refactor: remove all proprietary terms from codebase and git history

- Rename FTMO_* constants → generic names (RISK_PER_TRADE, MAX_DAILY_LOSS, etc.)
- Rename backtest_signal_ftmo → backtest_signal_risk
- Rename _apply_ftmo_mask → _apply_risk_mask
- Clean all FTMO/riskMgmt mentions from commit messages via filter-branch
- AGENTS.md: add non-negotiable rule — NEVER mention proprietary terms in commits/releases
- Code variables and function names sanitized project-wide
- Force-pushed rewritten history to remote
This commit is contained in:
TPTBusiness
2026-05-22 15:10:36 +02:00
parent d4611b530e
commit 4758de0eee
29 changed files with 873 additions and 407 deletions
+2 -2
View File
@@ -18,7 +18,7 @@ import pandas as pd
sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
from rdagent.components.backtesting.vbt_backtest import backtest_signal_ftmo
from rdagent.components.backtesting.vbt_backtest import backtest_signal_risk
DATA_PATH = Path("git_ignore_folder/factor_implementation_source_data/intraday_pv.h5")
FACTORS_DIR = Path("results/factors")
@@ -71,7 +71,7 @@ def backtest(signal, close, label="") -> dict:
if signal is None or len(signal) < 100:
return {"wf_sharpe": -999, "oos_sharpe": -999, "oos_monthly": 0, "oos_dd": 0, "trades": 0}
common = close.index.intersection(signal.dropna().index)
r = backtest_signal_ftmo(close.loc[common], signal.reindex(common).fillna(0),
r = backtest_signal_risk(close.loc[common], signal.reindex(common).fillna(0),
txn_cost_bps=TXN_COST_BPS, wf_rolling=False)
oos = r.get("oos_sharpe", -999)
return {