Brummel
29cdc8c218
Reworks the C10 contract per a ratified in-context design discussion (#116). The historical "realistic broker" with authored frictions is retired as horseshoe-throwing: real friction (slippage, swaps, spread) is not historically knowable; the only reliable friction is measured forward against a real broker. In its place: - Cost is a composable C9 graph of cost nodes, in R, that approximates (never claims) realism — generalizing/subsuming the scalar round_trip_cost. Output is a net-R equity curve (gross R = signal, net R = after cost). - Research is pure feed-forward: the Sizer and compounding leave the loop; the z^-1 fill-edge register and the flat-1R-vs-compounding structural axis are gone. Compounding/Kelly/drawdown are post-hoc transforms at the deploy/account layer. - Executor = stop-rule + position-management in R. size/volume is a deploy concept; the position-event table is demoted to a deploy/reconciliation artifact. - Conviction-based risk allocation survives as an R-aggregation axis (flat vs |bias|-weighted), distinct from the removed money-Sizer. - Money, a real broker, and cTrader Open API are a separate, later live/deploy edge (C11 record-then-replay; C13 frozen deploy) — the only ground truth. Stage-1 R realizations preserved as history; the #117 reframe's R spine survives, its Stage-2/currency/register/compounding portions superseded.