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
+3 -3
View File
@@ -77,7 +77,7 @@ def main():
print(" Quick Daily Strategy Test on Multi-Asset")
print(f"{'='*60}")
from rdagent.components.backtesting.vbt_backtest import backtest_signal_ftmo
from rdagent.components.backtesting.vbt_backtest import backtest_signal_risk
for asset in df.columns:
c = df[asset].dropna()
@@ -91,7 +91,7 @@ def main():
sig[f > s] = 1
sig[f < s] = -1
r = backtest_signal_ftmo(c, sig.fillna(0), txn_cost_bps=2.14, wf_rolling=True)
r = backtest_signal_risk(c, sig.fillna(0), txn_cost_bps=2.14, wf_rolling=True)
oos = r.get("wf_oos_sharpe_mean") or r.get("oos_sharpe", -999)
oos_m = r.get("oos_monthly_return_pct", 0) or 0
status = "" if oos > 0 else " "
@@ -106,7 +106,7 @@ def main():
sig = pd.Series(0.0, index=c.index)
sig[f > s] = 1
sig[f < s] = -1
r = backtest_signal_ftmo(c, sig.fillna(0), txn_cost_bps=2.14, wf_rolling=True)
r = backtest_signal_risk(c, sig.fillna(0), txn_cost_bps=2.14, wf_rolling=True)
oos = r.get("wf_oos_sharpe_mean") or r.get("oos_sharpe", -999)
print(f" SMA10/30 extended: OOS={oos:+8.2f} Mon={r.get('oos_monthly_return_pct',0):+.2f}%")