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