{
 "date": "2026-07-27",
 "isTradingDay": true,
 "indices": [
  {
   "code": "000001",
   "name": "上证指数",
   "close": 3858.245,
   "dayChangePct": 1.15,
   "weekChangePct": 1.63,
   "volumeRatio20": 0.77,
   "amount": 1031312143065.2,
   "drawdown20Pct": -6.18,
   "weekDaily": [
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     "date": "2026-07-21",
     "pct": 1.79
    },
    {
     "date": "2026-07-22",
     "pct": 0.07
    },
    {
     "date": "2026-07-23",
     "pct": 0.25
    },
    {
     "date": "2026-07-24",
     "pct": -1.61
    },
    {
     "date": "2026-07-27",
     "pct": 1.15
    }
   ]
  },
  {
   "code": "399001",
   "name": "深证成指",
   "close": 14148.73,
   "dayChangePct": 2.72,
   "weekChangePct": 3.96,
   "volumeRatio20": 1.12,
   "amount": 1045308334718.688,
   "drawdown20Pct": -12.69,
   "weekDaily": [
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     "date": "2026-07-21",
     "pct": 4.81
    },
    {
     "date": "2026-07-22",
     "pct": -1.42
    },
    {
     "date": "2026-07-23",
     "pct": 0.44
    },
    {
     "date": "2026-07-24",
     "pct": -2.47
    },
    {
     "date": "2026-07-27",
     "pct": 2.72
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   ]
  },
  {
   "code": "399006",
   "name": "创业板指",
   "close": 3590.7872,
   "dayChangePct": 3.16,
   "weekChangePct": 4.29,
   "volumeRatio20": 0.68,
   "amount": 238454148103,
   "drawdown20Pct": -17.31,
   "weekDaily": [
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     "date": "2026-07-21",
     "pct": 7.05
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    {
     "date": "2026-07-22",
     "pct": -3.23
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    {
     "date": "2026-07-23",
     "pct": 0.25
    },
    {
     "date": "2026-07-24",
     "pct": -2.65
    },
    {
     "date": "2026-07-27",
     "pct": 3.16
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   ]
  },
  {
   "code": "000688",
   "name": "科创50",
   "close": 1807.951,
   "dayChangePct": 1.16,
   "weekChangePct": 5.19,
   "volumeRatio20": 0.64,
   "amount": 123092124566,
   "drawdown20Pct": -18.11,
   "weekDaily": [
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     "date": "2026-07-21",
     "pct": 10.73
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    {
     "date": "2026-07-22",
     "pct": -2.26
    },
    {
     "date": "2026-07-23",
     "pct": -3.78
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    {
     "date": "2026-07-24",
     "pct": -0.14
    },
    {
     "date": "2026-07-27",
     "pct": 1.16
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   ]
  },
  {
   "code": "000300",
   "name": "沪深300",
   "close": 4702.4272,
   "dayChangePct": 1.15,
   "weekChangePct": 2.26,
   "volumeRatio20": 0.66,
   "amount": 604552358161.4,
   "drawdown20Pct": -5.56,
   "weekDaily": [
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     "date": "2026-07-21",
     "pct": 3.06
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    {
     "date": "2026-07-22",
     "pct": -0.46
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    {
     "date": "2026-07-23",
     "pct": 0.23
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    {
     "date": "2026-07-24",
     "pct": -1.67
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    {
     "date": "2026-07-27",
     "pct": 1.15
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   ]
  },
  {
   "code": "000852",
   "name": "中证1000",
