Add execution-sensitivity robustness suite (anchor, grid, real-market)#144
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Reviewer-driven robustness checks for paper 01, plus warm-start harness support and two scripts the previous PR dropped (a bad git pathspec aborted that add): - Warm-start holdings: ExperimentConfig.initial_holdings_weights seeds the portfolio at first-bar prices free of construction cost; runner applies it; factory plumbs it through. - run_anchor_robustness.py: cold vs warm-start buy-and-hold across the ladder. The init-cost gap is 0 under ideal fills but +0.025 (up to +0.046 in jump/tail) at the harsh corner, so part of the cold anchor's penalty is one-shot construction; the warm-start anchor is reported alongside. - run_execution_param_grid.py: impact x participation x latency grid from liquid (tau 1.0, no reordering) to illiquid (tau 0.43); reordering already appears at typical-equity parameters (tau 0.81). - run_execution_sensitivity_real.py and analyze_turnover_control.py (re-added): real Yahoo OHLCV check (reordering persists, tau 0.81-0.91, milder than synthetic) and turnover-tercile control. - Sweep records per-run turnover_events.
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Reviewer-driven robustness suite for paper 01 (also re-adds two scripts a bad git pathspec dropped from the prior PR):
Test plan