{
  "record": {
    "id": "btc-2026-09-20",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-20",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-20 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 +0.37（置信度 48%），前一日为「偏多」（+0.78）。BTC 收于 $81,178.00，日涨跌 -0.09%，日内振幅 1.69%；3 日 +6.23%，7 日 +5.64%。日线 EMA10/EMA20 处于金叉状态（间距 +1.15%，2026-08-19 金叉，距今 32 天）。衍生品方面，永续持仓量 +0.12%，资金费率日均 +0.0072%（前 7 日 +0.0068%），主动买卖比 0.970，全市场账户多空比 0.942 → 0.961，大户账户多空比 1.094 → 1.116。恐惧贪婪指数 71（贪婪）。主要偏多因子：3 日动量、7 日动量；主要偏空因子：主动买卖比。",
    "label": "中性偏多",
    "score": 0.37,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-20/",
    "sourceHref": "/data/btc-ai/2026-09-20.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.265Z"
  },
  "sourceSha256": "8183d5094baf1d8c6f27306cef8e1066e577ac87a3d9067d0e4b842eed66ecb1",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-20",
    "window": {
      "start": "2026-09-20T00:00:00Z",
      "end": "2026-09-21T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.265Z",
    "market": {
      "open": 81249.99,
      "high": 81497.33,
      "low": 80126.04,
      "close": 81178,
      "prevClose": 81249.99,
      "change1dPct": -0.089,
      "change3dPct": 6.23,
      "change7dPct": 5.643,
      "change30dPct": 3.625,
      "amplitudePct": 1.688,
      "volumeBtc": 10993.68,
      "quoteVolumeUsdt": 887777953,
      "volume7dChangePct": 15.41,
      "realizedVolDailyPct": 2.299,
      "realizedVolSamples": 30,
      "logRet1d": -0.000886423635653308,
      "logRet3d": 0.06043895912722315,
      "logRet7d": 0.05489277868811722,
      "high30d": 82300,
      "low30d": 74967.97,
      "emaTrend": {
        "ema10": 78906.01,
        "ema20": 77971.16,
        "gapPct": 1.1516,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 32,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 81249.99,
        "high": 81330.01,
        "low": 80126.04,
        "close": 80494.31,
        "changePct": -0.93,
        "rangePct": 1.482,
        "volumeBtc": 4182.64,
        "volumeSharePct": 38
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 80494.31,
        "high": 80607.5,
        "low": 80165.49,
        "close": 80493.2,
        "changePct": -0.001,
        "rangePct": 0.549,
        "volumeBtc": 1983.42,
        "volumeSharePct": 18
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 80493.21,
        "high": 81497.33,
        "low": 80327.64,
        "close": 81147.94,
        "changePct": 0.813,
        "rangePct": 1.453,
        "volumeBtc": 3204.07,
        "volumeSharePct": 29.1
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 81147.94,
        "high": 81332.01,
        "low": 80579.43,
        "close": 81178,
        "changePct": 0.037,
        "rangePct": 0.927,
        "volumeBtc": 1623.55,
        "volumeSharePct": 14.8
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-20T08:00:00Z",
            "rate": 0.0001
          },
          {
            "at": "2026-09-20T16:00:00Z",
            "rate": 0.00007524
          },
          {
            "at": "2026-09-21T00:00:00Z",
            "rate": 0.000042
          }
        ],
        "openRate": 0.0001,
        "avg": 0.00007241,
        "last": 0.000042,
        "prev7dAvg": 0.00006817,
        "prev7dCount": 21,
        "annualizedPct": 7.93
      },
      "topAccountLongShort": {
        "start": 1.0942,
        "end": 1.1155,
        "changePct": 1.95,
        "longPctEnd": 52.73,
        "avg": 1.1006,
        "startAt": "2026-09-20T00:00:00Z",
        "endAt": "2026-09-21T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 107646.325,
        "end": 107777.74,
        "startUsd": 8743637336,
        "endUsd": 8745506157,
        "change": 131.415,
        "changePct": 0.122,
        "high": 109424.118,
        "low": 107044.671,
        "startAt": "2026-09-20T00:00:00Z",
        "endAt": "2026-09-21T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 0.9421,
        "end": 0.9608,
        "changePct": 1.98,
        "longPctEnd": 49,
        "avg": 0.9516,
        "startAt": "2026-09-20T00:00:00Z",
        "endAt": "2026-09-21T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.0698,
        "end": 2.0956,
        "changePct": 1.25,
        "longPctEnd": 67.7,
        "avg": 2.1341,
        "startAt": "2026-09-20T00:00:00Z",
        "endAt": "2026-09-21T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9704,
        "buyVol": 47628.07,
