{
  "record": {
    "id": "btc-2026-09-23",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-23",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-23 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 +0.31（置信度 56%），前一日为「偏多」（+0.54）。BTC 收于 $84,397.60，日涨跌 -2.10%，日内振幅 4.38%；3 日 +3.97%，7 日 +10.75%。日线 EMA10/EMA20 处于金叉状态（间距 +2.33%，2026-08-19 金叉，距今 35 天）。衍生品方面，永续持仓量 -7.70%，资金费率日均 +0.0006%（前 7 日 +0.0070%），主动买卖比 0.942，全市场账户多空比 0.904 → 1.161，大户账户多空比 1.032 → 1.305。恐惧贪婪指数 71（贪婪）。主要偏多因子：持仓量变化、7 日动量；主要偏空因子：当日涨跌、散户多空比变化。",
    "label": "中性偏多",
    "score": 0.31,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-23/",
    "sourceHref": "/data/btc-ai/2026-09-23.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.272Z"
  },
  "sourceSha256": "72f5959f27b75520359e11bb9bcac028b466bc8fe2be03c6c54d886ce9515a78",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-23",
    "window": {
      "start": "2026-09-23T00:00:00Z",
      "end": "2026-09-24T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.272Z",
    "market": {
      "open": 86208.57,
      "high": 87278.54,
      "low": 83500.01,
      "close": 84397.6,
      "prevClose": 86208.56,
      "change1dPct": -2.101,
      "change3dPct": 3.966,
      "change7dPct": 10.749,
      "change30dPct": 6.842,
      "amplitudePct": 4.383,
      "volumeBtc": 22150.93,
      "quoteVolumeUsdt": 1887736866,
      "volume7dChangePct": 29.3,
      "realizedVolDailyPct": 2.222,
      "realizedVolSamples": 30,
      "logRet1d": -0.021230511505009715,
      "logRet3d": 0.03889469068138005,
      "logRet7d": 0.10209863420515085,
      "high30d": 87395.67,
      "low30d": 74967.97,
      "emaTrend": {
        "ema10": 81929.7,
        "ema20": 79967.27,
        "gapPct": 2.3252,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 35,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 86208.57,
        "high": 87278.54,
        "low": 86133.4,
        "close": 86496.01,
        "changePct": 0.333,
        "rangePct": 1.328,
        "volumeBtc": 4059.11,
        "volumeSharePct": 18.3
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 86496,
        "high": 86609.93,
        "low": 85450.88,
        "close": 85649.95,
        "changePct": -0.978,
        "rangePct": 1.34,
        "volumeBtc": 4412.87,
        "volumeSharePct": 19.9
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 85649.96,
        "high": 85940.32,
        "low": 83500.01,
        "close": 84326.56,
        "changePct": -1.545,
        "rangePct": 2.849,
        "volumeBtc": 10949.07,
        "volumeSharePct": 49.4
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 84326.55,
        "high": 84670.01,
        "low": 84136,
        "close": 84397.6,
        "changePct": 0.084,
        "rangePct": 0.633,
        "volumeBtc": 2729.89,
        "volumeSharePct": 12.3
      }
    ],
    "derivatives": {
      "funding": {
        "settlements": [
          {
            "at": "2026-09-23T08:00:00Z",
            "rate": 0.00000334
          },
          {
            "at": "2026-09-23T16:00:00Z",
            "rate": 0.00001286
          },
          {
            "at": "2026-09-24T00:00:00Z",
            "rate": 0.00000132
          }
        ],
        "openRate": 0.00001021,
        "avg": 0.00000584,
        "last": 0.00000132,
        "prev7dAvg": 0.00007003,
        "prev7dCount": 21,
        "annualizedPct": 0.64
      },
      "topAccountLongShort": {
        "start": 1.0321,
        "end": 1.3052,
        "changePct": 26.46,
        "longPctEnd": 56.62,
        "avg": 1.1111,
        "startAt": "2026-09-23T00:00:00Z",
        "endAt": "2026-09-24T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9418,
        "buyVol": 101373.43,
        "sellVol": 107634.04,
        "hourlyMax": 1.4219,
        "hourlyMin": 0.5595,
        "last": 0.5595,
        "hoursBuyDominant": 12,
        "hours": 24
      },
      "retailLongShort": {
        "start": 0.9037,
        "end": 1.1608,
        "changePct": 28.45,
        "longPctEnd": 53.72,
        "avg": 0.9934,
        "startAt": "2026-09-23T00:00:00Z",
        "endAt": "2026-09-24T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.104,
        "end": 1.8887,
        "changePct": -10.23,
        "longPctEnd": 65.38,
        "avg": 1.9471,
        "startAt": "2026-09-23T00:00:00Z",
        "endAt": "2026-09-24T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 106719.998,
        "end": 98503.139,
        "startUsd": 9195153419,
        "endUsd": 8309251991,
        "change": -8216.859,
