{
  "record": {
    "id": "btc-2026-09-11",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-11",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-11 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 -0.28（置信度 49%），前一日为「偏空」（-0.86）。BTC 收于 $77,225.70，日涨跌 +0.86%，日内振幅 5.02%；3 日 -1.57%，7 日 -3.06%。日线 EMA10/EMA20 处于金叉状态（间距 +1.45%，2026-08-19 金叉，距今 23 天）。衍生品方面，永续持仓量 -3.25%，资金费率日均 +0.0053%（前 7 日 +0.0044%），主动买卖比 0.985，全市场账户多空比 1.601 → 1.547，大户账户多空比 1.703 → 1.584。恐惧贪婪指数 56（贪婪）。主要偏多因子：当日涨跌、日线 EMA 趋势；主要偏空因子：持仓量变化、恐惧贪婪指数变化。",
    "label": "中性偏空",
    "score": -0.28,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-11/",
    "sourceHref": "/data/btc-ai/2026-09-11.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.242Z"
  },
  "sourceSha256": "6379d19ee7330dc46ac0facecf8786c07ea9214b3309dd139a5582a37b4edcb5",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-11",
    "window": {
      "start": "2026-09-11T00:00:00Z",
      "end": "2026-09-12T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.242Z",
    "market": {
      "open": 76568.73,
      "high": 79890,
      "low": 76046.58,
      "close": 77225.7,
      "prevClose": 76568.72,
      "change1dPct": 0.858,
      "change3dPct": -1.568,
      "change7dPct": -3.057,
      "change30dPct": 21.654,
      "amplitudePct": 5.02,
      "volumeBtc": 19713.28,
      "quoteVolumeUsdt": 1528809492,
      "volume7dChangePct": -0.69,
      "realizedVolDailyPct": 2.484,
      "realizedVolSamples": 30,
      "logRet1d": 0.008543664930190544,
      "logRet3d": -0.01580310570151189,
      "logRet7d": -0.03104494060191874,
      "high30d": 82300,
      "low30d": 62535.24,
      "emaTrend": {
        "ema10": 78135.39,
        "ema20": 77019.03,
        "gapPct": 1.4456,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 23,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 76568.73,
        "high": 77252.88,
        "low": 76563.01,
        "close": 77252.86,
        "changePct": 0.893,
        "rangePct": 0.901,
        "volumeBtc": 2846.1,
        "volumeSharePct": 14.4
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 77252.87,
        "high": 77500,
        "low": 76746.95,
        "close": 77036.12,
        "changePct": -0.281,
        "rangePct": 0.975,
        "volumeBtc": 2513.81,
        "volumeSharePct": 12.8
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 77036.12,
        "high": 79890,
        "low": 76046.58,
        "close": 77534,
        "changePct": 0.646,
        "rangePct": 4.989,
        "volumeBtc": 10908.48,
        "volumeSharePct": 55.3
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 77534,
        "high": 77538.01,
        "low": 76883,
        "close": 77225.7,
        "changePct": -0.398,
        "rangePct": 0.845,
        "volumeBtc": 3444.88,
        "volumeSharePct": 17.5
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-11T08:00:00Z",
            "rate": 0.00006122
          },
          {
            "at": "2026-09-11T16:00:00Z",
            "rate": 0.00003593
          },
          {
            "at": "2026-09-12T00:00:00Z",
            "rate": 0.00006093
          }
        ],
        "openRate": 0.00003006,
        "avg": 0.00005269,
        "last": 0.00006093,
        "prev7dAvg": 0.0000441,
        "prev7dCount": 21,
        "annualizedPct": 5.77
      },
      "topAccountLongShort": {
        "start": 1.7027,
        "end": 1.584,
        "changePct": -6.97,
        "longPctEnd": 61.3,
        "avg": 1.5977,
        "startAt": "2026-09-11T00:00:00Z",
        "endAt": "2026-09-12T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 106858.934,
        "end": 103385.135,
        "startUsd": 8178512629,
        "endUsd": 7980502326,
        "change": -3473.799,
        "changePct": -3.251,
        "high": 107053.513,
        "low": 103087.835,
        "startAt": "2026-09-11T00:00:00Z",
        "endAt": "2026-09-12T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.6008,
        "end": 1.5471,
        "changePct": -3.35,
        "longPctEnd": 60.74,
        "avg": 1.5595,
        "startAt": "2026-09-11T00:00:00Z",
        "endAt": "2026-09-12T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9849,
        "buyVol": 102863.81,
        "sellVol": 104435.68,
        "hourlyMax": 1.7285,
        "hourlyMin": 0.7306,
        "last": 1.052,
        "hoursBuyDominant": 11,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 2.1224,
        "end": 2.2061,
