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Aura/docs/specs
Brummel 372eae9cac spec: 0082 vol-slippage cost + cost-graph composition (boss-signed)
Cycle 2 of the "Cost-model graph (in R)" milestone (#148): the milestone's
real architectural claim — the cost graph composes. Two pieces:

- VolSlippageCost (aura-std): a second, state-dependent cost node whose
  per-trade charge scales with a measured volatility input (k * vol /
  |entry - stop|), distinct from ConstantCost's flat charge. The vol is an
  independent short-horizon realized range, deliberately NOT the stop's own
  vol — scaling slippage by the vol the stop already normalizes would collapse
  cost-in-R to a constant (indistinguishable from ConstantCost).
- CostSum (aura-std): the cost-graph output node — sums N cost nodes' 3-field
  cost-in-R records per-field into one aggregate record. So summarize_r and the
  net_r_equity LinComb(4) read the AGGREGATE and stay structurally unchanged
  (one home for cost; n=1 is the identity, keeping the cost path uniform).

Run-path wiring: --cost-per-trade and --slip-vol-mult combine, their costs
summing into the net-R curve; a hoisted vol proxy keeps the single-feed pattern.
A no-cost run stays byte-identical (C18 golden floor). Scope is the run path;
sweep/walkforward/mc still pass None (sweep-path cost remains deferred), and the
general CostNode trait stays deferred (designed against two shipped nodes later).

Auto-signed under /boss on the grounding-check PASS: all 8 load-bearing
existing-behaviour assumptions tie to named green tests. Fork decisions recorded
on #148.

refs #148
2026-06-28 15:47:40 +02:00
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