   "close": 7228.7845,
   "dayChangePct": 3.33,
   "weekChangePct": 3.78,
   "volumeRatio20": 0.67,
   "amount": 390089645451.7,
   "drawdown20Pct": -18.56,
   "weekDaily": [
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     "pct": 4.23
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    {
     "date": "2026-07-22",
     "pct": -1.39
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    {
     "date": "2026-07-23",
     "pct": 0.51
    },
    {
     "date": "2026-07-24",
     "pct": -2.78
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    {
     "date": "2026-07-27",
     "pct": 3.33
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   ]
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 ],
 "normalized": {
  "dates": [
   "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",
   "2026-07-24",
   "2026-07-27"
  ],
  "series": [
   {
    "name": "上证指数",
    "values": [
     100,
     99.89,
     100.28,
     99.85,
     101.63,
     100.24,
     100.35,
     100.58,
     98.31,
     99.45,
     99.95,
     100.39,
     98.35,
     98.71,
     98.65,
     97.41,
     96.93,
     98.54,
     97.55,
     95.54,
     96.84,
     96.56,
     94.77,
     91.89,
     92.67,
     94.33,
     94.4,
     94.64,
     93.11,
     94.18
    ]
   },
   {
    "name": "深证成指",
    "values": [
     100,
     100.93,
     102.25,
     103.22,
     105.42,
     102.08,
     103.35,
     105.23,
     101.62,
     101.81,
     104.34,
     103.79,
     99.79,
     100.43,
     99.26,
     98.03,
     96.19,
     99.15,
     96.88,
     93.51,
     96.1,
     95.16,
     93.29,
     88.25,
     87.63,
     91.84,
     90.54,
     90.94,
     88.69,
     91.1
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   },
   {
    "name": "创业板指",
    "values": [
     100,
     101.72,
     103.31,
     105.43,
     108.08,
     103.93,
     105.4,
     108.39,
     103.98,
     104.54,
     107.67,
     105.63,
     99.6,
     99.66,
     97.9,
     96.98,
     95.33,
     99.62,
     95.27,
     92.31,
     95.48,
     94.33,
     91.54,
     85,
     85.36,
     91.38,
     88.43,
     88.64,
     86.3,
     89.02
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   },
   {
    "name": "科创50",
    "values": [
     100,
     100.58,
     105.29,
     109.33,
     111.47,
     109.6,
     113.79,
     118.19,
     116.24,
     121.6,
     126.28,
     123.15,
     113.67,
     113,
     114.17,
     114.49,
     115.32,
     125.02,
     118.11,
     114.07,
     114.95,
     110.06,
     105.64,
     98.12,
     98.3,
     108.86,
     106.39,
     102.37,
     102.22,
     103.41
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   },
   {
    "name": "沪深300",
    "values": [
     100,
     99.85,
     100.81,
     101.02,
     103.43,
     100.57,
     101.05,
     102.62,
     99.52,
     100.72,
     101.79,
     101.38,
     98.38,
     98.99,
     98.98,
     97.97,
     97.22,
     99.69,
     97.73,
     95.99,
     98.05,
     97.85,
     96.05,
     92.59,
     94,
     96.88,
     96.43,
     96.65,
     95.04,
     96.13
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   },
   {
    "name": "中证1000",
    "values": [
     100,
     101.47,
     102.15,
     102.93,
     104.04,
     101.86,
     103.2,
     103.58,
     100.94,
     100.9,
     103.39,
     104.17,
     101.22,
     101.17,
     99.43,
     97.42,
     95.27,
     97.4,
     96.21,
     91.39,
     93,
     91.75,
     89.56,
