dekun
4994aaab16
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>
635 lines
22 KiB
Python
635 lines
22 KiB
Python
#!/usr/bin/env python3
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"""高逼格 XMind 8 逻辑图：大字号、短文案、深蓝金配色。"""
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from __future__ import annotations
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import uuid
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import zipfile
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import xml.sax.saxutils as xu
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from pathlib import Path
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OUT_DIR = Path(__file__).resolve().parents[1] / "docs"
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# 商务色：午夜蓝 + 香槟金 + 冷灰层级
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C = {
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"root": dict(
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fill="#0B1F3A",
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border="#C9A227",
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font="#F5F0E6",
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size="20pt",
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weight="700",
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shape="org.xmind.topicShape.roundedRect",
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),
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"L1": dict(size="14pt", weight="700", shape="org.xmind.topicShape.roundedRect"),
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"L2": dict(size="12pt", weight="600", shape="org.xmind.topicShape.roundedRect"),
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"L3": dict(size="11pt", weight="600", shape="org.xmind.topicShape.roundedRect"),
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"leaf": dict(
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fill="#FFFFFF",
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border="#E6EAF0",
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font="#2C3E50",
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size="11pt",
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weight="400",
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shape="org.xmind.topicShape.roundedRect",
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),
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}
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SECTIONS = [
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dict(
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key="option",
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title="① 期权",
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marker="flag-red",
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fill="#FFF5F5",
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border="#C0392B",
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font="#7B241C",
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kids="option",
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),
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dict(
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key="perp",
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title="② 永续合约",
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marker="flag-blue",
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fill="#F4F8FC",
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border="#1F4E79",
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font="#1A365D",
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kids="perp",
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),
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dict(
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key="design",
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title="③ 设计理念",
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marker="flag-purple",
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fill="#F8F5FB",
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border="#6C3483",
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font="#4A235A",
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kids="design",
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),
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dict(
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key="capital",
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title="④ 资金要求",
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marker="flag-green",
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fill="#F3FAF6",
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border="#1E8449",
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font="#145A32",
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kids="capital",
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),
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dict(
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key="ops",
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title="⑤ 操盘思路",
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marker="flag-orange",
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fill="#FFFBF2",
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border="#B9770E",
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font="#7E5109",
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kids="ops",
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),
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dict(
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key="risk",
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title="⑥ 风险评估",
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marker="flag-yellow",
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fill="#FFFCF2",
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border="#B7950B",
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font="#7D6608",
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kids="risk",
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),
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dict(
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key="discipline",
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title="⑦ 纪律要求",
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marker="people-blue",
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fill="#F4F6F7",
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border="#566573",
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font="#2C3E50",
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kids="discipline",
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),
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]
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def nid() -> str:
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return uuid.uuid4().hex[:16]
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def sty(sid: str, fill: str, border: str, font: str, size: str, weight: str, shape: str) -> str:
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return (
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f'<style id="{sid}" type="topic"><topic-properties '
