{
  "record": {
    "id": "btc-2026-09-24",
    "asset": "btc",
    "assetName": "比特币",
    "scope": "digital",
    "date": "2026-09-24",
    "dateLabel": "UTC交易日",
    "title": "比特币 · 2026-09-24 日度研判归档",
    "kind": "日度研判",
    "status": "ai",
    "statusLabel": "含AI分析",
    "summary": "系统研判「中性偏多」，趋势分 +0.01（置信度 40%），前一日为「中性偏多」（+0.31）。BTC 收于 $84,410.24，日涨跌 +0.01%，日内振幅 2.45%；3 日 -2.55%，7 日 +10.46%。日线 EMA10/EMA20 处于金叉状态（间距 +2.36%，2026-08-19 金叉，距今 36 天）。衍生品方面，永续持仓量 -2.67%，资金费率日均 +0.0021%（前 7 日 +0.0063%），主动买卖比 0.975，全市场账户多空比 1.161 → 1.219，大户账户多空比 1.305 → 1.315。恐惧贪婪指数 71（贪婪）。主要偏多因子：7 日动量、日线 EMA 趋势；主要偏空因子：持仓量变化、3 日动量。",
    "label": "中性偏多",
    "score": 0.01,
    "version": "2026-09-25.2",
    "href": "/zh/research/archive/btc-2026-09-24/",
    "sourceHref": "/data/btc-ai/2026-09-24.json",
    "currentHref": "/zh/bitcoin/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T15:07:52.052Z"
  },
  "sourceSha256": "015d64c16a24edd6693a73eb2214adf4673b36587e1c2b8b8f5b42d91b6e5750",
  "document": {
    "schemaVersion": 1,
    "symbol": "BTC",
    "tradingDate": "2026-09-24",
    "window": {
      "start": "2026-09-24T00:00:00Z",
      "end": "2026-09-25T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T15:07:52.052Z",
    "market": {
      "open": 84397.6,
      "high": 84942.45,
      "low": 82874.93,
      "close": 84410.24,
      "prevClose": 84397.6,
      "change1dPct": 0.015,
      "change3dPct": -2.551,
      "change7dPct": 10.46,
      "change30dPct": 7.475,
      "amplitudePct": 2.45,
      "volumeBtc": 18703.62,
      "quoteVolumeUsdt": 1572042148,
      "volume7dChangePct": 43.08,
      "realizedVolDailyPct": 2.253,
      "realizedVolSamples": 30,
      "logRet1d": 0.0001497560779595875,
      "logRet3d": -0.02584201452987805,
      "logRet7d": 0.09948340588656278,
      "high30d": 87395.67,
      "low30d": 74967.97,
      "emaTrend": {
        "ema10": 82380.71,
        "ema20": 80390.41,
        "gapPct": 2.3579,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-19",
        "barsSinceCross": 36,
        "barsUsed": 151
      }
    },
    "phases": [
      {
        "key": "early",
        "nameZh": "早段",
        "hours": "00:00–06:00",
        "open": 84397.6,
        "high": 84494.5,
        "low": 83744.7,
        "close": 83978.02,
        "changePct": -0.497,
        "rangePct": 0.888,
        "volumeBtc": 2780.23,
        "volumeSharePct": 14.9
      },
      {
        "key": "morning",
        "nameZh": "早午后",
        "hours": "06:00–12:00",
        "open": 83978.02,
        "high": 84622.01,
        "low": 82874.93,
        "close": 83494.58,
        "changePct": -0.576,
        "rangePct": 2.08,
        "volumeBtc": 6314.33,
        "volumeSharePct": 33.8
      },
      {
        "key": "afternoon",
        "nameZh": "午后",
        "hours": "12:00–18:00",
        "open": 83494.59,
        "high": 84942.45,
        "low": 83346.66,
        "close": 84110,
        "changePct": 0.737,
        "rangePct": 1.911,
        "volumeBtc": 6626.18,
        "volumeSharePct": 35.4
      },
      {
        "key": "close",
        "nameZh": "收市",
        "hours": "18:00–24:00",
        "open": 84110,
        "high": 84660,
        "low": 83888,
        "close": 84410.24,
        "changePct": 0.357,
        "rangePct": 0.918,
        "volumeBtc": 2982.87,
        "volumeSharePct": 15.9
      }
    ],
    "derivatives": {
      "topAccountLongShort": {
        "start": 1.3052,
        "end": 1.3154,
        "changePct": 0.78,
        "longPctEnd": 56.81,
        "avg": 1.3168,
        "startAt": "2026-09-24T00:00:00Z",
