{
  "record": {
    "id": "btc-2026-09-21",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-21",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-21 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「看多」，趋势分 +2.29（置信度 89%），前一日为「中性偏多」（+0.37）。BTC 收于 $86,620.00，日涨跌 +6.70%，日内振幅 8.06%；3 日 +7.09%，7 日 +10.78%。日线 EMA10/EMA20 处于金叉状态（间距 +1.75%，2026-08-19 金叉，距今 33 天）。衍生品方面，永续持仓量 +1.31%，资金费率日均 +0.0077%（前 7 日 +0.0069%），主动买卖比 1.101，全市场账户多空比 0.961 → 0.893，大户账户多空比 1.116 → 0.963。恐惧贪婪指数 70（贪婪）。主要偏多因子：当日涨跌、3 日动量；主要偏空因子：大户多空比变化。",
    "label": "看多",
    "score": 2.29,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-21/",
    "sourceHref": "/data/btc-ai/2026-09-21.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.268Z"
  },
  "sourceSha256": "d26e4476eb0d55865e03f39cd34bc87fa99e947ba17bc3b8102fc7b6a79843c6",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-21",
    "window": {
      "start": "2026-09-21T00:00:00Z",
      "end": "2026-09-22T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.268Z",
    "market": {
      "open": 81178.01,
      "high": 87395.67,
      "low": 80850.22,
      "close": 86620,
      "prevClose": 81178,
      "change1dPct": 6.704,
      "change3dPct": 7.092,
      "change7dPct": 10.783,
      "change30dPct": 12.384,
      "amplitudePct": 8.063,
      "volumeBtc": 31963.18,
      "quoteVolumeUsdt": 2702559884,
      "volume7dChangePct": 26.5,
      "realizedVolDailyPct": 1.924,
      "realizedVolSamples": 30,
      "logRet1d": 0.06488646128921773,
      "logRet3d": 0.0685163135542871,
      "logRet7d": 0.10239907729490945,
      "high30d": 87395.67,
      "low30d": 74967.97,
      "emaTrend": {
        "ema10": 80308.55,
        "ema20": 78794.86,
        "gapPct": 1.7475,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 33,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 81178.01,
        "high": 82100,
        "low": 80850.22,
        "close": 81550,
        "changePct": 0.458,
        "rangePct": 1.54,
        "volumeBtc": 3801.57,
        "volumeSharePct": 11.9
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 81550.01,
        "high": 85299.87,
        "low": 81400,
        "close": 84887.19,
        "changePct": 4.092,
        "rangePct": 4.782,
        "volumeBtc": 12384.87,
        "volumeSharePct": 38.7
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 84887.19,
        "high": 86344.7,
        "low": 84778,
        "close": 85897.21,
        "changePct": 1.19,
        "rangePct": 1.846,
        "volumeBtc": 10543.2,
        "volumeSharePct": 33
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 85897.2,
        "high": 87395.67,
        "low": 85800,
        "close": 86620,
        "changePct": 0.841,
        "rangePct": 1.858,
        "volumeBtc": 5233.54,
        "volumeSharePct": 16.4
      }
    ],
    "derivatives": {
      "topAccountLongShort": {
        "start": 1.1155,
        "end": 0.9627,
        "changePct": -13.7,
        "longPctEnd": 49.05,
        "avg": 0.9954,
        "startAt": "2026-09-21T00:00:00Z",
        "endAt": "2026-09-22T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-21T08:00:00Z",
            "rate": 0.0001
          },
          {
            "at": "2026-09-21T16:00:00Z",
            "rate": 0.00005485
          },
          {
            "at": "2026-09-22T00:00:00Z",
            "rate": 0.00007663
          }
        ],
        "openRate": 0.000042,
        "avg": 0.00007716,
        "last": 0.00007663,
        "prev7dAvg": 0.00006946,
        "prev7dCount": 21,
        "annualizedPct": 8.45
      },
      "openInterest": {
        "start": 107777.74,
        "end": 109189.231,
        "startUsd": 8745506157,
        "endUsd": 9454075225,
        "change": 1411.491,
        "changePct": 1.31,
        "high": 111704.039,
        "low": 107481.687,
        "startAt": "2026-09-21T00:00:00Z",
        "endAt": "2026-09-22T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 0.9608,
        "end": 0.8925,
        "changePct": -7.11,
        "longPctEnd": 47.16,
        "avg": 0.9036,
        "startAt": "2026-09-21T00:00:00Z",
        "endAt": "2026-09-22T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.0956,
        "end": 2.1776,
        "changePct": 3.91,
        "longPctEnd": 68.53,
        "avg": 2.1409,
        "startAt": "2026-09-21T00:00:00Z",
        "endAt": "2026-09-22T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.1009,