        "changePct": -7.699,
        "high": 106861.987,
        "low": 98338.692,
        "startAt": "2026-09-23T00:00:00Z",
        "endAt": "2026-09-24T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 71,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 78,
        "prevClassificationZh": "极度贪婪",
        "change": -7,
        "at": "2026-09-23T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.31,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.56,
      "components": {
        "weightedZ": 0.1965,
        "agreement": 0.474,
        "strength": 0.207,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": -2.101,
          "z": -0.955,
          "contribution": -0.382
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 3.966,
          "z": 1.011,
          "contribution": 0.162
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 10.749,
          "z": 1.737,
          "contribution": 0.278
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.3252,
          "z": 1.046,
          "contribution": 0.167
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -7.699,
          "z": 2.566,
          "contribution": 0.411
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00006419,
          "z": -1.284,
          "contribution": -0.103
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00000584,
          "z": 0.471,
          "contribution": 0.038
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9418,
          "z": -1.164,
          "contribution": -0.186
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 28.45,
          "z": -3,
          "contribution": -0.24
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 26.46,
          "z": 3,
          "contribution": 0.24
        },
        {
          "key": "fgiChange",
          "nameZh": "恐惧贪婪指数变化",
          "weight": 0.05,
          "available": true,
          "raw": -7,
          "z": -0.875,
          "contribution": -0.07
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-23",
        "trendScore": 0.31,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.56
      },
      "yesterday": {
        "date": "2026-09-22",
        "trendScore": 0.54,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.61
      },
      "delta": -0.23
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.31（置信度 56%），前一日为「偏多」（+0.54）。BTC 收于 $84,397.60，日涨跌 -2.10%，日内振幅 4.38%；3 日 +3.97%，7 日 +10.75%。日线 EMA10/EMA20 处于金叉状态（间距 +2.33%，2026-08-19 金叉，距今 35 天）。衍生品方面，永续持仓量 -7.70%，资金费率日均 +0.0006%（前 7 日 +0.0070%），主动买卖比 0.942，全市场账户多空比 0.904 → 1.161，大户账户多空比 1.032 → 1.305。恐惧贪婪指数 71（贪婪）。主要偏多因子：持仓量变化、7 日动量；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 $84,397.60，UTC 2026-09-23 00:00 开盘 $86,208.57，日涨跌 -2.10%（前收 $86,208.56）",
            "highlight": "red"
          },
          {
            "text": "日内高 $87,278.54 / 低 $83,500.01，振幅 4.38%；30 日区间 $74,967.97 – $87,395.67",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +3.97%，7 日 +10.75%，30 日 +6.84%；30 日日波动率 2.22%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $81,929.70 / EMA20 $79,967.27，间距 +2.33%（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 35 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 22,151 BTC（约 18.88 亿 USDT），近 7 日成交量较前 7 日 +29.30%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 106,720 → 98,503 BTC（-7.70%，-8,217 BTC），名义价值约 83.09 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率日均 +0.0006%（08:00 +0.0003% / 16:00 +0.0013% / 次日 00:00 +0.0001%），前 7 日均值 +0.0070%，年化约 +0.6%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 0.942（买 101,373 / 卖 107,634 BTC），12/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 0.904 → 1.161（+28.45%）；大户账户多空比 1.032 → 1.305（+26.46%）；大户持仓多空比收于 1.889",
            "highlight": "grey"
          },
          {
            "text": "恐惧贪婪指数 78 → 71（贪婪，-7）",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "早段（UTC 00:00–06:00）：$86,208.57 → $86,496.01，+0.33%，区间 $86,133.40 – $87,278.54，成交 4,059 BTC（占全日 18.3%）",
            "highlight": "green"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$86,496.00 → $85,649.95，-0.98%，区间 $85,450.88 – $86,609.93，成交 4,413 BTC（占全日 19.9%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$85,649.96 → $84,326.56，-1.54%，区间 $83,500.01 – $85,940.32，成交 10,949 BTC（占全日 49.4%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$84,326.55 → $84,397.60，+0.08%，区间 $84,136.00 – $84,670.01，成交 2,730 BTC（占全日 12.3%）",
            "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",
      "taker": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}