        "endAt": "2026-09-25T00:00:00Z",
        "partial": false
      },
      "funding": {
        "settlements": [
          {
            "at": "2026-09-24T08:00:00Z",
            "rate": 0.00004796
          },
          {
            "at": "2026-09-24T16:00:00Z",
            "rate": 0.00001422
          },
          {
            "at": "2026-09-25T00:00:00Z",
            "rate": 0.00000214
          }
        ],
        "openRate": 0.00000132,
        "avg": 0.00002144,
        "last": 0.00000214,
        "prev7dAvg": 0.00006258,
        "prev7dCount": 21,
        "annualizedPct": 2.35
      },
      "openInterest": {
        "start": 98503.139,
        "end": 95872.91,
        "startUsd": 8309251991,
        "endUsd": 8088797417,
        "change": -2630.229,
        "changePct": -2.67,
        "high": 98640.993,
        "low": 95197.007,
        "startAt": "2026-09-24T00:00:00Z",
        "endAt": "2026-09-25T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9753,
        "buyVol": 78540.28,
        "sellVol": 80529.86,
        "hourlyMax": 1.4912,
        "hourlyMin": 0.6391,
        "last": 0.7762,
        "hoursBuyDominant": 11,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 1.8887,
        "end": 1.9337,
        "changePct": 2.38,
        "longPctEnd": 65.91,
        "avg": 1.9368,
        "startAt": "2026-09-24T00:00:00Z",
        "endAt": "2026-09-25T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 1.1608,
        "end": 1.2193,
        "changePct": 5.04,
        "longPctEnd": 54.94,
        "avg": 1.2148,
        "startAt": "2026-09-24T00:00:00Z",
        "endAt": "2026-09-25T00:00:00Z",
        "partial": false
      }
    },
    "sentiment": {
      "fgi": {
        "value": 71,
        "classification": "Greed",
        "classificationZh": "贪婪",
        "prev": 71,
        "prevClassificationZh": "贪婪",
        "change": 0,
        "at": "2026-09-24T00:00:00Z"
      }
    },
    "score": {
      "configVersion": "2026-09-25.2",
      "trendScore": 0.01,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.4,
      "components": {
        "weightedZ": 0.0046,
        "agreement": 0.229,
        "strength": 0.007,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "nameZh": "当日涨跌",
          "weight": 0.25,
          "available": true,
          "raw": 0.015,
          "z": 0.007,
          "contribution": 0.003
        },
        {
          "key": "mom3d",
          "nameZh": "3 日动量",
          "weight": 0.1,
          "available": true,
          "raw": -2.551,
          "z": -0.662,
          "contribution": -0.106
        },
        {
          "key": "mom7d",
          "nameZh": "7 日动量",
          "weight": 0.1,
          "available": true,
          "raw": 10.46,
          "z": 1.669,
          "contribution": 0.267
        },
        {
          "key": "emaTrend",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.3579,
          "z": 1.047,
          "contribution": 0.168
        },
        {
          "key": "oiChange",
          "nameZh": "持仓量变化",
          "weight": 0.1,
          "available": true,
          "raw": -2.67,
          "z": -0.89,
          "contribution": -0.142
        },
        {
          "key": "fundingChange",
          "nameZh": "资金费率变化",
          "weight": 0.05,
          "available": true,
          "raw": -0.00004114,
          "z": -0.823,
          "contribution": -0.066
        },
        {
          "key": "fundingLevel",
          "nameZh": "资金费率拥挤度",
          "weight": 0.05,
          "available": true,
          "raw": 0.00002144,
          "z": 0.393,
          "contribution": 0.031