     84.12,
     81.74,
     85.2,
     84.01,
     84.44,
     82.1,
     84.83
    ]
   }
  ]
 },
 "divergences": [
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   "a": "半导体ETF",
   "b": "红利ETF",
   "aWeekPct": 8.08,
   "bWeekPct": -0.31,
   "spreadPp": 8.39,
   "aDayPct": 0.99,
   "bDayPct": 0.28,
   "daySpreadPp": 0.71,
   "severity": "critical"
  },
  {
   "a": "科创50ETF",
   "b": "红利ETF",
   "aWeekPct": 5.29,
   "bWeekPct": -0.31,
   "spreadPp": 5.6,
   "aDayPct": 1.38,
   "bDayPct": 0.28,
   "daySpreadPp": 1.1,
   "severity": "warn"
  },
  {
   "a": "创业板ETF",
   "b": "银行ETF",
   "aWeekPct": 3.88,
   "bWeekPct": -0.37,
   "spreadPp": 4.25,
   "aDayPct": 2.96,
   "bDayPct": 0.12,
   "daySpreadPp": 2.84,
   "severity": "warn"
  }
 ],
 "supportLadders": [
  {
   "index": "上证指数",
   "close": 3858.245,
   "levels": [
    {
     "date": "2026-07-20",
     "low": 3741.1099,
     "distancePct": 3.0359684260589974
    }
   ]
  },
  {
   "index": "创业板指",
   "close": 3590.7872,
   "levels": [
    {
     "date": "2026-07-20",
     "low": 3338.2134,
     "distancePct": 7.03393952167369
    },
    {
     "date": "2026-04-29",
     "low": 3578.4228,
     "distancePct": 0.3443367515624537
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   ]
  },
  {
   "index": "沪深300",
   "close": 4702.4272,
   "levels": [
    {
     "date": "2026-07-17",
     "low": 4492.085,
     "distancePct": 4.473055957144856
    },
    {
     "date": "2026-06-08",
     "low": 4677.5682,
     "distancePct": 0.5286418894480786
    }
   ]
  }
 ],
 "etfs": [
  {
   "code": "512480",
   "name": "半导体ETF",
   "dayPct": 0.99,
   "weekPct": 8.08,
   "volumeRatio20": 0.9,
   "amount": 1635659936
  },
  {
   "code": "512000",
   "name": "券商ETF",
   "dayPct": 0.38,
   "weekPct": -0.94,
   "volumeRatio20": 0.48,
   "amount": 730081688
  },
  {
   "code": "512800",
   "name": "银行ETF",
   "dayPct": 0.12,
   "weekPct": -0.37,
   "volumeRatio20": 0.66,
   "amount": 720619453
  },
  {
   "code": "510880",
   "name": "红利ETF",
   "dayPct": 0.28,
   "weekPct": -0.31,
   "volumeRatio20": 0.71,
   "amount": 691522429
  },
  {
   "code": "512010",
   "name": "医药ETF",
   "dayPct": 0.82,
   "weekPct": -2.13,
   "volumeRatio20": 0.53,
   "amount": 407481394
  },
  {
   "code": "159992",
   "name": "创新药ETF",
   "dayPct": 2.38,
   "weekPct": -1.26,
   "volumeRatio20": 0.7,
   "amount": 1083381755.665
  },
  {
   "code": "159611",
   "name": "电力ETF",
   "dayPct": 0.85,
   "weekPct": -1.67,
   "volumeRatio20": 0.76,
   "amount": 537434296.842
  },
  {
   "code": "159915",
   "name": "创业板ETF",
   "dayPct": 2.96,
   "weekPct": 3.88,
   "volumeRatio20": 0.82,
   "amount": 6740596949.306
  },
  {
   "code": "588000",
   "name": "科创50ETF",
   "dayPct": 1.38,
   "weekPct": 5.29,
   "volumeRatio20": 0.72,
   "amount": 7625768835
  },
  {
   "code": "510300",
   "name": "沪深300ETF",
   "dayPct": 1.11,
   "weekPct": 2.22,
   "volumeRatio20": 0.64,
   "amount": 4584814670
  }
 ],
 "breadth": {
  "up": 4885,
  "down": 268,
  "flat": 49,
  "limitUp": 121,
  "limitDown": 6
 },
 "breadthStats": {
  "upDownRatio": 18.23,
  "advancePct": 93.91
 },
 "margin": {
  "latestDate": "2026-07-27",
  "latest": 2698570219023,
  "prev": 2687936178233,
  "dayChange": 10634040790,
  "streakDays": 1,
  "recent": [
   {
    "date": "2026-07-14",
    "rzye": 2878117071621,
    "rzrqye": 2899438373510,
    "rzjme": -11015672732
   },
   {
    "date": "2026-07-15",
    "rzye": 2866353440830,
