Cost floor (layer 0)
check_cost_floorVerify if a claimed edge covers the cheapest round-trip trading cost before any data is touched. Stops ideas below the cost floor, saving backtest effort.
Instructions
Check whether a claimed edge can pay for trading it, before any data is touched.
Reads the fee channels declared in envelope.toml, takes the cheapest round trip (on `venue`
when given, else across every channel) and compares the claimed magnitude with it. Use it
first: an idea whose edge is below the round trip stops here, and no backtest can rescue it.
Read-only. Returns `outcome` ("cleared" or "stop"), the channel used, its round trip and the
margin (magnitude minus round trip) in bps as decimal strings, and the measured round trip
when the channel records one.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| venue | No | only this venue's channels; empty for the cheapest across all | |
| envelope_path | Yes | path to envelope.toml, the declared fee channels | |
| magnitude_bps | Yes | the claimed edge per round trip, in basis points, as a decimal string |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||