Files
sentiment-engine/MALKHUT/docs
Codex 619966605e malkhut(docs): fill quality documentation — README, integration, OB study
README: Fill Quality section (core optimization target, metrics, reward
function, PerformanceMatrix, CMA-ES integration)

HftBacktestCWM integration doc: FillQuality dataclass, fill_value_score
computation, reward function weighting, PerformanceMatrix tracking

OB microstructure study: Section 13 — Fill Quality Optimization,
per-asset expectations, optimization strategy, connection to OB dynamics

Fill quality is MALKHUT's core aim: the system learns to get better fills
(faster, better-priced, less adverse selection) across regimes and venues.
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