{
  "record": {
    "id": "btc-2026-09-08",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-08",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-08 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 -0.14（置信度 45%），前一日为「中性偏空」（-0.40）。BTC 收于 $78,455.80，日涨跌 -0.83%，日内振幅 2.36%；3 日 -1.72%，7 日 +1.31%。日线 EMA10/EMA20 处于金叉状态（间距 +2.44%，2026-08-19 金叉，距今 20 天）。衍生品方面，永续持仓量 -0.23%，资金费率日均 +0.0074%（前 7 日 +0.0047%），主动买卖比 0.952，全市场账户多空比 1.161 → 1.295，大户账户多空比 1.269 → 1.395。恐惧贪婪指数 69（贪婪）。主要偏多因子：大户多空比变化、日线 EMA 趋势；主要偏空因子：散户多空比变化、主动买卖比。",
    "label": "中性偏空",
    "score": -0.14,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-08/",
    "sourceHref": "/data/btc-ai/2026-09-08.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.234Z"
  },
  "sourceSha256": "307a87e7a89f6a5ff661758b3fbf64187739e5c6b578417f76b5390a15758fbc",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-08",
    "window": {
      "start": "2026-09-08T00:00:00Z",
      "end": "2026-09-09T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.234Z",
    "market": {
      "open": 79112,
      "high": 79485,
      "low": 77620.01,
      "close": 78455.8,
      "prevClose": 79112.01,
      "change1dPct": -0.829,
      "change3dPct": -1.724,
      "change7dPct": 1.313,
      "change30dPct": 20.884,
      "amplitudePct": 2.357,
      "volumeBtc": 19235.07,
      "quoteVolumeUsdt": 1510077236,
      "volume7dChangePct": 3.83,
      "realizedVolDailyPct": 2.451,
      "realizedVolSamples": 30,
      "logRet1d": -0.008329287483537099,
      "logRet3d": -0.01738588611357914,
      "logRet7d": 0.013044879225413988,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78824.87,
        "ema20": 76909.33,
        "gapPct": 2.4416,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 20,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 79112,
        "high": 79485,
        "low": 78555,
        "close": 78578,
        "changePct": -0.675,
        "rangePct": 1.176,
        "volumeBtc": 3720.02,
        "volumeSharePct": 19.3
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 78577.99,
        "high": 78994.5,
        "low": 78179.98,
        "close": 78430.01,
        "changePct": -0.188,
        "rangePct": 1.037,
        "volumeBtc": 7962.59,
        "volumeSharePct": 41.4
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 78430,
        "high": 78978.39,
        "low": 77620.01,
        "close": 78504.38,
        "changePct": 0.095,
        "rangePct": 1.732,
        "volumeBtc": 5384.64,
        "volumeSharePct": 28
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 78504.38,
        "high": 78822.47,
        "low": 78271.49,
        "close": 78455.8,
        "changePct": -0.062,
        "rangePct": 0.702,
        "volumeBtc": 2167.8,
        "volumeSharePct": 11.3
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-08T08:00:00Z",
            "rate": 0.0000818
          },
          {
            "at": "2026-09-08T16:00:00Z",
            "rate": 0.00009029
          },
          {
            "at": "2026-09-09T00:00:00Z",
            "rate": 0.00004876
          }
        ],
        "openRate": 0.00004542,
        "avg": 0.00007362,
        "last": 0.00004876,
        "prev7dAvg": 0.0000473,
        "prev7dCount": 21,
        "annualizedPct": 8.06
      },
      "topPositionLongShort": {
        "start": 2.005,
        "end": 2.1312,
        "changePct": 6.29,
        "longPctEnd": 68.06,
        "avg": 2.097,
        "startAt": "2026-09-08T00:00:00Z",
        "endAt": "2026-09-09T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.952,
        "buyVol": 63331.35,
        "sellVol": 66525.94,
        "hourlyMax": 1.3517,
        "hourlyMin": 0.7131,
        "last": 0.9725,
        "hoursBuyDominant": 9,
        "hours": 24
      },
      "retailLongShort": {
        "start": 1.1608,
        "end": 1.2952,
        "changePct": 11.58,
        "longPctEnd": 56.43,
        "avg": 1.2572,
        "startAt": "2026-09-08T00:00:00Z",
        "endAt": "2026-09-09T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 106876.11,
        "end": 106627.347,
        "startUsd": 8451324587,
        "endUsd": 8362393360,
        "change": -248.763,
        "changePct": -0.233,
        "high": 109175.635,
        "low": 106422.356,
        "startAt": "2026-09-08T00:00:00Z",
        "endAt": "2026-09-09T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 1.2686,
