{
  "record": {
    "id": "btc-2026-09-06",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-06",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-06 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 +0.18（置信度 44%），前一日为「中性偏多」（+0.32）。BTC 收于 $80,341.83，日涨跌 +0.64%，日内振幅 1.66%；3 日 -1.14%，7 日 +3.42%。日线 EMA10/EMA20 处于金叉状态（间距 +2.94%，2026-08-19 金叉，距今 18 天）。衍生品方面，永续持仓量 -0.67%，资金费率日均 +0.0026%（前 7 日 +0.0064%），主动买卖比 0.970，全市场账户多空比 1.048 → 1.060，大户账户多空比 1.113 → 1.130。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、当日涨跌；主要偏空因子：主动买卖比、资金费率变化。",
    "label": "中性偏多",
    "score": 0.18,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-06/",
    "sourceHref": "/data/btc-ai/2026-09-06.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.229Z"
  },
  "sourceSha256": "ac3f1458ba0d349ca6519fe5de3126f1c52bc24f09a2721cbde22cbb351c677c",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-06",
    "window": {
      "start": "2026-09-06T00:00:00Z",
      "end": "2026-09-07T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.229Z",
    "market": {
      "open": 79831.75,
      "high": 80559.99,
      "low": 79233,
      "close": 80341.83,
      "prevClose": 79831.75,
      "change1dPct": 0.639,
      "change3dPct": -1.143,
      "change7dPct": 3.424,
      "change30dPct": 23.749,
      "amplitudePct": 1.662,
      "volumeBtc": 8854.82,
      "quoteVolumeUsdt": 707422224,
      "volume7dChangePct": -18.25,
      "realizedVolDailyPct": 2.419,
      "realizedVolSamples": 30,
      "logRet1d": 0.006369111863600477,
      "logRet3d": -0.01149109061583457,
      "logRet7d": 0.03366683655983305,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78861.31,
        "ema20": 76497.55,
        "gapPct": 2.9421,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 18,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 79831.75,
        "high": 80107.99,
        "low": 79794.04,
        "close": 79989.13,
        "changePct": 0.197,
        "rangePct": 0.393,
        "volumeBtc": 1964.36,
        "volumeSharePct": 22.2
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 79989.12,
        "high": 80020,
        "low": 79577,
        "close": 79919.17,
        "changePct": -0.087,
        "rangePct": 0.554,
        "volumeBtc": 2339.55,
        "volumeSharePct": 26.4
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 79919.17,
        "high": 80010,
        "low": 79233,
        "close": 79745.34,
        "changePct": -0.218,
        "rangePct": 0.972,
        "volumeBtc": 2119.25,
        "volumeSharePct": 23.9
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 79745.34,
        "high": 80559.99,
        "low": 79647.04,
        "close": 80341.83,
        "changePct": 0.748,
        "rangePct": 1.145,
        "volumeBtc": 2431.66,
        "volumeSharePct": 27.5
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-06T08:00:00Z",
            "rate": 0.00002295
          },
          {
            "at": "2026-09-06T16:00:00Z",
            "rate": 0.00002813
          },
          {
            "at": "2026-09-07T00:00:00Z",
            "rate": 0.00002792
          }
        ],
        "openRate": 0.00003589,
        "avg": 0.00002633,
        "last": 0.00002792,
        "prev7dAvg": 0.000064,
        "prev7dCount": 21,
        "annualizedPct": 2.88
      },
      "openInterest": {
        "start": 106255.013,
        "end": 105543.713,
        "startUsd": 8479150037,
        "endUsd": 8475632589,
        "change": -711.3,
        "changePct": -0.669,
        "high": 106901.024,
        "low": 105543.713,
        "startAt": "2026-09-06T00:00:00Z",
        "endAt": "2026-09-07T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9701,
        "buyVol": 30190.71,
        "sellVol": 31120.06,
        "hourlyMax": 1.4404,
        "hourlyMin": 0.5485,
        "last": 1.2264,
        "hoursBuyDominant": 11,
        "hours": 24
      },
      "topAccountLongShort": {
        "start": 1.1128,
        "end": 1.1304,
        "changePct": 1.58,
        "longPctEnd": 53.06,
        "avg": 1.1315,
        "startAt": "2026-09-06T00:00:00Z",
        "endAt": "2026-09-07T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.0475,
        "end": 1.0602,
        "changePct": 1.21,
        "longPctEnd": 51.46,
        "avg": 1.058,
        "startAt": "2026-09-06T00:00:00Z",
        "endAt": "2026-09-07T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.1028,
