Sentinel/Azimuth/engine/results.py
| Family | Azimuth (Python) |
| Version | — |
| Size | 210 lines |
| Scope | public — ships in sentinel-suite |
| Documented by | SENTINEL_AZIMUTH_SPEC |
Rendered from the published copy in
sentinel-suite/src/, not the author’s private tree — so this page describes the file you actually have.
Trades, the run result, and the metrics -- including the mandatory crossing-cost axis.
⭐ §5.4: "Crossing cost is a required axis." Every trade carries `spread_cost_ticks`
and `spread_cost_ccy` measured as the ADVERSE distance from the mid on both legs,
so the optimizer can plot it and the analyzer can colour by it. It is not a
derived nicety -- THE HORIZON says the P&L *is* the crossing cost, so the engine
records it per trade at the moment of the fill and never reconstructs it later.