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https://github.com/NicolasBohn/NexQuant.git
synced 2026-08-02 18:07:43 +00:00
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
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@@ -18,7 +18,7 @@ import pandas as pd
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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from rdagent.components.backtesting.vbt_backtest import backtest_signal_ftmo
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from rdagent.components.backtesting.vbt_backtest import backtest_signal_risk
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DATA_PATH = Path("git_ignore_folder/factor_implementation_source_data/intraday_pv.h5")
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FACTORS_DIR = Path("results/factors")
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@@ -71,7 +71,7 @@ def backtest(signal, close, label="") -> dict:
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if signal is None or len(signal) < 100:
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return {"wf_sharpe": -999, "oos_sharpe": -999, "oos_monthly": 0, "oos_dd": 0, "trades": 0}
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common = close.index.intersection(signal.dropna().index)
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r = backtest_signal_ftmo(close.loc[common], signal.reindex(common).fillna(0),
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r = backtest_signal_risk(close.loc[common], signal.reindex(common).fillna(0),
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txn_cost_bps=TXN_COST_BPS, wf_rolling=False)
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oos = r.get("oos_sharpe", -999)
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return {
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