{
  "record": {
    "id": "btc-2026-09-09",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-09",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-09 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 +0.01（置信度 39%），前一日为「中性偏空」（-0.14）。BTC 收于 $78,306.43，日涨跌 -0.19%，日内振幅 2.54%；3 日 -2.53%，7 日 +1.25%。日线 EMA10/EMA20 处于金叉状态（间距 +2.16%，2026-08-19 金叉，距今 21 天）。衍生品方面，永续持仓量 -1.43%，资金费率日均 +0.0058%（前 7 日 +0.0047%），主动买卖比 0.978，全市场账户多空比 1.295 → 1.271，大户账户多空比 1.395 → 1.329。恐惧贪婪指数 66（贪婪）。主要偏多因子：日线 EMA 趋势、持仓量变化；主要偏空因子：3 日动量、大户多空比变化。",
    "label": "中性偏多",
    "score": 0.01,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-09/",
    "sourceHref": "/data/btc-ai/2026-09-09.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.237Z"
  },
  "sourceSha256": "053d6b2397f579fafd4ba6eada7d59fa5cc5b59baf535f520054efd7b2c8fce9",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-09",
    "window": {
      "start": "2026-09-09T00:00:00Z",
      "end": "2026-09-10T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.237Z",
    "market": {
      "open": 78455.8,
      "high": 79760,
      "low": 77770,
      "close": 78306.43,
      "prevClose": 78455.8,
      "change1dPct": -0.19,
      "change3dPct": -2.533,
      "change7dPct": 1.25,
      "change30dPct": 22.411,
      "amplitudePct": 2.536,
      "volumeBtc": 14129.92,
      "quoteVolumeUsdt": 1114730666,
      "volume7dChangePct": 6.64,
      "realizedVolDailyPct": 2.462,
      "realizedVolSamples": 30,
      "logRet1d": -0.0019056892110426277,
      "logRet3d": -0.025660687188222082,
      "logRet7d": 0.012418304197835172,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78730.61,
        "ema20": 77042.39,
        "gapPct": 2.1559,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 21,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 78455.8,
        "high": 79370.01,
        "low": 78455.79,
        "close": 78923.43,
        "changePct": 0.596,
        "rangePct": 1.165,
        "volumeBtc": 2841.21,
        "volumeSharePct": 20.1
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 78923.43,
        "high": 79760,
        "low": 78725.29,
        "close": 79324.75,
        "changePct": 0.508,
        "rangePct": 1.311,
        "volumeBtc": 3265.77,
        "volumeSharePct": 23.1
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 79324.75,
        "high": 79678.84,
        "low": 78060.03,
        "close": 78776.01,
        "changePct": -0.692,
        "rangePct": 2.041,
        "volumeBtc": 5575.86,
        "volumeSharePct": 39.5
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 78776,
        "high": 78792.25,
        "low": 77770,
        "close": 78306.43,
        "changePct": -0.596,
        "rangePct": 1.298,
        "volumeBtc": 2447.08,
        "volumeSharePct": 17.3
      }
    ],
    "derivatives": {
      "topAccountLongShort": {
        "start": 1.3952,
        "end": 1.3294,
        "changePct": -4.72,
        "longPctEnd": 57.07,
        "avg": 1.2996,
        "startAt": "2026-09-09T00:00:00Z",
        "endAt": "2026-09-10T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-09T08:00:00Z",
            "rate": 0.00009012
          },
          {
            "at": "2026-09-09T16:00:00Z",
            "rate": 0.00004815
          },
          {
            "at": "2026-09-10T00:00:00Z",
            "rate": 0.00003562
          }
        ],
        "openRate": 0.00004876,
        "avg": 0.00005796,
        "last": 0.00003562,
        "prev7dAvg": 0.00004742,
        "prev7dCount": 21,
        "annualizedPct": 6.35
      },
      "taker": {
        "ratio": 0.9783,
        "buyVol": 75477.11,
        "sellVol": 77148.3,
        "hourlyMax": 1.9064,
        "hourlyMin": 0.6019,
        "last": 1.9064,
        "hoursBuyDominant": 13,
        "hours": 24
      },
      "openInterest": {
        "start": 106627.347,
        "end": 105105.968,
        "startUsd": 8362393360,
        "endUsd": 8227209025,
        "change": -1521.379,
        "changePct": -1.427,
        "high": 106946.295,
        "low": 104721.575,
        "startAt": "2026-09-09T00:00:00Z",
        "endAt": "2026-09-10T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.2952,
        "end": 1.2707,
        "changePct": -1.89,
        "longPctEnd": 55.96,
        "avg": 1.2352,
        "startAt": "2026-09-09T00:00:00Z",
        "endAt": "2026-09-10T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.1312,
        "end": 2.1911,
