[codex] Add broker cost order floor helper

src/quant_platform_kit/common/broker_costs.py

@@ -0,0 +1,54 @@
+"""Broker execution cost helpers."""
+
+from __future__ import annotations
+
+import math
+from dataclasses import dataclass
+
+
+__all__ = [
+    "BrokerCostProfile",
+    "minimum_economic_order_notional_usd",
+]
+
+
+@dataclass(frozen=True)
+class BrokerCostProfile:
+    """Small account broker cost inputs for economic order filtering."""
+
+    fixed_order_fee_usd: float = 0.0
+    minimum_order_fee_usd: float = 0.0
+    max_fixed_fee_bps: float = 100.0
+    explicit_min_order_notional_usd: float = 0.0
+
+
+def _non_negative_finite(value: object, *, default: float = 0.0) -> float:
+    try:
+        numeric = float(value or 0.0)
+    except (TypeError, ValueError):
+        return float(default)
+    if not math.isfinite(numeric):
+        return float(default)
+    return max(0.0, numeric)
+
+
+def minimum_economic_order_notional_usd(profile: BrokerCostProfile | None) -> float:
+    """Return the minimum order notional implied by fixed order costs.
+
+    The helper intentionally models only fixed or minimum per-order fees. Per-share
+    fees and sell-side regulatory fees do not produce a stable notional floor and
+    should be handled by cost reporting/backtests rather than blocking risk exits.
+    """
+
+    if profile is None:
+        return 0.0
+    explicit_floor = _non_negative_finite(profile.explicit_min_order_notional_usd)
+    fee_floor = max(
+        _non_negative_finite(profile.fixed_order_fee_usd),
+        _non_negative_finite(profile.minimum_order_fee_usd),
+    )
+    max_fee_bps = _non_negative_finite(profile.max_fixed_fee_bps)
+    if fee_floor <= 0.0 or max_fee_bps <= 0.0:
+        return explicit_floor
+    implied_floor = fee_floor / (max_fee_bps / 10_000.0)
+    return max(explicit_floor, implied_floor)

tests/test_broker_costs.py

@@ -0,0 +1,48 @@
+import unittest
+
+from quant_platform_kit.common.broker_costs import (
+    BrokerCostProfile,
+    minimum_economic_order_notional_usd,
+)
+
+
+class BrokerCostTests(unittest.TestCase):
+    def test_zero_fixed_fee_keeps_explicit_floor(self):
+        self.assertEqual(
+            minimum_economic_order_notional_usd(
+                BrokerCostProfile(explicit_min_order_notional_usd=25.0)
+            ),
+            25.0,
+        )
+
+    def test_minimum_order_fee_sets_economic_floor(self):
+        self.assertEqual(
+            minimum_economic_order_notional_usd(
+                BrokerCostProfile(minimum_order_fee_usd=0.35, max_fixed_fee_bps=50.0)
+            ),
+            70.0,
+        )
+
+    def test_longbridge_like_fixed_fee_uses_bps_limit(self):
+        self.assertEqual(
+            minimum_economic_order_notional_usd(
+                BrokerCostProfile(fixed_order_fee_usd=0.99, max_fixed_fee_bps=100.0)
+            ),
+            99.0,
+        )
+
+    def test_explicit_floor_can_be_more_conservative_than_fee_floor(self):
+        self.assertEqual(
+            minimum_economic_order_notional_usd(
+                BrokerCostProfile(
+                    fixed_order_fee_usd=0.99,
+                    max_fixed_fee_bps=100.0,
+                    explicit_min_order_notional_usd=150.0,
+                )
+            ),
+            150.0,
+        )
+
+
+if __name__ == "__main__":
+    unittest.main()