        },
        {
          "key": "taker",
          "nameZh": "主动买卖比",
          "weight": 0.1,
          "available": true,
          "raw": 0.9753,
          "z": -0.494,
          "contribution": -0.079
        },
        {
          "key": "retailLs",
          "nameZh": "散户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 5.04,
          "z": -1.008,
          "contribution": -0.081
        },
        {
          "key": "topLs",
          "nameZh": "大户多空比变化",
          "weight": 0.05,
          "available": true,
          "raw": 0.78,
          "z": 0.156,
          "contribution": 0.012
        },
        {
          "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": "2026-09-24",
        "trendScore": 0.01,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.4
      },
      "yesterday": {
        "date": "2026-09-23",
        "trendScore": 0.31,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.56
      },
      "delta": -0.3
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.01（置信度 40%），前一日为「中性偏多」（+0.31）。BTC 收于 $84,410.24，日涨跌 +0.01%，日内振幅 2.45%；3 日 -2.55%，7 日 +10.46%。日线 EMA10/EMA20 处于金叉状态（间距 +2.36%，2026-08-19 金叉，距今 36 天）。衍生品方面，永续持仓量 -2.67%，资金费率日均 +0.0021%（前 7 日 +0.0063%），主动买卖比 0.975，全市场账户多空比 1.161 → 1.219，大户账户多空比 1.305 → 1.315。恐惧贪婪指数 71（贪婪）。主要偏多因子：7 日动量、日线 EMA 趋势；主要偏空因子：持仓量变化、3 日动量。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $84,410.24，UTC 2026-09-24 00:00 开盘 $84,397.60，日涨跌 +0.01%（前收 $84,397.60）",
            "highlight": "grey"
          },
          {
            "text": "日内高 $84,942.45 / 低 $82,874.93，振幅 2.45%；30 日区间 $74,967.97 – $87,395.67",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -2.55%，7 日 +10.46%，30 日 +7.47%；30 日日波动率 2.25%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $82,380.71 / EMA20 $80,390.41，间距 +2.36%（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 36 天",
            "highlight": "green"
          },
          {
            "text": "现货成交 18,704 BTC（约 15.72 亿 USDT），近 7 日成交量较前 7 日 +43.08%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 98,503 → 95,873 BTC（-2.67%，-2,630 BTC），名义价值约 80.89 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0021%（08:00 +0.0048% / 16:00 +0.0014% / 次日 00:00 +0.0002%），前 7 日均值 +0.0063%，年化约 +2.4%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 0.975（买 78,540 / 卖 80,530 BTC），11/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.161 → 1.219（+5.04%）；大户账户多空比 1.305 → 1.315（+0.78%）；大户持仓多空比收于 1.934",
            "highlight": "red"
          },
          {
            "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）：$84,397.60 → $83,978.02，-0.50%，区间 $83,744.70 – $84,494.50，成交 2,780 BTC（占全日 14.9%）",
            "highlight": "red"
          },
          {
            "text": "早午后（UTC 06:00–12:00）：$83,978.02 → $83,494.58，-0.58%，区间 $82,874.93 – $84,622.01，成交 6,314 BTC（占全日 33.8%）",
            "highlight": "red"
          },
          {
            "text": "午后（UTC 12:00–18:00）：$83,494.59 → $84,110.00，+0.74%，区间 $83,346.66 – $84,942.45，成交 6,626 BTC（占全日 35.4%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "收市（UTC 18:00–24:00）：$84,110.00 → $84,410.24，+0.36%，区间 $83,888.00 – $84,660.00，成交 2,983 BTC（占全日 15.9%）",
            "highlight": "green"
          }
        ]
      }
    ],
    "aiStatus": "ok",
    "outlook": "系统研判为「中性偏多」，趋势分 0.01，置信度 0.4。收盘 $84,410.24，较前收上涨 0.01%，振幅 2.45%，低点 $82,874.93、高点 $84,942.45。近 3 日下跌 2.55%，近 7 日上涨 10.46%。永续持仓由 98,503 BTC 降至 95,873 BTC，变动 -2.67%。资金费率日均 +0.0021%，低于近 7 日均值 +0.0063%。主动买卖比 0.975，卖方略占优。恐惧贪婪指数 71，仍属贪婪。标签与前一日同为中性偏多，趋势分由 0.31 降至 0.01。下一交易日关注早午后低点 $82,874.93 与午后高点 $84,942.45。",
