Implement dual target-close paths and residual option expiry.

Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed.

Co-authored-by: Cursor <cursoragent@cursor.com>

scripts/gen_strategy_xmind.py

@@ -395,41 +395,35 @@ def bodies() -> dict[str, list[str]]:
             topic(
                 "平仓",
                 [
-                    L("触发即全平 · 先期权后永续"),
+                    L("两大类：目标平仓 · 到期平仓"),
                     G(
-                        "主出场",
+                        "目标A · 双腿全平",
                         [
-                            "净利 = 双腿浮盈 − 预估平仓费",
-                            "默认目标 ≥ 15 USDT",
-                            "或 ≥ 权利金 × 1.0",
+                            "净利达标 + 期权非远虚",
+                            "先期权后永续",
+                            "流动性闸门：深度 + 标记偏差30%",
                         ],
                     ),
                     G(
-                        "流动性闸门",
+                        "目标B · 只平永续",
                         [
-                            "买一深度足够",
-                            "买一偏离标记 ≤ 30%",
-                            "不满足则等待",
+                            "净利达标 + 期权远虚(内在约0)",
+                            "100x杠杆下波动约1%常远虚",
+                            "期权归档到期 · 不再盯盘",
+                            "逐仓不挡下一组开仓",
+                            "下一组不扫描残留期权",
                         ],
                     ),
                     G(
-                        "到期全平",
+                        "到期平仓",
                         [
-                            "上海 16:00（OKX）",
-                            "绕过闸门 · 暂停也执行",
-                            "亏权利金 = 预算成本",
+                            "目标未达标 → 持有到到期",
+                            "期权按内在价值结算",
+                            "活跃组若有永续一并平",
+                            "残留组只结归档期权",
                         ],
                     ),
                     L("另有：紧急全平 / 手动平仓"),
-                    G(
-                        "执行",
-                        [
-                            "① 确认期权买一",
-                            "② 平期权入账",
-                            "③ 瞬时平永续",
-                            "④ 失败则回滚",
-                        ],
-                    ),
                 ],
                 style_id="sty-ops_close",
                 marker="arrow-down",
@@ -551,15 +545,15 @@ def mm_flat() -> list[str]:
                 mm("心法与节奏", [mm(x) for x in ["有波动多做", "目标 15U", "休息 5 分钟", "最多 1 组"]]),
                 mm("仓位结构", [mm(x) for x in ["永续 1 · 期权 2", "先期权后永续", "ATM 选向"]]),
                 mm("开仓", [mm(x) for x in ["前置检查", "选约门槛", "四步执行"]]),
-                mm("平仓", [mm(x) for x in ["净利达标", "流动性闸门", "到期全平"]]),
+                mm("平仓", [mm(x) for x in ["目标A双腿", "目标B只平永续", "到期结算"]]),
                 mm("关键参数", [mm(x) for x in ["仓位/杠杆/费率", "目标/休息/周末", "选约/偏差"]]),
             ],
         ),
-        mm("⑥  风险评估", [mm(x) for x in ["横盘磨损", "SIM≠实盘", "方向/流动性/保证金", "不做卖方与叠仓"]]),
+        mm("⑥  风险评估", [mm(x) for x in ["横盘磨损", "SIM≠实盘", "方向/流动性/保证金", "残留不挡新开"]]),
         mm("⑦  纪律要求", [mm(x) for x in [
-            "单组 · 休息 · 周末",
-            "不硬砸 · 看净利",
-            "不报复 · 不叠仓",
+            "活跃1组 · 残留可共存",
+            "远虚归档 · 不挡新开",
+            "看净利 · 不报复",
             "SIM 后再放大",
         ]]),
     ]