{
  "record": {
    "id": "btc-2026-09-16",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-16",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-16 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 -0.20（置信度 43%），前一日为「偏空」（-0.88）。BTC 收于 $76,206.01，日涨跌 +0.74%，日内振幅 1.98%；3 日 -0.83%，7 日 -2.68%。日线 EMA10/EMA20 处于金叉状态（间距 +0.40%，2026-08-19 金叉，距今 28 天）。衍生品方面，永续持仓量 +0.40%，资金费率日均 +0.0058%（前 7 日 +0.0057%），主动买卖比 0.967，全市场账户多空比 1.818 → 1.525，大户账户多空比 1.982 → 1.588。恐惧贪婪指数 51（中性）。主要偏多因子：散户多空比变化、当日涨跌；主要偏空因子：大户多空比变化、恐惧贪婪指数变化。",
    "label": "中性偏空",
    "score": -0.2,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-16/",
    "sourceHref": "/data/btc-ai/2026-09-16.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.254Z"
  },
  "sourceSha256": "5f7f600706bb866691ac50b7976b151e8ba4a895f34f3e2808b616fba296c81a",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-16",
    "window": {
      "start": "2026-09-16T00:00:00Z",
      "end": "2026-09-17T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.254Z",
    "market": {
      "open": 75644.48,
      "high": 76560.76,
      "low": 75064.82,
      "close": 76206.01,
      "prevClose": 75644.48,
      "change1dPct": 0.742,
      "change3dPct": -0.828,
      "change7dPct": -2.682,
      "change30dPct": 18.09,
      "amplitudePct": 1.978,
      "volumeBtc": 14887.98,
      "quoteVolumeUsdt": 1129239634,
      "volume7dChangePct": 1.11,
      "realizedVolDailyPct": 2.583,
      "realizedVolSamples": 30,
      "logRet1d": 0.007395861015404931,
      "logRet3d": -0.00831116483565371,
      "logRet7d": -0.027189388702684118,
      "high30d": 82300,
      "low30d": 64027.85,
      "emaTrend": {
        "ema10": 77222,
        "ema20": 76918.48,
        "gapPct": 0.3983,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 28,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 75644.48,
        "high": 76111,
        "low": 75457.52,
        "close": 75962.01,
        "changePct": 0.42,
        "rangePct": 0.864,
        "volumeBtc": 2306.24,
        "volumeSharePct": 15.5
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 75962.01,
        "high": 76304.01,
        "low": 75350,
        "close": 76250,
        "changePct": 0.379,
        "rangePct": 1.256,
        "volumeBtc": 3106.36,
        "volumeSharePct": 20.9
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 76250,
        "high": 76300,
        "low": 75353.07,
        "close": 75768.01,
        "changePct": -0.632,
        "rangePct": 1.242,
        "volumeBtc": 3577.95,
        "volumeSharePct": 24
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 75770.45,
        "high": 76560.76,
        "low": 75064.82,
        "close": 76206.01,
        "changePct": 0.575,
        "rangePct": 1.974,
        "volumeBtc": 5897.43,
        "volumeSharePct": 39.6
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-16T08:00:00Z",
            "rate": 0.00002788
          },
          {
            "at": "2026-09-16T16:00:00Z",
            "rate": 0.00005258
          },
          {
            "at": "2026-09-17T00:00:00Z",
            "rate": 0.00009351
          }
        ],
        "openRate": 0.00003951,
        "avg": 0.00005799,
        "last": 0.00009351,
        "prev7dAvg": 0.0000573,
        "prev7dCount": 21,
        "annualizedPct": 6.35
      },
      "topAccountLongShort": {
        "start": 1.9824,
        "end": 1.588,
        "changePct": -19.9,
        "longPctEnd": 61.36,
        "avg": 1.8204,
        "startAt": "2026-09-16T00:00:00Z",
        "endAt": "2026-09-17T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.3995,
        "end": 2.33,
        "changePct": -2.9,
        "longPctEnd": 69.97,
        "avg": 2.3402,
        "startAt": "2026-09-16T00:00:00Z",
        "endAt": "2026-09-17T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9671,
        "buyVol": 76829.41,
        "sellVol": 79447.17,
        "hourlyMax": 1.4146,
        "hourlyMin": 0.5747,
        "last": 1.4146,
        "hoursBuyDominant": 9,
        "hours": 24
      },
      "openInterest": {
        "start": 107491.942,
        "end": 107918.184,
        "startUsd": 8126390815,
        "endUsd": 8220613707,
        "change": 426.242,
        "changePct": 0.397,
        "high": 108737.368,
        "low": 106427.018,
        "startAt": "2026-09-16T00:00:00Z",