        "changePct": 3.94,
        "longPctEnd": 68.81,
        "avg": 2.1334,
        "startAt": "2026-09-11T00:00:00Z",
        "endAt": "2026-09-12T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 56,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 69,
        "prevClassificationZh": "贪婪",
        "change": -13,
        "at": "2026-09-11T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.28,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.49,
      "components": {
        "weightedZ": -0.1753,
        "agreement": 0.314,
        "strength": 0.187,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.858,
          "z": 0.344,
          "contribution": 0.138
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -1.568,
          "z": -0.367,
          "contribution": -0.059
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -3.057,
          "z": -0.472,
          "contribution": -0.076
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 1.4456,
          "z": 0.582,
          "contribution": 0.093
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -3.251,
          "z": -1.084,
          "contribution": -0.173
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00000859,
          "z": 0.172,
          "contribution": 0.014
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00005269,
          "z": 0.237,
          "contribution": 0.019
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9849,
          "z": -0.302,
          "contribution": -0.048
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -3.35,
          "z": 0.671,
          "contribution": 0.054
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -6.97,
          "z": -1.394,
          "contribution": -0.112
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -13,
          "z": -1.625,
          "contribution": -0.13
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-11",
        "trendScore": -0.28,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.49
      },
      "yesterday": {
        "date": "2026-09-10",
        "trendScore": -0.86,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.72
      },
      "delta": 0.58
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.28（置信度 49%），前一日为「偏空」（-0.86）。BTC 收于 $77,225.70，日涨跌 +0.86%，日内振幅 5.02%；3 日 -1.57%，7 日 -3.06%。日线 EMA10/EMA20 处于金叉状态（间距 +1.45%，2026-08-19 金叉，距今 23 天）。衍生品方面，永续持仓量 -3.25%，资金费率日均 +0.0053%（前 7 日 +0.0044%），主动买卖比 0.985，全市场账户多空比 1.601 → 1.547，大户账户多空比 1.703 → 1.584。恐惧贪婪指数 56（贪婪）。主要偏多因子：当日涨跌、日线 EMA 趋势；主要偏空因子：持仓量变化、恐惧贪婪指数变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $77,225.70，UTC 2026-09-11 00:00 开盘 $76,568.73，日涨跌 +0.86%（前收 $76,568.72）",
            "highlight": "green"
          },
          {
            "text": "日内高 $79,890.00 / 低 $76,046.58，振幅 5.02%；30 日区间 $62,535.24 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.57%，7 日 -3.06%，30 日 +21.65%；30 日日波动率 2.48%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $78,135.39 / EMA20 $77,019.03，间距 +1.45%（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 23 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 19,713 BTC（约 15.29 亿 USDT），近 7 日成交量较前 7 日 -0.69%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 106,859 → 103,385 BTC（-3.25%，-3,474 BTC），名义价值约 79.81 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0053%（08:00 +0.0061% / 16:00 +0.0036% / 次日 00:00 +0.0061%），前 7 日均值 +0.0044%，年化约 +5.8%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.985（买 102,864 / 卖 104,436 BTC），11/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.601 → 1.547（-3.35%）；大户账户多空比 1.703 → 1.584（-6.97%）；大户持仓多空比收于 2.206",
            "highlight": "red"
          },
          {
            "text": "恐惧贪婪指数 69 → 56（贪婪，-13）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$76,568.73 → $77,252.86，+0.89%，区间 $76,563.01 – $77,252.88，成交 2,846 BTC（占全日 14.4%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$77,252.87 → $77,036.12，-0.28%，区间 $76,746.95 – $77,500.00，成交 2,514 BTC（占全日 12.8%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$77,036.12 → $77,534.00，+0.65%，区间 $76,046.58 – $79,890.00，成交 10,908 BTC（占全日 55.3%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$77,534.00 → $77,225.70，-0.40%，区间 $76,883.00 – $77,538.01，成交 3,445 BTC（占全日 17.5%）",
            "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",
      "retailLongShort": "https://www.binance.com",
      "taker": "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
  }
}