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f'shape-class="{shape}" svg:fill="{fill}" '
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f'border-line-color="{border}" border-line-width="2pt" '
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f'fo:color="{font}" fo:font-family="Microsoft YaHei UI,Microsoft YaHei,SansSerif" '
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f'fo:font-size="{size}" fo:font-weight="{weight}" '
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f'line-class="org.xmind.branchConnection.roundedelbow" '
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f'line-color="{border}" line-width="2pt" '
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f'margin-top="4pt" margin-bottom="4pt" '
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f'margin-left="12pt" margin-right="12pt"/>'
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f"</style>"
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)
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def styles_xml() -> str:
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chunks = [
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'<?xml version="1.0" encoding="UTF-8" standalone="no"?>',
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'<xmap-styles xmlns="urn:xmind:xmap:xmlns:style:2.0"',
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' xmlns:fo="http://www.w3.org/1999/XSL/Format"',
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' xmlns:svg="http://www.w3.org/2000/svg" version="2.0">',
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" <automatic-styles>",
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' <style id="map-luxury" type="map">',
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' <map-properties multi-line-colors="#C9A227 #1F4E79 #1E8449 #B9770E #6C3483 #C0392B #566573"',
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' color-gradient="none" line-tapered="none" svg:fill="#EEF2F6"/>',
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" </style>",
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" </automatic-styles>",
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" <styles>",
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" "
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+ sty(
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"sty-root",
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C["root"]["fill"],
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C["root"]["border"],
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C["root"]["font"],
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C["root"]["size"],
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C["root"]["weight"],
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C["root"]["shape"],
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),
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" "
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+ sty(
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"sty-leaf",
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C["leaf"]["fill"],
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C["leaf"]["border"],
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C["leaf"]["font"],
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C["leaf"]["size"],
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C["leaf"]["weight"],
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C["leaf"]["shape"],
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),
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" "
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+ sty("sty-pro", "#EAF7EF", "#1E8449", "#145A32", "12pt", "600", C["L2"]["shape"]),
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" "
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+ sty("sty-con", "#FDEDEC", "#C0392B", "#7B241C", "12pt", "600", C["L2"]["shape"]),
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" "
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+ sty("sty-sub", "#FFFFFF", "#C9A227", "#0B1F3A", "12pt", "600", C["L2"]["shape"]),
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]
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for s in SECTIONS:
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chunks.append(
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" "
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+ sty(
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f"sty-{s['key']}",
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s["fill"],
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s["border"],
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s["font"],
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C["L1"]["size"],
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C["L1"]["weight"],
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C["L1"]["shape"],
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)
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)
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# 操盘二级强调色
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for key, fill, border, font in [
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("ops_mind", "#FFF8E1", "#F4D03F", "#7D6608"),
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("ops_pos", "#E8F6F3", "#16A085", "#0E6655"),
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("ops_open", "#E9F7EF", "#27AE60", "#196F3D"),
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("ops_close", "#F5EEF8", "#8E44AD", "#5B2C6F"),
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("ops_param", "#EBF5FB", "#2980B9", "#1A5276"),
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]:
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chunks.append(
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" " + sty(f"sty-{key}", fill, border, font, "12pt", "600", C["L2"]["shape"])
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)
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chunks.append(" </styles>")
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chunks.append("</xmap-styles>\n")
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return "\n".join(chunks)
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def topic(
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title: str,
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children: list[str] | None = None,
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*,
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style_id: str | None = None,
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marker: str | None = None,
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structure_class: str | None = None,
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tid: str | None = None,
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) -> str:
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tid = tid or nid()
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attrs = [f'id="{tid}"']
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if structure_class:
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attrs.append(f'structure-class="{structure_class}"')
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if style_id:
