{
  "record": {
    "id": "btc-2026-09-15",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-15",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-15 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「偏空」，趋势分 -0.88（置信度 72%），前一日为「中性偏多」（+0.25）。BTC 收于 $75,644.48，日涨跌 -3.25%，日内振幅 4.20%；3 日 -2.12%，7 日 -3.58%。日线 EMA10/EMA20 处于金叉状态（间距 +0.60%，2026-08-19 金叉，距今 27 天）。衍生品方面，永续持仓量 +3.84%，资金费率日均 +0.0067%（前 7 日 +0.0058%），主动买卖比 0.950，全市场账户多空比 1.163 → 1.818，大户账户多空比 1.214 → 1.982。恐惧贪婪指数 69（贪婪）。主要偏多因子：大户多空比变化、恐惧贪婪指数变化；主要偏空因子：当日涨跌、散户多空比变化。",
    "label": "偏空",
    "score": -0.88,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-15/",
    "sourceHref": "/data/btc-ai/2026-09-15.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.252Z"
  },
  "sourceSha256": "9ab24f993c122e687f5708704523c7f0f22a6ffe64b14a6ad60b33e08b0d7a56",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-15",
    "window": {
      "start": "2026-09-15T00:00:00Z",
      "end": "2026-09-16T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.252Z",
    "market": {
      "open": 78189.2,
      "high": 78250.46,
      "low": 74967.97,
      "close": 75644.48,
      "prevClose": 78189.21,
      "change1dPct": -3.255,
      "change3dPct": -2.115,
      "change7dPct": -3.583,
      "change30dPct": 20.261,
      "amplitudePct": 4.198,
      "volumeBtc": 21682.72,
      "quoteVolumeUsdt": 1658732238,
      "volume7dChangePct": 1.43,
      "realizedVolDailyPct": 2.482,
      "realizedVolSamples": 30,
      "logRet1d": -0.033087188533483976,
      "logRet3d": -0.0213742860637279,
      "logRet7d": -0.03649093892913151,
      "high30d": 82300,
      "low30d": 62751.1,
      "emaTrend": {
        "ema10": 77447.77,
        "ema20": 76993.47,
        "gapPct": 0.6006,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 27,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 78189.2,
        "high": 78250.46,
        "low": 77300.01,
        "close": 77630,
        "changePct": -0.715,
        "rangePct": 1.216,
        "volumeBtc": 2828.75,
        "volumeSharePct": 13
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 77630,
        "high": 77727.83,
        "low": 76703.59,
        "close": 76940.01,
        "changePct": -0.889,
        "rangePct": 1.319,
        "volumeBtc": 3551.45,
        "volumeSharePct": 16.4
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 76940.01,
        "high": 77343.44,
        "low": 75605,
        "close": 76962,
        "changePct": 0.029,
        "rangePct": 2.259,
        "volumeBtc": 8368.08,
        "volumeSharePct": 38.6
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 76962,
        "high": 77205.39,
        "low": 74967.97,
        "close": 75644.48,
        "changePct": -1.712,
        "rangePct": 2.907,
        "volumeBtc": 6934.43,
        "volumeSharePct": 32
      }
    ],
    "derivatives": {
      "taker": {
        "ratio": 0.9502,
        "buyVol": 116069.04,
        "sellVol": 122152.91,
        "hourlyMax": 1.2797,
        "hourlyMin": 0.7526,
        "last": 0.9001,
        "hoursBuyDominant": 9,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 2.0637,
        "end": 2.3995,
        "changePct": 16.27,
        "longPctEnd": 70.58,
        "avg": 2.3408,
        "startAt": "2026-09-15T00:00:00Z",
        "endAt": "2026-09-16T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 1.2139,
        "end": 1.9824,
        "changePct": 63.31,
        "longPctEnd": 66.47,
        "avg": 1.6726,
        "startAt": "2026-09-15T00:00:00Z",
        "endAt": "2026-09-16T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 103517.289,
        "end": 107491.942,
        "startUsd": 8092805675,
        "endUsd": 8126390815,
        "change": 3974.653,
        "changePct": 3.84,
        "high": 108353.006,
        "low": 102965.417,
        "startAt": "2026-09-15T00:00:00Z",
        "endAt": "2026-09-16T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.1631,
        "end": 1.8177,
        "changePct": 56.28,
        "longPctEnd": 64.51,
        "avg": 1.5694,
        "startAt": "2026-09-15T00:00:00Z",
        "endAt": "2026-09-16T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-15T08:00:00Z",
            "rate": 0.00006188
          },
          {
            "at": "2026-09-15T16:00:00Z",
            "rate": 0.00009812
          },
          {
            "at": "2026-09-16T00:00:00Z",
            "rate": 0.00003951