        "sellVol": 49080.1,
        "hourlyMax": 1.4307,
        "hourlyMin": 0.5785,
        "last": 1.0767,
        "hoursBuyDominant": 11,
        "hours": 24
      }
    },
    "sentiment": {
      "fgi": {
        "value": 71,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 71,
        "prevClassificationZh": "贪婪",
        "change": 0,
        "at": "2026-09-20T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.37,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.48,
      "components": {
        "weightedZ": 0.2298,
        "agreement": 0.271,
        "strength": 0.247,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -0.089,
          "z": -0.039,
          "contribution": -0.016
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 6.23,
          "z": 1.518,
          "contribution": 0.243
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 5.643,
          "z": 0.902,
          "contribution": 0.144
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 1.1516,
          "z": 0.501,
          "contribution": 0.08
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 0.122,
          "z": -0.041,
          "contribution": -0.007
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.00000424,
          "z": 0.085,
          "contribution": 0.007
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00007241,
          "z": 0.138,
          "contribution": 0.011
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9704,
          "z": -0.592,
          "contribution": -0.095
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 1.98,
          "z": -0.397,
          "contribution": -0.032
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 1.95,
          "z": 0.389,
          "contribution": 0.031
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": 0,
          "z": 0,
          "contribution": 0
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-20",
        "trendScore": 0.37,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.48
      },
      "yesterday": {
        "date": "2026-09-19",
        "trendScore": 0.78,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.61
      },
      "delta": -0.41
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.37（置信度 48%），前一日为「偏多」（+0.78）。BTC 收于 $81,178.00，日涨跌 -0.09%，日内振幅 1.69%；3 日 +6.23%，7 日 +5.64%。日线 EMA10/EMA20 处于金叉状态（间距 +1.15%，2026-08-19 金叉，距今 32 天）。衍生品方面，永续持仓量 +0.12%，资金费率日均 +0.0072%（前 7 日 +0.0068%），主动买卖比 0.970，全市场账户多空比 0.942 → 0.961，大户账户多空比 1.094 → 1.116。恐惧贪婪指数 71（贪婪）。主要偏多因子：3 日动量、7 日动量；主要偏空因子：主动买卖比。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $81,178.00，UTC 2026-09-20 00:00 开盘 $81,249.99，日涨跌 -0.09%（前收 $81,249.99）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $81,497.33 / 低 $80,126.04，振幅 1.69%；30 日区间 $74,967.97 – $82,300.00",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +6.23%，7 日 +5.64%，30 日 +3.63%；30 日日波动率 2.30%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $78,906.01 / EMA20 $77,971.16，间距 +1.15%（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 32 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 10,994 BTC（约 8.88 亿 USDT），近 7 日成交量较前 7 日 +15.41%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,646 → 107,778 BTC（+0.12%，+131 BTC），名义价值约 87.46 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率日均 +0.0072%（08:00 +0.0100% / 16:00 +0.0075% / 次日 00:00 +0.0042%），前 7 日均值 +0.0068%，年化约 +7.9%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.970（买 47,628 / 卖 49,080 BTC），11/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 0.942 → 0.961（+1.98%）；大户账户多空比 1.094 → 1.116（+1.95%）；大户持仓多空比收于 2.096",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 71 → 71（贪婪，0）",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$81,249.99 → $80,494.31，-0.93%，区间 $80,126.04 – $81,330.01，成交 4,183 BTC（占全日 38%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$80,494.31 → $80,493.20，-0.00%，区间 $80,165.49 – $80,607.50，成交 1,983 BTC（占全日 18%）",
            "highlight": "grey"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$80,493.21 → $81,147.94，+0.81%，区间 $80,327.64 – $81,497.33，成交 3,204 BTC（占全日 29.1%）",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$81,147.94 → $81,178.00，+0.04%，区间 $80,579.43 – $81,332.01，成交 1,624 BTC（占全日 14.8%）",
            "highlight": "grey"
          }
        ]
      }
    ],
    "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",
      "topPositionLongShort": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}