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attrs.append(f'style-id="{style_id}"')
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body = f"<title>{xu.escape(title)}</title>"
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if marker:
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body += f'<marker-refs><marker-ref marker-id="{marker}"/></marker-refs>'
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if children:
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body += (
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'<children><topics type="attached">'
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+ "".join(children)
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+ "</topics></children>"
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)
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return f"<topic {' '.join(attrs)}>{body}</topic>"
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def L(text: str) -> str:
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"""叶子：一句一事，便于放大后清晰。"""
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return topic(text, style_id="sty-leaf")
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def G(title: str, lines: list[str], style: str = "sub", marker: str | None = None) -> str:
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return topic(title, [L(x) for x in lines], style_id=f"sty-{style}", marker=marker)
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def bodies() -> dict[str, list[str]]:
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return {
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"option": [
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G(
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"优势",
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[
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"亏损有界：最多权利金 + 费用",
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"大波动弹性强，利润空间大",
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"小资金撬动名义（租金模型）",
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"按 1 ETH 计价，盈亏直觉清晰",
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"只做买方，无卖方义务",
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],
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"pro",
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"symbol-plus",
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),
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G(
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"劣势",
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[
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"横盘磨损：不动也在付租金",
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"盘口薄，点差与滑点明显",
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"平仓依赖买一流动性",
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"ATM 档位粗时偏离现价",
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"临近到期，盘口易恶化",
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],
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"con",
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"symbol-minus",
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),
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],
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"perp": [
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G(
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"优势",
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[
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"流动性深，开平接近瞬时",
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"反向持仓，对冲路径清晰",
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"杠杆可配（默认 3x）",
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"与期权组成完整对冲组",
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],
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"pro",
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"symbol-plus",
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),
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G(
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"劣势",
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[
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"保证金与强平风险",
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"实盘有资金费率",
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"急涨急跌挤压保证金",
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"横盘几乎不帮权利金回本",
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"固定 1:2，并非精确中性",
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],
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"con",
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"symbol-minus",
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),
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],
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"design": [
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L("结构：ATM 期权买方 + 反向永续"),
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L("波动大 → 多轮兑现净利"),
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L("波动小 → 接受权利金磨损"),
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L("到期自动全平 · 概率样本思维"),
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L("吃波动，不赌横盘"),
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G(
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"权利金 = 租金",
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[
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"统一按 1 ETH 名义核算",
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"例：20U 租 1870 看涨",
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"现价到 1970 → 约值 100，毛利约 80",
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],
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),
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L("规则确定：周末跳过 · 到期强平"),
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L("出场看费用后净利，不看虚盈"),
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L("单组纪律 · 薄腿优先（先期权后永续）"),
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L("SIM：公共行情 + 本地撮合，不下真单"),
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],
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"capital": [
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L("默认仓：永续 1 ETH + 期权 2 ETH · 3x"),
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G(
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"单组占用（ETH ≈ 1800–2200）",
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[
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"保证金 ≈ 600–750",
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"权利金 ≈ 15–60",
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"费用缓冲 20–50",
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"波动缓冲 300–800",
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],
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),
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G(
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"建议权益",
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[
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"≥ 1500 仅下限（不推荐）",
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"≥ 3000 最小可用",
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"≥ 5000 推荐起步",
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"≥ 10000 较舒适",
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],