          }
        ],
        "openRate": 0.00003563,
        "avg": 0.0000665,
        "last": 0.00003951,
        "prev7dAvg": 0.00005832,
        "prev7dCount": 21,
        "annualizedPct": 7.28
      }
    },
    "sentiment": {
      "fgi": {
        "value": 69,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 57,
        "prevClassificationZh": "贪婪",
        "change": 12,
        "at": "2026-09-15T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.88,
      "label": "lean_bear",
      "labelZh": "偏空",
      "confidence": 0.72,
      "components": {
        "weightedZ": -0.5504,
        "agreement": 0.605,
        "strength": 0.587,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -3.255,
          "z": -1.333,
          "contribution": -0.533
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.115,
          "z": -0.497,
          "contribution": -0.08
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -3.583,
          "z": -0.556,
          "contribution": -0.089
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.6006,
          "z": 0.242,
          "contribution": 0.039
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 3.84,
          "z": -1.28,
          "contribution": -0.205
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00000818,
          "z": 0.164,
          "contribution": 0.013
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.0000665,
          "z": 0.168,
          "contribution": 0.013
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9502,
          "z": -0.996,
          "contribution": -0.159
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 56.28,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 63.31,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 12,
          "z": 1.5,
          "contribution": 0.12
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-15",
        "trendScore": -0.88,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.72
      },
      "yesterday": {
        "date": "2026-09-14",
        "trendScore": 0.25,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.48
      },
      "delta": -1.13
    },
    "dataSummary": "系统研判「偏空」，趋势分 -0.88（置信度 72%），前一日为「中性偏多」（+0.25）。BTC 收于 $75,644.48，日涨跌 -3.25%，日内振幅 4.20%；3 日 -2.12%，7 日 -3.58%。日线 EMA10/EMA20 处于金叉状态（间距 +0.60%，2026-08-19 金叉，距今 27 天）。衍生品方面，永续持仓量 +3.84%，资金费率日均 +0.0067%（前 7 日 +0.0058%），主动买卖比 0.950，全市场账户多空比 1.163 → 1.818，大户账户多空比 1.214 → 1.982。恐惧贪婪指数 69（贪婪）。主要偏多因子：大户多空比变化、恐惧贪婪指数变化；主要偏空因子：当日涨跌、散户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $75,644.48，UTC 2026-09-15 00:00 开盘 $78,189.20，日涨跌 -3.25%（前收 $78,189.21）",
            "highlight": "red"
          },
          {
            "text": "日内高 $78,250.46 / 低 $74,967.97，振幅 4.20%；30 日区间 $62,751.10 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -2.12%，7 日 -3.58%，30 日 +20.26%；30 日日波动率 2.48%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $77,447.77 / EMA20 $76,993.47，间距 +0.60%（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 27 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 21,683 BTC（约 16.59 亿 USDT），近 7 日成交量较前 7 日 +1.43%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 103,517 → 107,492 BTC（+3.84%，+3,975 BTC），名义价值约 81.26 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0067%（08:00 +0.0062% / 16:00 +0.0098% / 次日 00:00 +0.0040%），前 7 日均值 +0.0058%，年化约 +7.3%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.950（买 116,069 / 卖 122,153 BTC），9/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.163 → 1.818（+56.28%）；大户账户多空比 1.214 → 1.982（+63.31%）；大户持仓多空比收于 2.400",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 57 → 69（贪婪，+12）",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$78,189.20 → $77,630.00，-0.71%，区间 $77,300.01 – $78,250.46，成交 2,829 BTC（占全日 13%）",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$77,630.00 → $76,940.01，-0.89%，区间 $76,703.59 – $77,727.83，成交 3,551 BTC（占全日 16.4%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$76,940.01 → $76,962.00，+0.03%，区间 $75,605.00 – $77,343.44，成交 8,368 BTC（占全日 38.6%），全日放量时段",
            "highlight": "grey"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$76,962.00 → $75,644.48，-1.71%，区间 $74,967.97 – $77,205.39，成交 6,934 BTC（占全日 32%）",
            "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)",
      "taker": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "funding": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}