Document and abstract portfolio trading costs

2026-06-10 15:41:38 +08:00
parent 4a477b8f75
commit 534b91aaa4
6 changed files with 272 additions and 8 deletions
@@ -210,7 +210,9 @@ uv run python cli.py portfolio build \

 Executes the constructed `position_shares` book at the next available open,
 clipping trades through repeatable constraints. It writes `fills/<name>.pq` and
-`pnl/<name>.pq`.
+`pnl/<name>.pq`. Trading costs use the simplified open-execution proportional
+cash-cost model documented in
+[`docs/portfolio_trading_cost_model.md`](docs/portfolio_trading_cost_model.md).

 | Option | Default | Description |
 | --- | --- | --- |