    "analysis": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $84,410.24，前收 $84,397.60，上涨 0.01%，振幅 2.45%，高点 $84,942.45、低点 $82,874.93。价格几乎持平，波动有限。",
            "highlight": "grey"
          },
          {
            "text": "日线 EMA10 为 $82,380.71，EMA20 为 $80,390.41，价差占收盘 +2.36%，金叉状态（EMA10 在 EMA20 上方），上次金叉 2026-08-19，已持续 36 日。",
            "highlight": "green"
          },
          {
            "text": "成交 18,704 BTC，成交额 15.72 亿 USDT；近 7 日成交较前 7 日变动 +43.08%。量能高于前一周，但当日价格几乎未动。",
            "highlight": "grey"
          },
          {
            "text": "永续持仓由 98,503 BTC 降至 95,873 BTC，变动 -2.67%，减少 2,630 BTC，名义价值 80.89 亿美元。价格持平而持仓下降。",
            "highlight": "red"
          },
          {
            "text": "资金费率日均 +0.0021%，近 7 日均值 +0.0063%，年化 +2.4%；三次结算为 +0.0048%、+0.0014%、+0.0002%。多头仍付费，但费率逐次走低。",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 0.975，买入 78,540 BTC、卖出 80,530 BTC，买盘占优小时 11/24，末小时 0.776。全天卖方略强，尾段卖压更明显。",
            "highlight": "red"
          }
        ]
      },
      {
        "title": "24H 行情复盘",
        "items": [
          {
            "text": "UTC 00:00–06:00 开 $84,397.60、收 $83,978.02，下跌 0.50%，高 $84,494.50、低 $83,744.70，成交 2,780 BTC，占全日 14.9%。早段阴跌，量能偏低。",
            "highlight": "red"
          },
          {
            "text": "UTC 06:00–12:00 开 $83,978.02、收 $83,494.58，下跌 0.58%，高 $84,622.01、低 $82,874.93，成交 6,314 BTC，占 33.8%。放量下探全日低点。",
            "highlight": "red"
          },
          {
            "text": "UTC 12:00–18:00 开 $83,494.59、收 $84,110.00，上涨 0.74%，高 $84,942.45、低 $83,346.66，成交 6,626 BTC，占 35.4%。放量反弹并创出日内高点。",
            "highlight": "green"
          },
          {
            "text": "UTC 18:00–24:00 开 $84,110.00、收 $84,410.24，上涨 0.36%，高 $84,660.00、低 $83,888.00，成交 2,983 BTC，占 15.9%。收市续涨，量能回落。",
            "highlight": "green"
          }
        ]
      },
      {
        "title": "多空博弈",
        "items": [
          {
            "text": "多方：日线维持金叉，收盘高于 EMA10 $82,380.71 与 EMA20 $80,390.41；近 7 日上涨 10.46%，近 30 日上涨 7.47%。",
            "highlight": "green"
          },
          {
            "text": "多方：大户账户多空比由 1.305 升至 1.315，上升 0.78%；大户持仓多空比由 1.889 升至 1.934，上升 2.38%。",
            "highlight": "green"
          },
          {
            "text": "空方：持仓变动 -2.67%，主动卖出 80,530 BTC 高于买入 78,540 BTC；近 3 日下跌 2.55%，午后反弹未能改变卖方略占优。",
            "highlight": "red"
          },
          {
            "text": "空方：散户多空比由 1.161 升至 1.219，上升 5.04%，多头账户占比 54.94%；恐惧贪婪指数 71，与前一日同为贪婪。",
            "highlight": "red"
          },
          {
            "text": "综合：研判仍为中性偏多，趋势分 0.01，前一交易日为 0.31。7 日动量贡献 0.267（z 1.669）与日线均线贡献 0.168 偏多，3 日动量贡献 -0.106、持仓贡献 -0.142 偏空。",
            "highlight": "grey"
          }
        ]
      },
      {
        "title": "风险提示",
        "items": [
          {
            "text": "散户多空比上升 5.04%，恐惧贪婪指数维持 71，情绪与散户多头偏热，同时价格近乎持平、持仓下降，存在背离。",
            "highlight": "red"
          },
          {
            "text": "资金费率由 +0.0048% 降至 +0.0002%，多头付费意愿减弱；末小时主动买卖比 0.776，短线卖盘偏重。",
            "highlight": "red"
          },
          {
            "text": "30 日区间为 $74,967.97 – $87,395.67，30 日已实现波动 2.25%；日内曾至 $82,874.93 后又触及 $84,942.45，路径仍可能反复。",
            "highlight": "grey"
          }
        ]
      }
    ],
    "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",
      "taker": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "retailLongShort": "https://www.binance.com",
      "fgi": "https://api.alternative.me/fng/"
    },
    "dataQuality": {
      "missing": [],
      "warnings": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": "2026-09-25T15:09:44.777Z"
  }
}