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