feat: enforce mandatory backtest cost assumptions (TASK-CODE-006)

src/analysis/backtest_cost_guard.py

@@ -0,0 +1,47 @@
+"""Backtest cost/slippage/failure validation guard."""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+
+
+@dataclass(frozen=True)
+class BacktestCostModel:
+    commission_bps: float | None = None
+    slippage_bps_by_session: dict[str, float] | None = None
+    failure_rate_by_session: dict[str, float] | None = None
+    unfavorable_fill_required: bool = True
+
+
+def validate_backtest_cost_model(
+    *,
+    model: BacktestCostModel,
+    required_sessions: list[str],
+) -> None:
+    """Raise ValueError when required cost assumptions are missing/invalid."""
+    if model.commission_bps is None or model.commission_bps < 0:
+        raise ValueError("commission_bps must be provided and >= 0")
+    if not model.unfavorable_fill_required:
+        raise ValueError("unfavorable_fill_required must be True")
+
+    slippage = model.slippage_bps_by_session or {}
+    failure = model.failure_rate_by_session or {}
+
+    missing_slippage = [s for s in required_sessions if s not in slippage]
+    if missing_slippage:
+        raise ValueError(
+            f"missing slippage_bps_by_session for sessions: {', '.join(missing_slippage)}"
+        )
+
+    missing_failure = [s for s in required_sessions if s not in failure]
+    if missing_failure:
+        raise ValueError(
+            f"missing failure_rate_by_session for sessions: {', '.join(missing_failure)}"
+        )
+
+    for sess, bps in slippage.items():
+        if bps < 0:
+            raise ValueError(f"slippage bps must be >= 0 for session={sess}")
+    for sess, rate in failure.items():
+        if rate < 0 or rate > 1:
+            raise ValueError(f"failure rate must be within [0,1] for session={sess}")