Cost breakdown

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CostBreakdown provides a consistent view of portfolio-backtest costs. See the CostBreakdown implementation and its tests.

Field	Meaning
fee_cost	Aggregate fee components: commission, stamp tax, and transfer fees
slippage_cost	Aggregate spread, impact, opportunity, and financing components
total_cost	fee_cost + slippage_cost

The current breakdown also exposes eight auditable sub-items:

Aggregate	Sub-items
fee_cost	commission, stamp_tax, transfer_fee
slippage_cost	spread_cost, temporary_impact, permanent_impact, opportunity_cost, financing_cost

When built with CostBreakdown.from_components, each aggregate equals the sum of its sub-items, and total_cost equals the sum of all eight. Existing callers can still pass only fee_cost and slippage_cost; sub-items then default to zero and are not a decomposition of those aggregates.

DetailedTradeFeeModel also includes directional slippage in its returned fee cost. Therefore, fee_cost does not always represent only commissions and taxes. Combining that model's embedded slippage with a separate slippage model adds both assumptions. To report them separately, set buy_slippage_bps and sell_slippage_bps to zero on DetailedTradeFeeModel, then calculate slippage_cost through the separate model.

Reports should preserve the cost model, slippage model, and all parameters. Do not infer an unreported sub-item from an aggregate total; retain only components actually supplied by the calculation.