        "endAt": "2026-09-17T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.8177,
        "end": 1.5253,
        "changePct": -16.09,
        "longPctEnd": 60.4,
        "avg": 1.7393,
        "startAt": "2026-09-16T00:00:00Z",
        "endAt": "2026-09-17T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 51,
        "classification": "Neutral",
        "classificationZh": "中性",
        "prev": 69,
        "prevClassificationZh": "贪婪",
        "change": -18,
        "at": "2026-09-16T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": -0.2,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.43,
      "components": {
        "weightedZ": -0.1254,
        "agreement": 0.224,
        "strength": 0.133,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.742,
          "z": 0.286,
          "contribution": 0.114
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -0.828,
          "z": -0.186,
          "contribution": -0.03
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.682,
          "z": -0.398,
          "contribution": -0.064
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.3983,
          "z": 0.154,
          "contribution": 0.025
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 0.397,
          "z": 0.132,
          "contribution": 0.021
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 6.9e-7,
          "z": 0.014,
          "contribution": 0.001
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00005799,
          "z": 0.21,
          "contribution": 0.017
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9671,
          "z": -0.658,
          "contribution": -0.105
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -16.09,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -19.9,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -18,
          "z": -2.25,
          "contribution": -0.18
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-16",
        "trendScore": -0.2,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.43
      },
      "yesterday": {
        "date": "2026-09-15",
        "trendScore": -0.88,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.72
      },
      "delta": 0.68
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.20（置信度 43%），前一日为「偏空」（-0.88）。BTC 收于 $76,206.01，日涨跌 +0.74%，日内振幅 1.98%；3 日 -0.83%，7 日 -2.68%。日线 EMA10/EMA20 处于金叉状态（间距 +0.40%，2026-08-19 金叉，距今 28 天）。衍生品方面，永续持仓量 +0.40%，资金费率日均 +0.0058%（前 7 日 +0.0057%），主动买卖比 0.967，全市场账户多空比 1.818 → 1.525，大户账户多空比 1.982 → 1.588。恐惧贪婪指数 51（中性）。主要偏多因子：散户多空比变化、当日涨跌；主要偏空因子：大户多空比变化、恐惧贪婪指数变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $76,206.01，UTC 2026-09-16 00:00 开盘 $75,644.48，日涨跌 +0.74%（前收 $75,644.48）",
            "highlight": "green"
          },
          {
            "text": "日内高 $76,560.76 / 低 $75,064.82，振幅 1.98%；30 日区间 $64,027.85 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -0.83%，7 日 -2.68%，30 日 +18.09%；30 日日波动率 2.58%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $77,222.00 / EMA20 $76,918.48，间距 +0.40%（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 28 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 14,888 BTC（约 11.29 亿 USDT），近 7 日成交量较前 7 日 +1.11%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,492 → 107,918 BTC（+0.40%，+426 BTC），名义价值约 82.21 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0058%（08:00 +0.0028% / 16:00 +0.0053% / 次日 00:00 +0.0094%），前 7 日均值 +0.0057%，年化约 +6.3%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.967（买 76,829 / 卖 79,447 BTC），9/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.818 → 1.525（-16.09%）；大户账户多空比 1.982 → 1.588（-19.90%）；大户持仓多空比收于 2.330",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 69 → 51（中性，-18）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$75,644.48 → $75,962.01，+0.42%，区间 $75,457.52 – $76,111.00，成交 2,306 BTC（占全日 15.5%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$75,962.01 → $76,250.00，+0.38%，区间 $75,350.00 – $76,304.01，成交 3,106 BTC（占全日 20.9%）",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$76,250.00 → $75,768.01，-0.63%，区间 $75,353.07 – $76,300.00，成交 3,578 BTC（占全日 24%）",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$75,770.45 → $76,206.01，+0.57%，区间 $75,064.82 – $76,560.76，成交 5,897 BTC（占全日 39.6%），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",
      "topAccountLongShort": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}