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"pro",
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"star-green",
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),
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L("仓位减半，资金约减半（费用占比升）"),
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L("试跑建议：永续 0.1 / 期权 0.2"),
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L("SIM 权益 10000 ≠ 实盘入金"),
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L("按磨损日留余量，勿按每组必赚 15"),
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],
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"ops": [
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topic(
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"心法与节奏",
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[
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L("有波动多做，磨盘日可认亏"),
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L("不追求每日固定轮次"),
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L("小目标高频兑现（默认 15U）"),
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L("磨损按预算接受，不报复加仓"),
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L("全天可开 · 周末默认停开"),
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L("全平后休息 5 分钟再开下一组"),
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L("同时最多 1 组，无日轮次上限"),
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],
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style_id="sty-ops_mind",
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marker="symbol-attention",
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),
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topic(
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"仓位结构",
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[
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L("永续 1 ETH · 市价 · 3x"),
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L("期权 2 ETH · 只买"),
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L("开吃卖一 · 平吃买一"),
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L("开仓：期权 → 永续（失败回滚）"),
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L("平仓：期权 → 永续（对冲先留）"),
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G(
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"选向（ATM vs 现价）",
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[
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"ATM 偏低 → Call + 空永续",
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"ATM 偏高 → Put + 多永续",
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"贴平 → 卖一更高侧开仓",
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"卖一相等 → 等待",
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],
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),
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],
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style_id="sty-ops_pos",
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marker="symbol-plus",
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),
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topic(
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"开仓",
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[
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G(
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"前置",
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[
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"策略运行中",
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"无持仓 · 非休息期",
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"非周末跳过",
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],
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),
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G(
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"选约",
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[
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"剩余时长 ≥ 12h",
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"取该到期 ATM",
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"现价/卖一 ≥ 100",
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"不合格约 → 等待",
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],
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),
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G(
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"执行",
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[
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"① 吃卖一开期权",
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"② 市价开永续",
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"③ 失败则回滚期权",
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"④ 锁定初始权利金",
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],
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),
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],
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style_id="sty-ops_open",
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marker="arrow-up",
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),
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topic(
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"平仓",
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[
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L("两大类：目标平仓 · 到期平仓"),
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G(
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"目标A · 双腿全平",
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[
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"净利达标 + 期权非远虚",
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"先期权后永续",
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"流动性闸门：深度 + 标记偏差30%",
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],
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),
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G(
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"目标B · 只平永续",
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[
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"净利达标 + 期权远虚(内在约0)",
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"100x杠杆下波动约1%常远虚",
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"期权归档到期 · 不再盯盘",
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"逐仓不挡下一组开仓",
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"下一组不扫描残留期权",
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],
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),
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G(
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"到期平仓",
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[
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"目标未达标 → 持有到到期",
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"期权按内在价值结算",
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"活跃组若有永续一并平",
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"残留组只结归档期权",
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],
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),
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L("另有：紧急全平 / 手动平仓"),
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],
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style_id="sty-ops_close",
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marker="arrow-down",
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),
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topic(
