بیک ٹیسٹ کے اخراجات: غیر مؤثر ترتیب کی تشریح

# base.yaml


```yaml
# Three fields below are inert on the path this case study runs: `execution.execution_price`,
# `commission.rate` and `slippage.rate`. Every registered backtest here is `ret_to_expiry`,
# which `case_studies/utils/backtest_runner.py` routes to `_run_htm_daily_mtm`, and that call
# is not passed `cost_spec` - the only thing that carries these rates into a run. The
# `quote_side` fill is read by the event-driven broker, which a `rebalance.mode: vectorized`
# case study never constructs. They still reach the registered `backtest_config` and so the
# hashed identity, which is why they stay: removing them would re-key 879 backtests to delete
# values nothing reads.
#
# The costs this case study actually pays come from `_htm_backtest.py`, which reads
# `config/setup.yaml::costs.components` directly - per-leg entry spread from the real option
# quotes, `hedge_spread.estimate_bps_of_notional` on every hedge rebalance,
# `commission.option_per_contract` and `commission.equity_per_share`, plus an exit spread on
# liquidation. Verified 2026-09-12; `total_slippage` is NULL on all 879 rows because the
# vectorized path records no cost totals, not because nothing was charged.
account:
  allow_short_selling: true
execution:
  execution_price: quote_side
  mark_price: price
  execution_mode: next_bar
commission:
  model: percentage
  rate: 0.0005
slippage:
  model: percentage
  rate: 0.0002
calendar:
  calendar: NYSE
  timezone: UTC
  data_frequency: daily
feed:
  timestamp_col: timestamp
  entity_col: symbol
  price_col: instr_mid
  close_col: close
  bid_col: instr_bid
  ask_col: instr_ask
  mid_col: instr_mid
metadata:
  case_study: sp500_options

```