        "end": 1.3952,
        "changePct": 9.98,
        "longPctEnd": 58.25,
        "avg": 1.3501,
        "startAt": "2026-09-08T00:00:00Z",
        "endAt": "2026-09-09T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 69,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 71,
        "prevClassificationZh": "贪婪",
        "change": -2,
        "at": "2026-09-08T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.14,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.45,
      "components": {
        "weightedZ": -0.0901,
        "agreement": 0.285,
        "strength": 0.093,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -0.829,
          "z": -0.34,
          "contribution": -0.136
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -1.724,
          "z": -0.41,
          "contribution": -0.066
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 1.313,
          "z": 0.201,
          "contribution": 0.032
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.4416,
          "z": 0.996,
          "contribution": 0.159
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -0.233,
          "z": 0.078,
          "contribution": 0.012
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00002632,
          "z": 0.526,
          "contribution": 0.042
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00007362,
          "z": 0.132,
          "contribution": 0.011
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.952,
          "z": -0.96,
          "contribution": -0.154
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 11.58,
          "z": -2.316,
          "contribution": -0.185
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 9.98,
          "z": 1.996,
          "contribution": 0.16
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -2,
          "z": -0.25,
          "contribution": -0.02
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-08",
        "trendScore": -0.14,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.45
      },
      "yesterday": {
        "date": "2026-09-07",
        "trendScore": -0.4,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.55
      },
      "delta": 0.26
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.14（置信度 45%），前一日为「中性偏空」（-0.40）。BTC 收于 $78,455.80，日涨跌 -0.83%，日内振幅 2.36%；3 日 -1.72%，7 日 +1.31%。日线 EMA10/EMA20 处于金叉状态（间距 +2.44%，2026-08-19 金叉，距今 20 天）。衍生品方面，永续持仓量 -0.23%，资金费率日均 +0.0074%（前 7 日 +0.0047%），主动买卖比 0.952，全市场账户多空比 1.161 → 1.295，大户账户多空比 1.269 → 1.395。恐惧贪婪指数 69（贪婪）。主要偏多因子：大户多空比变化、日线 EMA 趋势；主要偏空因子：散户多空比变化、主动买卖比。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $78,455.80，UTC 2026-09-08 00:00 开盘 $79,112.00，日涨跌 -0.83%（前收 $79,112.01）",
            "highlight": "red"
          },
          {
            "text": "日内高 $79,485.00 / 低 $77,620.01，振幅 2.36%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.72%，7 日 +1.31%，30 日 +20.88%；30 日日波动率 2.45%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $78,824.87 / EMA20 $76,909.33，间距 +2.44%（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 20 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 19,235 BTC（约 15.10 亿 USDT），近 7 日成交量较前 7 日 +3.83%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 106,876 → 106,627 BTC（-0.23%，-249 BTC），名义价值约 83.62 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率日均 +0.0074%（08:00 +0.0082% / 16:00 +0.0090% / 次日 00:00 +0.0049%），前 7 日均值 +0.0047%，年化约 +8.1%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.952（买 63,331 / 卖 66,526 BTC），9/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.161 → 1.295（+11.58%）；大户账户多空比 1.269 → 1.395（+9.98%）；大户持仓多空比收于 2.131",
            "highlight": "red"
          },
          {
            "text": "恐惧贪婪指数 71 → 69（贪婪，-2）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$79,112.00 → $78,578.00，-0.68%，区间 $78,555.00 – $79,485.00，成交 3,720 BTC（占全日 19.3%）",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$78,577.99 → $78,430.01，-0.19%，区间 $78,179.98 – $78,994.50，成交 7,963 BTC（占全日 41.4%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$78,430.00 → $78,504.38，+0.10%，区间 $77,620.01 – $78,978.39，成交 5,385 BTC（占全日 28%）",
            "highlight": "grey"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$78,504.38 → $78,455.80，-0.06%，区间 $78,271.49 – $78,822.47，成交 2,168 BTC（占全日 11.3%）",
            "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)",
      "funding": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}