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docs: write out the execution rules so they can be checked

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alongside the worked example above, which exists to demonstrate a leak the
detector **cannot** see and to say so plainly.
### Execution semantics
The rules below are pinned by tests. They are written out here so you can check
them against the wheel you installed rather than take them on faith. Where a
choice was available, the pessimistic one was taken.
| Situation | What the engine does |
|---|---|
| Stop-loss and take-profit are both touched in the same bar | **The stop wins.** The path within a bar is unknown, so the unfavourable outcome is assumed rather than the profitable one. |
| Price gaps through a stop | Fills at the bar's **open**, not at the stop price. A stop at 100 on a bar opening at 95 fills at 95. |
| A limit entry is never reached | It expires at the end of its good-till window without filling. |
| A limit entry is immediate-or-cancel | It is cancelled, and will not fill on a later bar that would have triggered it. |
| A stop-limit's stop level is touched | The order arms and then rests at its limit, which may never fill. |
| An order is too large for the bar | It fills over several bars at the configured participation rate, and the partially filled position is bracketed **while** it fills. |
| Trailing stops | Never read the intra-bar path they would have to peek at to do better. |
| An execution-price expression evaluates to NaN | Falls back to the close and warns, rather than dropping the trade silently. |
| A short option's maintenance margin exceeds equity | The position is force-closed on that bar. |
| Fees, funding and borrow rates | Resolved per symbol, so venues inside one portfolio keep their own rates. |
### What is not covered
The edges, stated rather than left to be discovered:
- Perpetual funding is simulated but has no cross-engine parity test.
- The largest universe under test is three instruments. Cross-sectional research
across thousands of assets is exercised by the sweep benchmarks, not by the
correctness suite.
- **No general liquidation model.** Margin force-close exists for short options
only. A leveraged spot or perpetual position is not liquidated by the engine.
- **No corporate actions.** Yahoo prices arrive dividend-adjusted from the
source (`dataset="raw"` opts out) and splits are whatever the provider
returns. Nothing in the engine reconstructs either.
- Perpetual funding is exercised by the engine's own tests, but has no
cross-engine parity test.
- The largest universe under test is a handful of instruments. Cross-sectional
research across thousands of assets is exercised by the sweep benchmarks, not
by the correctness suite.
- Look-ahead coverage is two regression tests and one worked example, not a
systematic battery of leak archetypes.
Independent verification is welcome. A reproduction showing a fill this engine
gets wrong is the most useful report this project can receive.
The engine's own Rust suite is not published, which is why the rules above are
written out rather than linked. Independent verification is welcome, and a
reproduction showing a fill this engine gets wrong is the most useful report
this project can receive.
## Performance