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