        "end": 2.0219,
        "changePct": -3.85,
        "longPctEnd": 66.91,
        "avg": 2.0343,
        "startAt": "2026-09-06T00:00:00Z",
        "endAt": "2026-09-07T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 73,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 73,
        "prevClassificationZh": "贪婪",
        "change": 0,
        "at": "2026-09-06T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.18,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.44,
      "components": {
        "weightedZ": 0.1149,
        "agreement": 0.253,
        "strength": 0.12,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.639,
          "z": 0.263,
          "contribution": 0.105
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -1.143,
          "z": -0.274,
          "contribution": -0.044
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 3.424,
          "z": 0.526,
          "contribution": 0.084
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.9421,
          "z": 1.216,
          "contribution": 0.195
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -0.669,
          "z": -0.223,
          "contribution": -0.036
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00003767,
          "z": -0.753,
          "contribution": -0.06
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00002633,
          "z": 0.368,
          "contribution": 0.029
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9701,
          "z": -0.598,
          "contribution": -0.096
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 1.21,
          "z": -0.242,
          "contribution": -0.019
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 1.58,
          "z": 0.316,
          "contribution": 0.025
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 0,
          "z": 0,
          "contribution": 0
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-06",
        "trendScore": 0.18,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.44
      },
      "yesterday": {
        "date": "2026-09-05",
        "trendScore": 0.32,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.51
      },
      "delta": -0.14
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.18（置信度 44%），前一日为「中性偏多」（+0.32）。BTC 收于 $80,341.83，日涨跌 +0.64%，日内振幅 1.66%；3 日 -1.14%，7 日 +3.42%。日线 EMA10/EMA20 处于金叉状态（间距 +2.94%，2026-08-19 金叉，距今 18 天）。衍生品方面，永续持仓量 -0.67%，资金费率日均 +0.0026%（前 7 日 +0.0064%），主动买卖比 0.970，全市场账户多空比 1.048 → 1.060，大户账户多空比 1.113 → 1.130。恐惧贪婪指数 73（贪婪）。主要偏多因子：日线 EMA 趋势、当日涨跌；主要偏空因子：主动买卖比、资金费率变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $80,341.83，UTC 2026-09-06 00:00 开盘 $79,831.75，日涨跌 +0.64%（前收 $79,831.75）",
            "highlight": "green"
          },
          {
            "text": "日内高 $80,559.99 / 低 $79,233.00，振幅 1.66%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.14%，7 日 +3.42%，30 日 +23.75%；30 日日波动率 2.42%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $78,861.31 / EMA20 $76,497.55，间距 +2.94%（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 18 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 8,855 BTC（约 7.07 亿 USDT），近 7 日成交量较前 7 日 -18.25%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 106,255 → 105,544 BTC（-0.67%，-711 BTC），名义价值约 84.76 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0026%（08:00 +0.0023% / 16:00 +0.0028% / 次日 00:00 +0.0028%），前 7 日均值 +0.0064%，年化约 +2.9%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 0.970（买 30,191 / 卖 31,120 BTC），11/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.048 → 1.060（+1.21%）；大户账户多空比 1.113 → 1.130（+1.58%）；大户持仓多空比收于 2.022",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 73 → 73（贪婪，0）",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$79,831.75 → $79,989.13，+0.20%，区间 $79,794.04 – $80,107.99，成交 1,964 BTC（占全日 22.2%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$79,989.12 → $79,919.17，-0.09%，区间 $79,577.00 – $80,020.00，成交 2,340 BTC（占全日 26.4%）",
            "highlight": "grey"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$79,919.17 → $79,745.34，-0.22%，区间 $79,233.00 – $80,010.00，成交 2,119 BTC（占全日 23.9%）",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$79,745.34 → $80,341.83，+0.75%，区间 $79,647.04 – $80,559.99，成交 2,432 BTC（占全日 27.5%），全日放量时段",
            "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)",
      "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
  }
}