{
  "record": {
    "id": "btc-2026-09-17",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-17",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-17 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」，趋势分 -0.00（置信度 30%），前一日为「中性偏空」（-0.20）。BTC 收于 $76,417.01，日涨跌 +0.28%，日内振幅 1.55%；3 日 -2.27%，7 日 -0.20%。日线 EMA10/EMA20 处于金叉状态（间距 +0.27%，2026-08-19 金叉，距今 29 天）。衍生品方面，永续持仓量 +0.30%，资金费率日均 +0.0065%（前 7 日 +0.0057%），主动买卖比 0.993，全市场账户多空比 1.525 → 1.445，大户账户多空比 1.588 → 1.518。恐惧贪婪指数 50（中性）。主要偏多因子：散户多空比变化；主要偏空因子：3 日动量、大户多空比变化。",
    "label": "中性",
    "score": 0,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-17/",
    "sourceHref": "/data/btc-ai/2026-09-17.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.257Z"
  },
  "sourceSha256": "39a0c428b8113ba5913697a6992f6770d6deb935ed5db72286c0f28aff4970de",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-17",
    "window": {
      "start": "2026-09-17T00:00:00Z",
      "end": "2026-09-18T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.257Z",
    "market": {
      "open": 76206,
      "high": 77179.47,
      "low": 76000,
      "close": 76417.01,
      "prevClose": 76206.01,
      "change1dPct": 0.277,
      "change3dPct": -2.267,
      "change7dPct": -0.198,
      "change30dPct": 18.063,
      "amplitudePct": 1.548,
      "volumeBtc": 10925.02,
      "quoteVolumeUsdt": 836425871,
      "volume7dChangePct": 1.26,
      "realizedVolDailyPct": 2.557,
      "realizedVolSamples": 30,
      "logRet1d": 0.002764984396547914,
      "logRet3d": -0.022926343121531256,
      "logRet7d": -0.0019833228854764236,
      "high30d": 82300,
      "low30d": 64166,
      "emaTrend": {
        "ema10": 77075.64,
        "ema20": 76870.72,
        "gapPct": 0.2682,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 29,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 76206,
        "high": 76774.08,
        "low": 76055.34,
        "close": 76333.88,
        "changePct": 0.168,
        "rangePct": 0.943,
        "volumeBtc": 2459.57,
        "volumeSharePct": 22.5
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 76333.87,
        "high": 76770,
        "low": 76179,
        "close": 76482,
        "changePct": 0.194,
        "rangePct": 0.774,
        "volumeBtc": 2238.65,
        "volumeSharePct": 20.5
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 76482,
        "high": 77179.47,
        "low": 76000,
        "close": 76667.86,
        "changePct": 0.243,
        "rangePct": 1.542,
        "volumeBtc": 4705.3,
        "volumeSharePct": 43.1
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 76667.87,
        "high": 76781.85,
        "low": 76259.98,
        "close": 76417.01,
        "changePct": -0.327,
        "rangePct": 0.681,
        "volumeBtc": 1521.49,
        "volumeSharePct": 13.9
      }
    ],
    "derivatives": {
      "topAccountLongShort": {
        "start": 1.588,
        "end": 1.5183,
        "changePct": -4.39,
        "longPctEnd": 60.29,
        "avg": 1.5357,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-17T08:00:00Z",
            "rate": 0.0000331
          },
          {
            "at": "2026-09-17T16:00:00Z",
            "rate": 0.00008505
          },
          {
            "at": "2026-09-18T00:00:00Z",
            "rate": 0.00007769
          }
        ],
        "openRate": 0.00009351,
        "avg": 0.00006528,
        "last": 0.00007769,
        "prev7dAvg": 0.0000573,
        "prev7dCount": 21,
        "annualizedPct": 7.15
      },
      "taker": {
        "ratio": 0.9928,
        "buyVol": 59321.58,
        "sellVol": 59754.34,
        "hourlyMax": 1.2998,
        "hourlyMin": 0.6467,
        "last": 1.0098,
        "hoursBuyDominant": 12,
        "hours": 24
      },
      "retailLongShort": {
        "start": 1.5253,
        "end": 1.445,
        "changePct": -5.26,
        "longPctEnd": 59.1,
        "avg": 1.4691,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 107918.184,
        "end": 108245.178,
        "startUsd": 8220613707,
        "endUsd": 8268414305,
        "change": 326.994,
        "changePct": 0.303,
        "high": 109504.839,
        "low": 107918.184,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.33,
        "end": 2.3595,
        "changePct": 1.27,
        "longPctEnd": 70.23,
