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docs: reconcile fee-inclusive demo tables with the public CLI - #11
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October 9, 2026 00:46
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After cash fees were included in implementation shortfall, the README still quoted the old price-only values in all eight
is_bpscells. The getting-started report likewise showed old filled/total shortfall and a residual that offset fees. A reader running the documented commands received different results.Refresh the deterministic tables and report from the public CLI, distinguish price-only benchmark comparisons from fee-inclusive shortfall, and replace the headline test's private harness table with shared executions of the documented
demoandruncommands. Three additional regression cases validate every quoted demo column in both documents and the guide's headline, benchmark, attribution and markout rows; padding and separator widths are ignored.The new checks reproduced the stale README shortfall (-7.9369 instead of -8.0246 bps for passive TWAP) and guide attribution before the refresh. The corrected displayed residual is 0.0003 bps. Runtime financial calculations and configuration are inherited from the already-verified cash-cost repair in #10.
Validation: 859 local tests pass, 152 compiled/optional cases skip. Ruff lint and format checks pass across 135 Python files, and whitespace checks pass. PR CI passed all six jobs: the Python 3.11–3.13 matrix, native C++ differential tests, ASan/UBSan and reproducibility checks. The underlying fee repair's main CI already passed all six jobs.