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feat(research,cli,docs): state cost and risk knob units in introspect and the glossary

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campaign introspect --unwired now annotates the four silently
misreadable knobs with unit/semantics sub-lines: cost_per_trade is a
price-unit numerator charged as cost/|entry−stop| in R (not a cost in
R); slip_vol_mult multiplies the per-cycle vol estimate; vol.length
smooths the estimator and does not set the stop's timescale; vol.k
scales the stop distance (the risk-unit lever). Rendered additively
via a new OpenSlot.notes field, so the sibling tests pinning the slot
hint lines verbatim stay green byte-identically.

The glossary's cost-model and risk-regime entries mirror the same
semantics inline (two-sentence convention kept), the risk entry
pointing at #262 for the timescale-matched variant.

closes #265
This commit is contained in:
Claude
2026-07-13 23:12:36 +02:00
parent e12b4a730b
commit e8b6878d3b
3 changed files with 46 additions and 8 deletions
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docs/glossary.md
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@@ -73,7 +73,7 @@ A feed-forward, order-independent research axis for scaling risk by bias strengt
### cost model
**Avoid:** realistic broker
A composable downstream **C9 graph of cost nodes**, in **R**, that **approximates** (never claims) a broker's cost: each cost node reads the state it depends on (price, realized-volatility, a C11-recorded rate source, the executor's per-trade R-records) and emits a **cost-in-R** stream subtracted from gross R to yield **net R** (per-trade factors deduct at close, per-cycle-held factors accrue over the hold). It generalizes / subsumes the scalar `round_trip_cost` (its degenerate constant-per-trade case), lives in `aura-std` / `aura-composites`, is optional (zero-cost baseline), and demands every factor be a labelled stress-parameter **or** data-grounded (over-modelling is the anti-pattern).
A composable downstream **C9 graph of cost nodes**, in **R**, that **approximates** (never claims) a broker's cost: each cost node reads the state it depends on (price, realized-volatility, a C11-recorded rate source, the executor's per-trade R-records) and emits a **cost-in-R** stream subtracted from gross R to yield **net R** (per-trade factors deduct at close, per-cycle-held factors accrue over the hold). It generalizes / subsumes the scalar `round_trip_cost` (its degenerate constant-per-trade case — `cost_per_trade` is a **price-unit** numerator, R-normalized per trade as `cost/|entry−stop|`, not a cost in R), lives in `aura-std` / `aura-composites`, is optional (zero-cost baseline), and demands every factor be a labelled stress-parameter **or** data-grounded (over-modelling is the anti-pattern).
### cross-instrument generalization
**Avoid:** cross-symbol pooling, pooled generalization
@@ -235,7 +235,10 @@ One entry of a campaign document's structural risk axis (`risk`): a
serializable protective-stop regime (sole variant `vol{length,k}`) the matrix
runs every cell under, so cells differ by execution discipline, never by
signal. Absent or empty = one implicit default regime; the regime's stop
defines the risk unit R.
defines the risk unit R — in `vol{length,k}` (stop = k·√EMA(Δ², length) over
m1 cycles) `length` only smooths the vol estimator while `k` scales the stop
distance, so the stop's timescale stays one cycle (#262 tracks a
timescale-matched variant).
### run
**Avoid:** —