        "changePct": 2.81,
        "longPctEnd": 68.66,
        "avg": 2.1311,
        "startAt": "2026-09-09T00:00:00Z",
        "endAt": "2026-09-10T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 66,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 69,
        "prevClassificationZh": "贪婪",
        "change": -3,
        "at": "2026-09-09T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.01,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.39,
      "components": {
        "weightedZ": 0.0055,
        "agreement": 0.194,
        "strength": 0.007,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -0.19,
          "z": -0.077,
          "contribution": -0.031
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.533,
          "z": -0.602,
          "contribution": -0.096
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 1.25,
          "z": 0.191,
          "contribution": 0.031
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.1559,
          "z": 0.876,
          "contribution": 0.14
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -1.427,
          "z": 0.476,
          "contribution": 0.076
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00001054,
          "z": 0.211,
          "contribution": 0.017
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00005796,
          "z": 0.21,
          "contribution": 0.017
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9783,
          "z": -0.434,
          "contribution": -0.069
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -1.89,
          "z": 0.378,
          "contribution": 0.03
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -4.72,
          "z": -0.943,
          "contribution": -0.075
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -3,
          "z": -0.375,
          "contribution": -0.03
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-09",
        "trendScore": 0.01,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.39
      },
      "yesterday": {
        "date": "2026-09-08",
        "trendScore": -0.14,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.45
      },
      "delta": 0.15
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.01（置信度 39%），前一日为「中性偏空」（-0.14）。BTC 收于 $78,306.43，日涨跌 -0.19%，日内振幅 2.54%；3 日 -2.53%，7 日 +1.25%。日线 EMA10/EMA20 处于金叉状态（间距 +2.16%，2026-08-19 金叉，距今 21 天）。衍生品方面，永续持仓量 -1.43%，资金费率日均 +0.0058%（前 7 日 +0.0047%），主动买卖比 0.978，全市场账户多空比 1.295 → 1.271，大户账户多空比 1.395 → 1.329。恐惧贪婪指数 66（贪婪）。主要偏多因子：日线 EMA 趋势、持仓量变化；主要偏空因子：3 日动量、大户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $78,306.43，UTC 2026-09-09 00:00 开盘 $78,455.80，日涨跌 -0.19%（前收 $78,455.80）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $79,760.00 / 低 $77,770.00，振幅 2.54%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -2.53%，7 日 +1.25%，30 日 +22.41%；30 日日波动率 2.46%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $78,730.61 / EMA20 $77,042.39，间距 +2.16%（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 21 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 14,130 BTC（约 11.15 亿 USDT），近 7 日成交量较前 7 日 +6.64%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 106,627 → 105,106 BTC（-1.43%，-1,521 BTC），名义价值约 82.27 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0058%（08:00 +0.0090% / 16:00 +0.0048% / 次日 00:00 +0.0036%），前 7 日均值 +0.0047%，年化约 +6.3%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.978（买 75,477 / 卖 77,148 BTC），13/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.295 → 1.271（-1.89%）；大户账户多空比 1.395 → 1.329（-4.72%）；大户持仓多空比收于 2.191",
            "highlight": "red"
          },
          {
            "text": "恐惧贪婪指数 69 → 66（贪婪，-3）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$78,455.80 → $78,923.43，+0.60%，区间 $78,455.79 – $79,370.01，成交 2,841 BTC（占全日 20.1%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$78,923.43 → $79,324.75，+0.51%，区间 $78,725.29 – $79,760.00，成交 3,266 BTC（占全日 23.1%）",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$79,324.75 → $78,776.01，-0.69%，区间 $78,060.03 – $79,678.84，成交 5,576 BTC（占全日 39.5%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$78,776.00 → $78,306.43，-0.60%，区间 $77,770.00 – $78,792.25，成交 2,447 BTC（占全日 17.3%）",
            "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)",
      "topAccountLongShort": "https://www.binance.com",
      "funding": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "openInterest": "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
  }
}