:00Z",
            "rate": 0.00006498
          },
          {
            "at": "2026-09-04T16:00:00Z",
            "rate": 0.00004455
          },
          {
            "at": "2026-09-05T00:00:00Z",
            "rate": 0.00001014
          }
        ],
        "openRate": 0.00008558,
        "avg": 0.00003989,
        "last": 0.00001014,
        "prev7dAvg": 0.00008156,
        "prev7dCount": 21,
        "annualizedPct": 4.37
      },
      "retailLongShort": {
        "start": 0.7816,
        "end": 1.0165,
        "changePct": 30.05,
        "longPctEnd": 50.41,
        "avg": 0.9062,
        "startAt": "2026-09-04T00:00:00Z",
        "endAt": "2026-09-05T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 0.8305,
        "end": 1.1377,
        "changePct": 36.99,
        "longPctEnd": 53.22,
        "avg": 1.0134,
        "startAt": "2026-09-04T00:00:00Z",
        "endAt": "2026-09-05T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 112717.545,
        "end": 107912.535,
        "startUsd": 9156547066,
        "endUsd": 8591581399,
        "change": -4805.01,
        "changePct": -4.263,
        "high": 113473.158,
        "low": 107551.752,
        "startAt": "2026-09-04T00:00:00Z",
        "endAt": "2026-09-05T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9278,
        "buyVol": 93762.92,
        "sellVol": 101054.97,
        "hourlyMax": 1.5694,
        "hourlyMin": 0.7136,
        "last": 0.8749,
        "hoursBuyDominant": 10,
        "hours": 24
      }
    },
    "sentiment": {
      "fgi": {
        "value": 74,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 65,
        "prevClassificationZh": "贪婪",
        "change": 9,
        "at": "2026-09-04T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.09,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.5,
      "components": {
        "weightedZ": 0.0566,
        "agreement": 0.421,
        "strength": 0.06,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -1.981,
          "z": -0.843,
          "contribution": -0.337
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 2.869,
          "z": 0.688,
          "contribution": 0.11
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 2.331,
          "z": 0.367,
          "contribution": 0.059
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 3.1938,
          "z": 1.345,
          "contribution": 0.215
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -4.263,
          "z": 1.421,
          "contribution": 0.227
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00004167,
          "z": -0.833,
          "contribution": -0.067
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00003989,
          "z": 0.301,
          "contribution": 0.024
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9278,
          "z": -1.444,
          "contribution": -0.231
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 30.05,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 36.99,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 9,
          "z": 1.125,
          "contribution": 0.09
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-04",
        "trendScore": 0.09,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.5
      },
      "yesterday": {
        "date": "2026-09-03",
        "trendScore": 1.93,
        "label": "bull",
        "labelZh": "看多",
        "confidence": 0.88
      },
      "delta": -1.84
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.09（置信度 50%），前一日为「看多」（+1.93）。BTC 收于 $79,660.77，日涨跌 -1.98%，日内振幅 3.41%；3 日 +2.87%，7 日 +2.33%。日线 EMA10/EMA20 处于金叉状态（间距 +3.19%，2026-08-19 金叉，距今 16 天）。衍生品方面，永续持仓量 -4.26%，资金费率日均 +0.0040%（前 7 日 +0.0082%），主动买卖比 0.928，全市场账户多空比 0.782 → 1.017，大户账户多空比 0.831 → 1.138。恐惧贪婪指数 74（贪婪）。主要偏多因子：大户多空比变化、持仓量变化；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 $79,660.77，UTC 2026-09-04 00:00 开盘 $81,270.37，日涨跌 -1.98%（前收 $81,270.37）",
            "highlight": "red"
          },
          {
            "text": "日内高 $81,427.75 / 低 $78,660.00，振幅 3.41%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +2.87%，7 日 +2.33%，30 日 +23.19%；30 日日波动率 2.37%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $78,243.54 / EMA20 $75,699.32，间距 +3.19%（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 16 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 19,199 BTC（约 15.38 亿 USDT），近 7 日成交量较前 7 日 -30.02%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 112,718 → 107,913 BTC（-4.26%，-4,805 BTC），名义价值约 85.92 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0040%（08:00 +0.0065% / 16:00 +0.0045% / 次日 00:00 +0.0010%），前 7 日均值 +0.0082%，年化约 +4.4%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 0.928（买 93,763 / 卖 101,055 BTC），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 0.782 → 1.017（+30.05%）；大户账户多空比 0.831 → 1.138（+36.99%）；大户持仓多空比收于 2.159",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 65 → 74（贪婪，+9）",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$81,270.37 → $80,996.15，-0.34%，区间 $80,669.45 – $81,427.75，成交 3,303 BTC（占全日 17.2%）",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$80,996.15 → $81,224.86，+0.28%，区间 $80,502.87 – $81,423.03，成交 3,860 BTC（占全日 20.1%）",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$81,224.86 → $79,472.22，-2.16%，区间 $78,660.00 – $81,350.00，成交 9,831 BTC（占全日 51.2%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$79,472.22 → $79,660.77，+0.24%，区间 $79,472.22 – $79,862.15，成交 2,205 BTC（占全日 11.5%）",
            "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)",
      "topPositionLongShort": "https://www.binance.com",
      "funding": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "openInterest": "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
  }
}