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fix: reconcile cash fees through execution shortfall and reports - #10
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An execution at the arrival price with USD 5 of fees previously reported zero implementation shortfall, while attribution absorbed the fee in an equal negative residual. Include explicit cash fees and net rebates against arrival notional, with the same positive-cost convention for BUY and SELL. Keep the price-only filled/opportunity measure as
price_shortfall_bpsand disclose the two notional bases.Update HTML/JSON headlines, the SQL attribution denominator and documented demo output. Old persisted shortfall results require regeneration before comparison.
Validation: 20 new hand-calculated regressions cover both sides, half/full fills, rebates, changing execution prices, missing benchmarks, hostile Decimal contexts, Parquet and the real DuckDB query. The complete local Python suite exited successfully, Ruff and formatting passed, and mypy checked all 101 source files. Eight demo policies/styles and the three-session paired algorithm comparison were rerun; the quoted rounded comparison remains +0.013 bps with interval [-0.001, +0.037] and sign-test p=1.000. Earlier fee/execution-window regressions also passed 84 cases. Remote native and matrix checks will validate this exact head.