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
@@ -14,7 +14,7 @@ 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("git_ignore_folder/factor_implementation_source_data/multi_asset_daily.h5")
@@ -85,7 +85,7 @@ def main():
sig_func = STRATEGIES.get(name, lambda c: rsi_signal(c, 21, 25, 75))
sig = sig_func(c).fillna(0)
r = backtest_signal_ftmo(c, sig, txn_cost_bps=2.14, wf_rolling=True)
r = backtest_signal_risk(c, sig, 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 " "