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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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@@ -3,7 +3,7 @@
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Given N strategies with daily returns, find the optimal combination that:
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- Maximizes monthly return
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- Keeps max drawdown within FTMO limits (10% total, 5% daily)
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- Keeps max drawdown within RiskMgmt limits (10% total, 5% daily)
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- Diversifies across uncorrelated strategies
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"""
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@@ -23,8 +23,8 @@ OHLCV_PATH = Path(os.getenv("PREDIX_OHLCV_PATH",
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str(PROJECT / "git_ignore_folder" / "intraday_pv_all.h5")))
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TARGET_MONTHLY = 15.0
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MAX_DD = 0.10 # FTMO: 10% max total drawdown
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MAX_DAILY_DD = 0.05 # FTMO: 5% max daily drawdown
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MAX_DD = 0.10 # RiskMgmt: 10% max total drawdown
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MAX_DAILY_DD = 0.05 # RiskMgmt: 5% max daily drawdown
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MIN_TRADES = 30
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MIN_SHARPE = 0.5
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