{
  "record": {
    "id": "btc-2026-09-05",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-05",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-05 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 +0.32（置信度 51%），前一日为「中性偏多」（+0.09）。BTC 收于 $79,831.75，日涨跌 +0.21%，日内振幅 0.95%；3 日 +3.22%，7 日 +2.05%。日线 EMA10/EMA20 处于金叉状态（间距 +3.06%，2026-08-19 金叉，距今 17 天）。衍生品方面，永续持仓量 -1.54%，资金费率日均 +0.0018%（前 7 日 +0.0075%），主动买卖比 1.046，全市场账户多空比 1.017 → 1.048，大户账户多空比 1.138 → 1.113。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、主动买卖比；主要偏空因子：资金费率变化、持仓量变化。",
    "label": "中性偏多",
    "score": 0.32,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-05/",
    "sourceHref": "/data/btc-ai/2026-09-05.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.227Z"
  },
  "sourceSha256": "2590a1b5f1457ec9f9bade8873c17b4364d4dd87b2ff002bd2e60d4b2f31c189",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-05",
    "window": {
      "start": "2026-09-05T00:00:00Z",
      "end": "2026-09-06T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.227Z",
    "market": {
      "open": 79660.77,
      "high": 80200,
      "low": 79442,
      "close": 79831.75,
      "prevClose": 79660.77,
      "change1dPct": 0.215,
      "change3dPct": 3.222,
      "change7dPct": 2.047,
      "change30dPct": 24.11,
      "amplitudePct": 0.952,
      "volumeBtc": 9117.24,
      "quoteVolumeUsdt": 727162100,
      "volume7dChangePct": -22.08,
      "realizedVolDailyPct": 2.428,
      "realizedVolSamples": 30,
      "logRet1d": 0.0021440512131721714,
      "logRet3d": 0.03170987952245678,
      "logRet7d": 0.020268089303808464,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78532.3,
        "ema20": 76092.89,
        "gapPct": 3.0557,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 17,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 79660.77,
        "high": 79721.57,
        "low": 79442,
        "close": 79577.53,
        "changePct": -0.104,
        "rangePct": 0.351,
        "volumeBtc": 1650.06,
        "volumeSharePct": 18.1
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 79577.53,
        "high": 79763.41,
        "low": 79568,
        "close": 79609.28,
        "changePct": 0.04,
        "rangePct": 0.246,
        "volumeBtc": 1846.29,
        "volumeSharePct": 20.3
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 79609.29,
        "high": 80200,
        "low": 79545.96,
        "close": 80058.6,
        "changePct": 0.564,
        "rangePct": 0.822,
        "volumeBtc": 3126.43,
        "volumeSharePct": 34.3
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 80058.6,
        "high": 80078,
        "low": 79694,
        "close": 79831.75,
        "changePct": -0.283,
        "rangePct": 0.48,
        "volumeBtc": 2494.45,
        "volumeSharePct": 27.4
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-05T08:00:00Z",
            "rate": -0.0000015
          },
          {
            "at": "2026-09-05T16:00:00Z",
            "rate": 0.00001923
          },
          {
            "at": "2026-09-06T00:00:00Z",
            "rate": 0.00003589
          }
        ],
        "openRate": 0.00001014,
        "avg": 0.00001787,
        "last": 0.00003589,
        "prev7dAvg": 0.00007491,
        "prev7dCount": 21,
        "annualizedPct": 1.96
      },
      "topAccountLongShort": {
        "start": 1.1377,
        "end": 1.1128,
        "changePct": -2.19,
        "longPctEnd": 52.67,
        "avg": 1.1137,
        "startAt": "2026-09-05T00:00:00Z",
        "endAt": "2026-09-06T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 107912.535,
        "end": 106255.013,
        "startUsd": 8591581399,
        "endUsd": 8479150037,
        "change": -1657.522,
        "changePct": -1.536,
        "high": 107940.085,
        "low": 106198.399,
        "startAt": "2026-09-05T00:00:00Z",
        "endAt": "2026-09-06T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.1587,
        "end": 2.1028,
        "changePct": -2.59,
        "longPctEnd": 67.77,
        "avg": 2.1072,
        "startAt": "2026-09-05T00:00:00Z",
        "endAt": "2026-09-06T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.0457,
        "buyVol": 24385.95,
        "sellVol": 23321.07,
        "hourlyMax": 1.5246,
        "hourlyMin": 0.4905,
        "last": 0.9066,
        "hoursBuyDominant": 14,
        "hours": 24
      },
      "retailLongShort": {
        "start": 1.0165,
