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docs(book): add a simulator chapter (costs, synthetic data, state snapshots)#3

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docs/simulator-chapter
Jun 27, 2026
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docs(book): add a simulator chapter (costs, synthetic data, state snapshots)#3
ReverseZoom2151 merged 1 commit into
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docs/simulator-chapter

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Adds a "The simulator" chapter to the mdBook documenting the sharpebench-sim engine features that had no prose docs, following up on the README update.

  • Execution costs: fees, slippage, market impact, financing, liquidity caps, and the turnover (TRF) cost (trf_factor), with the determinism guarantees.
  • Synthetic data: the baseline synthetic generator and the synthetic_parameterized variant (volatility multiplier + jump probability), including the exact-reproduction property when the knobs are at their defaults.
  • State snapshots: clone_state / restore_state and EnvState for O(1) branch-and-restore over the same frozen data, with the RNG cursor in the snapshot keeping every branch deterministic.

Linked from SUMMARY.md between the Methodology section and "Submitting an agent". Docs-only.

…apshots

Document the sharpebench-sim engine in the mdBook (the canonical docs the README points
to): the execution-cost model including the turnover (TRF) cost, the synthetic generators
(baseline and the parameterized volatility/jump variant), and the O(1) clone_state and
restore_state snapshots. Linked from SUMMARY.md after the methodology section.
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  • docs/book/src/SUMMARY.md
  • docs/book/src/simulator.md
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@ReverseZoom2151 ReverseZoom2151 merged commit 073f9ee into main Jun 27, 2026
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@ReverseZoom2151 ReverseZoom2151 deleted the docs/simulator-chapter branch June 27, 2026 12:54
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