        "buyVol": 152331.6,
        "sellVol": 138371.58,
        "hourlyMax": 1.4458,
        "hourlyMin": 0.7043,
        "last": 1.0898,
        "hoursBuyDominant": 13,
        "hours": 24
      }
    },
    "sentiment": {
      "fgi": {
        "value": 70,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 71,
        "prevClassificationZh": "贪婪",
        "change": -1,
        "at": "2026-09-21T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 2.29,
      "label": "bull",
      "labelZh": "看多",
      "confidence": 0.89,
      "components": {
        "weightedZ": 1.4344,
        "agreement": 0.748,
        "strength": 1,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 6.704,
          "z": 3,
          "contribution": 1.2
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 7.092,
          "z": 2.056,
          "contribution": 0.329
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 10.783,
          "z": 2.012,
          "contribution": 0.322
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 1.7475,
          "z": 0.908,
          "contribution": 0.145
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": 1.31,
          "z": 0.437,
          "contribution": 0.07
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.0000077,
          "z": 0.154,
          "contribution": 0.012
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00007716,
          "z": 0.114,
          "contribution": 0.009
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 1.1009,
          "z": 2.018,
          "contribution": 0.323
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -7.11,
          "z": 1.422,
          "contribution": 0.114
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": -13.7,
          "z": -2.74,
          "contribution": -0.219
        },
        {
          "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": "2026-09-21",
        "trendScore": 2.29,
        "label": "bull",
        "labelZh": "看多",
        "confidence": 0.89
      },
      "yesterday": {
        "date": "2026-09-20",
        "trendScore": 0.37,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.48
      },
      "delta": 1.92
    },
    "dataSummary": "系统研判「看多」，趋势分 +2.29（置信度 89%），前一日为「中性偏多」（+0.37）。BTC 收于 $86,620.00，日涨跌 +6.70%，日内振幅 8.06%；3 日 +7.09%，7 日 +10.78%。日线 EMA10/EMA20 处于金叉状态（间距 +1.75%，2026-08-19 金叉，距今 33 天）。衍生品方面，永续持仓量 +1.31%，资金费率日均 +0.0077%（前 7 日 +0.0069%），主动买卖比 1.101，全市场账户多空比 0.961 → 0.893，大户账户多空比 1.116 → 0.963。恐惧贪婪指数 70（贪婪）。主要偏多因子：当日涨跌、3 日动量；主要偏空因子：大户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $86,620.00，UTC 2026-09-21 00:00 开盘 $81,178.01，日涨跌 +6.70%（前收 $81,178.00）",
            "highlight": "green"
          },
          {
            "text": "日内高 $87,395.67 / 低 $80,850.22，振幅 8.06%；30 日区间 $74,967.97 – $87,395.67",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +7.09%，7 日 +10.78%，30 日 +12.38%；30 日日波动率 1.92%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $80,308.55 / EMA20 $78,794.86，间距 +1.75%（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 33 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 31,963 BTC（约 27.03 亿 USDT），近 7 日成交量较前 7 日 +26.50%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 107,778 → 109,189 BTC（+1.31%，+1,411 BTC），名义价值约 94.54 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0077%（08:00 +0.0100% / 16:00 +0.0055% / 次日 00:00 +0.0077%），前 7 日均值 +0.0069%，年化约 +8.4%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 1.101（买 152,332 / 卖 138,372 BTC），13/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 0.961 → 0.893（-7.11%）；大户账户多空比 1.116 → 0.963（-13.70%）；大户持仓多空比收于 2.178",
            "highlight": "red"
          },
          {
            "text": "恐惧贪婪指数 71 → 70（贪婪，-1）",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$81,178.01 → $81,550.00，+0.46%，区间 $80,850.22 – $82,100.00，成交 3,802 BTC（占全日 11.9%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$81,550.01 → $84,887.19，+4.09%，区间 $81,400.00 – $85,299.87，成交 12,385 BTC（占全日 38.7%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$84,887.19 → $85,897.21，+1.19%，区间 $84,778.00 – $86,344.70，成交 10,543 BTC（占全日 33%）",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$85,897.20 → $86,620.00，+0.84%，区间 $85,800.00 – $87,395.67，成交 5,234 BTC（占全日 16.4%）",
            "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)",
      "topAccountLongShort": "https://www.binance.com",
      "funding": "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
  }
}