        "avg": 2.3029,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 50,
        "classification": "Neutral",
        "classificationZh": "中性",
        "prev": 51,
        "prevClassificationZh": "中性",
        "change": -1,
        "at": "2026-09-17T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0,
      "label": "neutral",
      "labelZh": "中性",
      "confidence": 0.3,
      "components": {
        "weightedZ": -0.0023,
        "agreement": 0,
        "strength": 0,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.277,
          "z": 0.108,
          "contribution": 0.043
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.267,
          "z": -0.518,
          "contribution": -0.083
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -0.198,
          "z": -0.029,
          "contribution": -0.005
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.2682,
          "z": 0.105,
          "contribution": 0.017
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 0.303,
          "z": 0.101,
          "contribution": 0.016
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00000798,
          "z": 0.16,
          "contribution": 0.013
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00006528,
          "z": 0.174,
          "contribution": 0.014
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9928,
          "z": -0.144,
          "contribution": -0.023
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -5.26,
          "z": 1.053,
          "contribution": 0.084
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -4.39,
          "z": -0.878,
          "contribution": -0.07
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -1,
          "z": -0.125,
          "contribution": -0.01
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-17",
        "trendScore": 0,
        "label": "neutral",
        "labelZh": "中性",
        "confidence": 0.3
      },
      "yesterday": {
        "date": "2026-09-16",
        "trendScore": -0.2,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.43
      },
      "delta": 0.2
    },
    "dataSummary": "系统研判「中性」，趋势分 -0.00（置信度 30%），前一日为「中性偏空」（-0.20）。BTC 收于 $76,417.01，日涨跌 +0.28%，日内振幅 1.55%；3 日 -2.27%，7 日 -0.20%。日线 EMA10/EMA20 处于金叉状态（间距 +0.27%，2026-08-19 金叉，距今 29 天）。衍生品方面，永续持仓量 +0.30%，资金费率日均 +0.0065%（前 7 日 +0.0057%），主动买卖比 0.993，全市场账户多空比 1.525 → 1.445，大户账户多空比 1.588 → 1.518。恐惧贪婪指数 50（中性）。主要偏多因子：散户多空比变化；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 $76,417.01，UTC 2026-09-17 00:00 开盘 $76,206.00，日涨跌 +0.28%（前收 $76,206.01）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $77,179.47 / 低 $76,000.00，振幅 1.55%；30 日区间 $64,166.00 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -2.27%，7 日 -0.20%，30 日 +18.06%；30 日日波动率 2.56%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $77,075.64 / EMA20 $76,870.72，间距 +0.27%（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 29 天",
            "highlight": "grey"
          },
          {
            "text": "现货成交 10,925 BTC（约 8.36 亿 USDT），近 7 日成交量较前 7 日 +1.26%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,918 → 108,245 BTC（+0.30%，+327 BTC），名义价值约 82.68 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率日均 +0.0065%（08:00 +0.0033% / 16:00 +0.0085% / 次日 00:00 +0.0078%），前 7 日均值 +0.0057%，年化约 +7.2%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.993（买 59,322 / 卖 59,754 BTC），12/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.525 → 1.445（-5.26%）；大户账户多空比 1.588 → 1.518（-4.39%）；大户持仓多空比收于 2.360",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 51 → 50（中性，-1）",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$76,206.00 → $76,333.88，+0.17%，区间 $76,055.34 – $76,774.08，成交 2,460 BTC（占全日 22.5%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$76,333.87 → $76,482.00，+0.19%，区间 $76,179.00 – $76,770.00，成交 2,239 BTC（占全日 20.5%）",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$76,482.00 → $76,667.86，+0.24%，区间 $76,000.00 – $77,179.47，成交 4,705 BTC（占全日 43.1%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$76,667.87 → $76,417.01，-0.33%，区间 $76,259.98 – $76,781.85，成交 1,521 BTC（占全日 13.9%）",
            "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",
      "retailLongShort": "https://www.binance.com",
      "openInterest": "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
  }
}