Sentinel Reference Docs GitHub

test_scaling.py

Sentinel/Azimuth/engine/tests/test_scaling.py

   
Family Azimuth (Python)
Version
Size 298 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.

What the file says about itself

Scaling — a trade is entry → flat, composed of LEGS.

A partial exit is a partial fill of the trade, so it belongs in the order model
(§1.1.1), not in a post-hoc P&L adjustment. Scaling is expressed as a change in
the authoritative net target `position[]`; each change emits one leg.

The live thesis is the exit policy — scale-and-trail is the obvious candidate
family — so the assertions below are about the thing that would silently ruin
it: **the protective orders must cover the REMAINING quantity after a partial.**