{
 "date": "2026-07-23",
 "isTradingDay": true,
 "indices": [
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   "code": "000001",
   "name": "上证指数",
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   "dayChangePct": 0.25,
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   "drawdown20Pct": -5.73,
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     "date": "2026-07-20",
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    {
     "date": "2026-07-22",
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   "code": "399001",
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   "dayChangePct": 0.44,
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   "volumeRatio20": 1.18,
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   "drawdown20Pct": -12.85,
   "weekDaily": [
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   "code": "399006",
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     "date": "2026-07-23",
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     "date": "2026-07-22",
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     "date": "2026-07-23",
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     "date": "2026-07-23",
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     "date": "2026-07-22",
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    {
     "date": "2026-07-23",
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 ],
 "normalized": {
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   "2026-06-12",
   "2026-06-15",
   "2026-06-16",
   "2026-06-17",
   "2026-06-18",
   "2026-06-22",
   "2026-06-23",
   "2026-06-24",
   "2026-06-25",
   "2026-06-26",
   "2026-06-29",
   "2026-06-30",
   "2026-07-01",
   "2026-07-02",
   "2026-07-03",
   "2026-07-06",
   "2026-07-07",
   "2026-07-08",
   "2026-07-09",
   "2026-07-10",
   "2026-07-13",
   "2026-07-14",
   "2026-07-15",
   "2026-07-16",
   "2026-07-17",
   "2026-07-20",
   "2026-07-21",
   "2026-07-22",
   "2026-07-23"
  ],
  "series": [
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     102.75,
     102.63,
     103.04,
     102.6,
     104.42,
     102.99,
     103.11,
     103.34,
     101.01,
     102.18,
     102.69,
     103.15,
     101.05,
     101.42,
     101.36,
     100.08,
     99.6,
     101.24,
     100.23,
     98.16,
     99.5,
     99.21,
     97.38,
     94.41,
     95.22,
     96.92,
     96.99,
     97.24
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   },
   {
    "name": "深证成指",
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     104.57,
     105.54,
     106.93,
     107.94,
     110.24,
     106.75,
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     106.26,
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     107.65,
     109.34,
     111.57,
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     110,
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     110.05,
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     96.88,
     89.96,
     90.34,
     96.71,
     93.58,
     93.81
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   },
   {
    "name": "科创50",
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     105.17,
     105.77,
     110.73,
     114.98,
     117.23,
     115.27,
     119.67,
     124.3,
     122.25,
     127.89,
     132.81,
     129.51,
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     118.84,
     120.07,
     120.4,
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     119.96,
     120.89,
     115.75,
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     114.48,
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   {
    "name": "沪深300",
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     105.01,
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     102.53,
     101.48,
     100.7,
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   {
    "name": "中证1000",
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     103.84,
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     99.49,
     101.72,
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     95.45,
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     95.81,
     93.53,
     87.85,
     85.37,
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     87.74,
     88.19
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 },
 "divergences": [
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   "b": "红利ETF",
   "aWeekPct": -4.57,
   "bWeekPct": 4.26,
   "spreadPp": -8.83,
   "aDayPct": -3.99,
   "bDayPct": 0.83,
   "daySpreadPp": -4.82,
   "severity": "critical"
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   "bWeekPct": 4.26,
   "spreadPp": -7.19,
   "aDayPct": -3.43,
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   "daySpreadPp": -4.26,
   "severity": "critical"
  },
  {
   "a": "创业板ETF",
   "b": "银行ETF",
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   "bWeekPct": 2.69,
   "spreadPp": -6.07,
   "aDayPct": 0.31,
   "bDayPct": 0.5,
   "daySpreadPp": -0.19,
   "severity": "critical"
  }
 ],
 "supportLadders": [
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   "index": "上证指数",
   "close": 3876.7774,
   "levels": [
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     "date": "2026-07-20",
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     "distancePct": 3.4994916138336967
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    {
     "date": "2026-06-08",
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   ]
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 ],
 "etfs": [
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   "dayPct": -3.99,
