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
@@ -17,7 +17,7 @@ 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 = Path("git_ignore_folder/factor_implementation_source_data/intraday_pv.h5")
FACTORS_DIR = Path("results/factors")
@@ -58,7 +58,7 @@ def test_frequency(close: pd.Series, factors: list[dict], freq: str, session_fil
sig[~is_sess] = 0
if sig.abs().sum() < 20: continue
r = backtest_signal_ftmo(c, sig.fillna(0), txn_cost_bps=TXN_COST_BPS)
r = backtest_signal_risk(c, sig.fillna(0), txn_cost_bps=TXN_COST_BPS)
oos = r.get("wf_oos_sharpe_mean") or r.get("oos_sharpe", -999)
oos_m = r.get("oos_monthly_return_pct", 0) or 0
if oos_m > 0.5:
@@ -90,7 +90,7 @@ def test_combo(close: pd.Series, top_signals: list[dict], freq: str, n: int) ->
if not signals: return {}
combo = pd.DataFrame(signals, index=c.index).fillna(0).mean(axis=1)
r = backtest_signal_ftmo(c, combo.fillna(0), txn_cost_bps=TXN_COST_BPS, wf_rolling=True)
r = backtest_signal_risk(c, combo.fillna(0), txn_cost_bps=TXN_COST_BPS, wf_rolling=True)
return {
"frequency": freq, "n_signals": n,