    "rzrqye": 2887495215247,
    "rzjme": -11763630791
   },
   {
    "date": "2026-07-16",
    "rzye": 2837700611815,
    "rzrqye": 2858154959982,
    "rzjme": -28652829015
   },
   {
    "date": "2026-07-17",
    "rzye": 2757567309963,
    "rzrqye": 2776985729001,
    "rzjme": -80133301852
   },
   {
    "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
   },
   {
    "date": "2026-07-24",
    "rzye": 2666603061105,
    "rzrqye": 2687936178233,
    "rzjme": -22258089730
   },
   {
    "date": "2026-07-27",
    "rzye": 2676678601402,
    "rzrqye": 2698570219023,
    "rzjme": 10075540297
   }
  ]
 },
 "totalTurnover": 2076620477783.2,
 "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": 18.671979,
  "previousValuePct": 20.270625,
  "dayChangePct": -7.886518,
  "currentDate": "2026-07-27",
  "previousDate": "2026-07-24",
  "asOf": "2026-07-27 15:40:38",
  "methodology": "near_month_atm_call_put_mean",
  "symbols": [
   "CFFEX.IO2608-C-4700",
   "CFFEX.IO2608-P-4700"
  ],
  "source": "tqsdk",
  "riskFreeRate": 0.025,
  "isOfficialVix": false
 },
 "global": [
  {
   "name": "道琼斯",
   "price": 51947.25,
   "pctChg": 0.46
  },
  {
   "name": "纳斯达克",
   "price": 24975.82,
   "pctChg": -0.64
  },
  {
   "name": "标普500",
   "price": 7411.98,
   "pctChg": 0.05
  },
  {
   "name": "COMEX黄金",
   "price": 4105.2,
   "pctChg": 0.85
  },
  {
   "name": "沪金主连",
   "price": 893.12,
   "pctChg": 1.36
  },
  {
   "name": "沪银主连",
   "price": 14558,
   "pctChg": 2.85
  },
  {
   "name": "铁矿石主连",
   "price": 741,
   "pctChg": -0.67
  },
  {
   "name": "豆粕主连",
   "price": 3164,
   "pctChg": -1.89
  },
  {
   "name": "纯碱主连",
   "price": 995,
   "pctChg": -0.9
  },
  {
   "name": "原油主连",
   "price": 542.1,
   "pctChg": -8.03
  }
 ],
 "caveats": [
  "数据质量等级：formal",
  "历史回跑复用2026-07-27同日不可变原始观测，来源哈希与日期均已复核，未使用其他日期数据",
  "量能20日基线由本次多源历史重建，共20个已匹配交易日",
  "行情数据源含腾讯降级路径：历史K线无成交额，量比/量能比按成交量（手）估算，与成交额口径存在偏差",
  "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-primary 子 Agent 失败：LLM HTTP 429: {\"error\":{\"code\":\"AccountQuotaExceeded\",\"message\":\"You have exceeded the 5-hour usage quota. It will reset",
  "路径假设 path-funding 子 Agent 失败：LLM HTTP 429: {\"error\":{\"code\":\"AccountQuotaExceeded\",\"message\":\"You have exceeded the 5-hour usage quota. It will reset",
  "路径假设 path-rotation 子 Agent 失败：LLM HTTP 429: {\"error\":{\"code\":\"AccountQuotaExceeded\",\"message\":\"You have exceeded the 5-hour usage quota. It will reset",
  "路径假设 path-external 子 Agent 失败：LLM HTTP 429: {\"error\":{\"code\":\"AccountQuotaExceeded\",\"message\":\"You have exceeded the 5-hour usage quota. It will reset",
  "全部路径假设子 Agent 失败，主 Agent 将回退至单路径假设生成"
 ],
 "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": "warn",
   "text": "深证成指单日大涨2.72%"
  },
  {
   "id": "A2",
   "severity": "warn",
   "text": "创业板指单日大涨3.16%"
  },
  {
   "id": "A3",
   "severity": "warn",
   "text": "科创50近5日累计上涨5.19%"
  },
  {
   "id": "A4",
   "severity": "warn",
   "text": "中证1000单日大涨3.33%"
  },
  {
   "id": "A5",
   "severity": "critical",
   "text": "板块背离：半导体ETF周涨跌8.08% vs 红利ETF周涨跌-0.31%，剪刀差8.39个百分点"
  },
  {
   "id": "A6",
   "severity": "warn",
   "text": "板块背离：科创50ETF周涨跌5.29% vs 红利ETF周涨跌-0.31%，剪刀差5.60个百分点"
  },
  {
   "id": "A7",
   "severity": "warn",
   "text": "板块背离：创业板ETF周涨跌3.88% vs 银行ETF周涨跌-0.37%，剪刀差4.25个百分点"
  },
  {
   "id": "A8",
   "severity": "warn",
   "text": "普涨格局：上涨4885家 vs 下跌268家"
  },
  {
   "id": "A9",
   "severity": "warn",
   "text": "涨停家数121家，情绪活跃"
  }
 ]
}