   "weekPct": -4.57,
   "volumeRatio20": 0.85,
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  },
  {
   "code": "512000",
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   "dayPct": 1.32,
   "weekPct": 1.32,
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  },
  {
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   "weekPct": 2.69,
   "volumeRatio20": 1.07,
   "amount": 1140740994
  },
  {
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   "amount": 916799888
  },
  {
   "code": "512010",
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   "volumeRatio20": 0.69,
   "amount": 536498411
  },
  {
   "code": "159992",
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   "weekPct": -3.52,
   "volumeRatio20": 0.71,
   "amount": 1081289997.016
  },
  {
   "code": "159611",
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   "volumeRatio20": 1.71,
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  },
  {
   "code": "159915",
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   "volumeRatio20": 0.78,
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  },
  {
   "code": "588000",
   "name": "科创50ETF",
   "dayPct": -3.43,
   "weekPct": -2.93,
   "volumeRatio20": 0.96,
   "amount": 10026719748
  },
  {
   "code": "510300",
   "name": "沪深300ETF",
   "dayPct": 0.46,
   "weekPct": 0.72,
   "volumeRatio20": 0.36,
   "amount": 2775499281
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 ],
 "breadth": {
  "up": 3997,
  "down": 1143,
  "flat": 58,
  "limitUp": 128,
  "limitDown": 2
 },
 "breadthStats": {
  "upDownRatio": 3.5,
  "advancePct": 76.89
 },
 "margin": {
  "latestDate": "2026-07-23",
  "latest": 2710311916335,
  "prev": 2719774360378,
  "dayChange": -9462444043,
  "streakDays": -1,
  "recent": [
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    "date": "2026-07-10",
    "rzye": 2922803468265,
    "rzrqye": 2944773484725,
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   },
   {
    "date": "2026-07-13",
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    "rzrqye": 2910194967485,
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   {
    "date": "2026-07-14",
    "rzye": 2878117071621,
    "rzrqye": 2899438373510,
    "rzjme": -11015672732
   },
   {
    "date": "2026-07-15",
    "rzye": 2866353440830,
    "rzrqye": 2887495215247,
    "rzjme": -11763630791
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   {
    "date": "2026-07-16",
    "rzye": 2837700611815,
    "rzrqye": 2858154959982,
    "rzjme": -28652829015
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   {
    "date": "2026-07-17",
    "rzye": 2757567309963,
    "rzrqye": 2776985729001,
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   {
    "date": "2026-07-20",
    "rzye": 2697775937807,
    "rzrqye": 2717576940615,
    "rzjme": -59791372156
   },
   {
    "date": "2026-07-21",
    "rzye": 2697878974732,
    "rzrqye": 2718281558321,
    "rzjme": 103036925
   },
   {
    "date": "2026-07-22",
    "rzye": 2698625733615,
    "rzrqye": 2719774360378,
    "rzjme": 746758883
   },
   {
    "date": "2026-07-23",
    "rzye": 2688861150835,
    "rzrqye": 2710311916335,
    "rzjme": -9764582780
   }
  ]
 },
 "totalTurnover": 2195301282913.1,
 "turnoverRatio20": 0.73,
 "impliedVolatility": {
  "name": "沪深300近月平值期权隐含波动率",
  "underlying": "SSE.000300",
  "optionProduct": "CFFEX.IO",
  "valuePct": 18.73528,
  "previousValuePct": 19.754096,
  "dayChangePct": -5.157492,
  "currentDate": "2026-07-23",
  "previousDate": "2026-07-22",
  "asOf": "2026-07-23 15:41:37",
  "methodology": "near_month_atm_call_put_mean",
  "symbols": [
   "CFFEX.IO2608-C-4750",
   "CFFEX.IO2608-P-4750"
  ],
  "source": "tqsdk",
  "riskFreeRate": 0.025,
  "isOfficialVix": false
 },
 "global": [
  {
   "name": "道琼斯",
   "price": 52218.58,
   "pctChg": -0.01
  },
  {
   "name": "纳斯达克",
   "price": 25690.9,
   "pctChg": -0.57
  },
  {
   "name": "标普500",
   "price": 7498.96,
   "pctChg": -0.14
  },
  {
   "name": "COMEX黄金",
   "price": 4106.2,
   "pctChg": -1.1
  },
  {
   "name": "沪金主连",
   "price": 899.08,
   "pctChg": -0.01
  },
  {
   "name": "沪银主连",
   "price": 14614,
   "pctChg": 0.57
  },
  {
   "name": "铁矿石主连",
   "price": 747.5,
   "pctChg": 1.08
  },
  {
   "name": "豆粕主连",
   "price": 3175,
   "pctChg": 0.92
  },
  {
   "name": "纯碱主连",
   "price": 1007,
   "pctChg": -0.59
  },
  {
   "name": "原油主连",
   "price": 573,
   "pctChg": 2.43
  }
 ],
 "caveats": [
  "数据质量等级：formal",
  "历史回跑复用2026-07-23同日已发布原始观测（sourceRunId=manual-2026-07-23-334a3069cc5223e378dd4ebfb5b939a0），未使用其他日期数据",
  "量能20日基线由本次多源日K历史重建，共59个已匹配交易日",
  "行情数据源含新浪降级路径：K 线无成交额，且该接口在 Cloudflare 出口常空；量比按成交量估算",
  "路径假设 path-funding 子 Agent 失败：empty content (reasoning_len=10369)",
  "路径假设 path-external 子 Agent 失败：LLM HTTP 524: error code: 524\n"
 ],
 "fetchStatus": {
  "ricequant": "ok",
  "index_klines": "ok",
  "etf_klines": "ok",
  "breadth": "ok",
  "margin": "ok",
  "implied_volatility": "ok",
  "turnover": "ok",
  "turnover_ratio": "ok",
  "sz_composite": "ok"
 },
 "flags": [
  {
   "id": "A1",
   "severity": "critical",
   "text": "科创50单日大跌-3.78%"
  },
  {
   "id": "A2",
   "severity": "warn",
   "text": "中证1000近5日累计下跌-5.72%"
  },
  {
   "id": "A3",
   "severity": "critical",
   "text": "板块背离：半导体ETF周涨跌-4.57% vs 红利ETF周涨跌4.26%，剪刀差-8.83个百分点"
  },
  {
   "id": "A4",
   "severity": "critical",
   "text": "板块背离：科创50ETF周涨跌-2.93% vs 红利ETF周涨跌4.26%，剪刀差-7.19个百分点"
  },
  {
   "id": "A5",
   "severity": "critical",
   "text": "板块背离：创业板ETF周涨跌-3.38% vs 银行ETF周涨跌2.69%，剪刀差-6.07个百分点"
  },
  {
   "id": "A6",
   "severity": "warn",
   "text": "涨停家数128家，情绪活跃"
  }
 ]
}