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"关键参数",
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[
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L("仓位 1 / 2 · 杠杆 3 · 费率 0.05%"),
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L("出场 fixed_usdt · 目标 15U"),
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L("休息 300s · 周末跳过"),
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L("选约 12h · 杠杆门槛 100"),
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L("ATM 偏差默认关 · 平仓偏差 30%"),
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L("行情：OKX 默认 · 币安可切"),
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],
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style_id="sty-ops_param",
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marker="symbol-question",
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),
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],
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"risk": [
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G(
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"主要风险",
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[
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"高 · 横盘磨损权利金",
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"高 · SIM 难直接外推实盘",
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"中高 · 方向选错",
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"中 · 费用侵蚀小目标",
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"中 · 期权流动性",
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"中 · 保证金挤压",
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"中 · 行情中断 / 限流",
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],
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"con",
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"symbol-exclam",
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),
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G(
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"缓解",
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[
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"周末跳过 · 到期认亏",
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"净利达标才兑现",
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"目标覆盖费用 · 留缓冲",
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"小资金验证后再放大",
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],
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"pro",
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"symbol-right",
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),
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G(
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"边界",
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[
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"不做卖方",
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"不做横盘智能过滤",
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"不做多组并行",
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"实盘另需授权确认",
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],
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),
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],
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"discipline": [
|
||
L("有仓不开下一组"),
|
||
L("全平后休息满 5 分钟"),
|
||
L("周末不新开，持仓可平"),
|
||
L("常规平仓不硬砸流动性"),
|
||
L("只看出场净利，不看虚盈"),
|
||
L("磨损日认账，不报复交易"),
|
||
L("不临时叠仓、不加卖权"),
|
||
L("SIM 跑通再谈实盘放大"),
|
||
],
|
||
}
|
||
|
||
|
||
def mm_escape(s: str) -> str:
|
||
return xu.escape(s).replace('"', """)
|
||
|
||
|
||
def mm(title: str, children: list[str] | None = None) -> str:
|
||
t = mm_escape(title)
|
||
if not children:
|
||
return f'<node TEXT="{t}"/>'
|
||
return f'<node TEXT="{t}">{"".join(children)}</node>'
|
||
|
||
|
||
def mm_flat() -> list[str]:
|
||
"""Freemind：短句版，便于导入后手调样式。"""
|
||
b = bodies()
|
||
|
||
def walk_xml_titles(xml_topics: list[str]) -> list[str]:
|
||
# bodies 已是 xmind xml；mm 另建短树
|
||
return []
|
||
|
||
_ = walk_xml_titles
|
||
return [
|
||
mm(
|
||
"① 期权",
|
||
[
|
||
mm("优势", [mm(x) for x in ["亏损有界", "大波动弹性强", "租金模型", "1 ETH 好算", "只做买方"]]),
|
||
mm("劣势", [mm(x) for x in ["横盘磨损", "盘口薄", "买一依赖", "ATM 偏离", "临期恶化"]]),
|
||
],
|
||
),
|
||
mm(
|
||
"② 永续合约",
|
||
[
|
||
mm("优势", [mm(x) for x in ["流动性深", "对冲清晰", "杠杆可配", "组成对冲组"]]),
|
||
mm("劣势", [mm(x) for x in ["强平风险", "资金费率", "保证金挤压", "横盘无助", "1:2 非精确"]]),
|
||
],
|
||
),
|
||
mm("③ 设计理念", [mm(x) for x in [
|
||
"ATM 买方 + 反向永续",
|
||
"波动兑现 · 磨损认账",
|
||
"到期全平 · 概率样本",
|
||
"权利金 = 租金",
|
||
"薄腿优先 · 单组纪律",
|
||
]]),
|
||
mm("④ 资金要求", [mm(x) for x in [
|
||
"默认 1+2 ETH · 3x",
|
||
"推荐权益 ≥ 5000",
|
||
"舒适 ≥ 10000",
|
||
"试跑 0.1 / 0.2",
|
||
]]),
|
||
mm(
|
||
"⑤ 操盘思路",
|
||
[
|
||
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 ["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", "残留不挡新开"]]),
|
||
mm("⑦ 纪律要求", [mm(x) for x in [
|
||
"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",
|
||
]]),
|
||
]
|
||
|
||
|
||
def main() -> None:
|
||
OUT_DIR.mkdir(parents=True, exist_ok=True)
|
||
data = bodies()
|
||
branches = []
|
||
for s in SECTIONS:
|
||
branches.append(
|
||
topic(
|
||
s["title"],
|
||
data[s["kids"]],
|
||
style_id=f"sty-{s['key']}",
|
||
marker=s["marker"],
|
||
)
|
||
)
|
||
|
||
# 中心主题：星号标记 = XMind marker-id "star"
|
||
root = topic(
|
||
"ETH 永续 + 期权对冲",
|
||
branches,
|
||
tid=nid(),
|
||
structure_class="org.xmind.ui.logic.right",
|
||
style_id="sty-root",
|
||
marker="star",
|
||
)
|
||
|
||
sheet_id = nid()
|
||
content = (
|
||
'<?xml version="1.0" encoding="UTF-8" standalone="no"?>\n'
|
||
'<xmap-content xmlns="urn:xmind:xmap:xmlns:content:2.0" version="2.0">\n'
|
||
f' <sheet id="{sheet_id}" theme="map-luxury" timestamp="0">\n'
|
||
f" {root}\n"
|
||
" <title>策略逻辑图 · 高清版</title>\n"
|
||
" </sheet>\n"
|
||
"</xmap-content>\n"
|
||
)
|
||
meta = (
|
||
'<?xml version="1.0" encoding="UTF-8" standalone="no"?>\n'
|
||
'<meta xmlns="urn:xmind:xmap:xmlns:meta:2.0" version="2.0">\n'
|
||
" <Author>eth_hedge_sim</Author>\n"
|
||
"</meta>\n"
|
||
)
|
||
manifest = (
|
||
'<?xml version="1.0" encoding="UTF-8" standalone="no"?>\n'
|
||
'<manifest xmlns="urn:xmind:xmap:xmlns:manifest:1.0">\n'
|
||
' <file-entry full-path="content.xml" media-type="text/xml"/>\n'
|
||
' <file-entry full-path="styles.xml" media-type="text/xml"/>\n'
|
||
' <file-entry full-path="meta.xml" media-type="text/xml"/>\n'
|
||
' <file-entry full-path="META-INF/" media-type=""/>\n'
|
||
' <file-entry full-path="META-INF/manifest.xml" media-type="text/xml"/>\n'
|
||
"</manifest>\n"
|
||
)
|
||
|
||
xmind_path = OUT_DIR / "ETH对冲策略说明.xmind"
|
||
with zipfile.ZipFile(xmind_path, "w", compression=zipfile.ZIP_DEFLATED) as zf:
|
||
zf.writestr("content.xml", content.encode("utf-8"))
|
||
zf.writestr("styles.xml", styles_xml().encode("utf-8"))
|
||
zf.writestr("meta.xml", meta.encode("utf-8"))
|
||
zf.writestr("META-INF/manifest.xml", manifest.encode("utf-8"))
|
||
|
||
mm_path = OUT_DIR / "ETH对冲策略说明.mm"
|
||
mm_path.write_text(
|
||
'<?xml version="1.0" encoding="UTF-8"?>\n'
|
||
'<map version="1.0.1">\n'
|
||
f"{mm('★ ETH 永续 + 期权对冲', mm_flat())}\n"
|
||
"</map>\n",
|
||
encoding="utf-8",
|
||
)
|
||
print("OK", xmind_path)
|
||
print("OK", mm_path)
|
||
print("Root marker: star (星号)")
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|