        "end": 1.0475,
        "changePct": 3.05,
        "longPctEnd": 51.16,
        "avg": 1.0387,
        "startAt": "2026-09-05T00:00:00Z",
        "endAt": "2026-09-06T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 73,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 74,
        "prevClassificationZh": "贪婪",
        "change": -1,
        "at": "2026-09-05T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.32,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.51,
      "components": {
        "weightedZ": 0.2,
        "agreement": 0.341,
        "strength": 0.213,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.215,
          "z": 0.088,
          "contribution": 0.035
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 3.222,
          "z": 0.754,
          "contribution": 0.121
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 2.047,
          "z": 0.316,
          "contribution": 0.051
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 3.0557,
          "z": 1.259,
          "contribution": 0.201
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -1.536,
          "z": -0.512,
          "contribution": -0.082
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00005704,
          "z": -1.141,
          "contribution": -0.091
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00001787,
          "z": 0.411,
          "contribution": 0.033
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 1.0457,
          "z": 0.914,
          "contribution": 0.146
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 3.05,
          "z": -0.61,
          "contribution": -0.049
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -2.19,
          "z": -0.438,
          "contribution": -0.035
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -1,
          "z": -0.125,
          "contribution": -0.01
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-05",
        "trendScore": 0.32,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.51
      },
      "yesterday": {
        "date": "2026-09-04",
        "trendScore": 0.09,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.5
      },
      "delta": 0.23
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.32（置信度 51%），前一日为「中性偏多」（+0.09）。BTC 收于 $79,831.75，日涨跌 +0.21%，日内振幅 0.95%；3 日 +3.22%，7 日 +2.05%。日线 EMA10/EMA20 处于金叉状态（间距 +3.06%，2026-08-19 金叉，距今 17 天）。衍生品方面，永续持仓量 -1.54%，资金费率日均 +0.0018%（前 7 日 +0.0075%），主动买卖比 1.046，全市场账户多空比 1.017 → 1.048，大户账户多空比 1.138 → 1.113。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、主动买卖比；主要偏空因子：资金费率变化、持仓量变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $79,831.75，UTC 2026-09-05 00:00 开盘 $79,660.77，日涨跌 +0.21%（前收 $79,660.77）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $80,200.00 / 低 $79,442.00，振幅 0.95%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +3.22%，7 日 +2.05%，30 日 +24.11%；30 日日波动率 2.43%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $78,532.30 / EMA20 $76,092.89，间距 +3.06%（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 17 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 9,117 BTC（约 7.27 亿 USDT），近 7 日成交量较前 7 日 -22.08%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,913 → 106,255 BTC（-1.54%，-1,658 BTC），名义价值约 84.79 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0018%（08:00 -0.0002% / 16:00 +0.0019% / 次日 00:00 +0.0036%），前 7 日均值 +0.0075%，年化约 +2.0%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 1.046（买 24,386 / 卖 23,321 BTC），14/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 1.017 → 1.048（+3.05%）；大户账户多空比 1.138 → 1.113（-2.19%）；大户持仓多空比收于 2.103",
            "highlight": "red"
          },
          {
            "text": "恐惧贪婪指数 74 → 73（贪婪，-1）",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$79,660.77 → $79,577.53，-0.10%，区间 $79,442.00 – $79,721.57，成交 1,650 BTC（占全日 18.1%）",
            "highlight": "grey"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$79,577.53 → $79,609.28，+0.04%，区间 $79,568.00 – $79,763.41，成交 1,846 BTC（占全日 20.3%）",
            "highlight": "grey"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$79,609.29 → $80,058.60，+0.56%，区间 $79,545.96 – $80,200.00，成交 3,126 BTC（占全日 34.3%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$80,058.60 → $79,831.75，-0.28%，区间 $79,694.00 – $80,078.00，成交 2,494 BTC（占全日 27.4%）",
            "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",
      "taker": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}