External evidence: submit one quote/fill calibration mini-report

[weich97]

Goal

Submit a small quote/fill calibration report so execution-realism claims are tied to replayable market microstructure evidence rather than only stress-simulator assumptions.

Starter commands

Use the checked-in fixture:

python -m pip install -e ".[dev]"
python scripts/calibrate_quote_fill_model.py

Or use the public Binance sample path documented in docs/execution_model.md:

python scripts/download_binance_microstructure_sample.py
python scripts/calibrate_quote_fill_model.py \
  --quotes data/public/binance_btcusdt_perp_2024_03_01_sample/quotes.csv \
  --fills data/public/binance_btcusdt_perp_2024_03_01_sample/fills.csv \
  --output docs/results/execution_quote_fill_calibration_binance_sample.json \
  --markdown-output docs/results/execution_quote_fill_calibration_binance_sample.md

Acceptance criteria

Please attach or submit:

• calibration JSON and Markdown report;
• data source, venue, symbol, date range, and sample size;
• whether the data is public, licensed, or private;
• median/tail shortfall or residuals reported by the script;
• quote/fill replay error;
• a clear statement that this is a mini-report, not venue-wide transaction-cost proof.