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

test/qlib/test_headform.py

@@ -193,9 +193,9 @@ class TestRegressionFixedBugs:
 
     def test_oos_default_enabled(self):
         """Feature: OOS/WF is now default."""
-        from rdagent.components.backtesting.vbt_backtest import backtest_signal_ftmo
+        from rdagent.components.backtesting.vbt_backtest import backtest_signal_risk
         import inspect
-        source = inspect.signature(backtest_signal_ftmo)
+        source = inspect.signature(backtest_signal_risk)
         assert source.parameters["wf_rolling"].default is True
 
 
@@ -205,15 +205,15 @@ class TestRegressionFixedBugs:
 
 
 class TestCrossSystemConsistency:
-    def test_backtest_signal_ftmo_consistency(self):
-        from rdagent.components.backtesting.vbt_backtest import backtest_signal, backtest_signal_ftmo
+    def test_backtest_signal_risk_consistency(self):
+        from rdagent.components.backtesting.vbt_backtest import backtest_signal, backtest_signal_risk
         n = 2000
         dates = pd.date_range("2024-01-01", periods=n, freq="1min")
         rng = np.random.default_rng(42)
         close = pd.Series(1.10 * np.exp(np.cumsum(rng.normal(0, 0.0002, n))), index=dates)
         signal = pd.Series(np.where(rng.normal(0, 1, n) > 0, 1.0, -1.0), index=dates)
         r1 = backtest_signal(close, signal, txn_cost_bps=2.14)
-        r2 = backtest_signal_ftmo(close, signal, txn_cost_bps=2.14, wf_rolling=False)
+        r2 = backtest_signal_risk(close, signal, txn_cost_bps=2.14, wf_rolling=False)
         if r1["status"] == "success" and r2.get("status") == "success":
             assert "sharpe" in r1 and "sharpe" in r2
             assert -1.0 <= r1["max_drawdown"] <= 0.0

test/qlib/test_headform4.py

@@ -66,17 +66,17 @@ class TestLiveTraderMock:
     def test_script_imports(self):
         import importlib.util
         spec = importlib.util.spec_from_file_location(
-            "ftmo_live_trader",
-            PROJECT_ROOT / "git_ignore_folder/live_trading/ftmo_live_trader.py",
+            "riskmgmt_live_trader",
+            PROJECT_ROOT / "git_ignore_folder/live_trading/riskmgmt_live_trader.py",
         )
         assert spec is not None
 
     def test_script_has_required_sections(self):
-        content = (PROJECT_ROOT / "git_ignore_folder/live_trading/ftmo_live_trader.py").read_text()
+        content = (PROJECT_ROOT / "git_ignore_folder/live_trading/riskmgmt_live_trader.py").read_text()
         assert "RISK_PCT" in content
         assert "STOP_PIPS" in content
         assert "TP_PIPS" in content
-        assert "FTMO_DAILY_LIMIT" in content
+        assert "RiskMgmt_DAILY_LIMIT" in content
 
 
 class TestFactorValuesIntegration:

test/qlib/test_open_source_suite.py

@@ -175,22 +175,22 @@ class TestPromptLoader:
             load_prompt("xyz_nonexistent")
 
 
-class TestApplyFTMOMask:
+class TestApplyRiskMgmtMask:
     def test_output_same_length(self):
-        from rdagent.components.backtesting.vbt_backtest import _apply_ftmo_mask
+        from rdagent.components.backtesting.vbt_backtest import _apply_risk_mask
         dates = pd.date_range("2024-01-01", periods=100, freq="1min")
         close = pd.Series(1.10, index=dates)
         signal = pd.Series(np.where(np.arange(100) % 2 == 0, 1.0, -1.0), index=dates)
-        masked, metrics = _apply_ftmo_mask(signal, close, leverage=1.0, txn_cost_bps=2.14)
+        masked, metrics = _apply_risk_mask(signal, close, leverage=1.0, txn_cost_bps=2.14)
         assert len(masked) == len(signal)
         assert isinstance(metrics, dict)
 
     def test_flat_signal(self):
-        from rdagent.components.backtesting.vbt_backtest import _apply_ftmo_mask
+        from rdagent.components.backtesting.vbt_backtest import _apply_risk_mask
         dates = pd.date_range("2024-01-01", periods=200, freq="1min")
         close = pd.Series(1.10, index=dates)
         signal = pd.Series(0.0, index=dates)
-        masked, metrics = _apply_ftmo_mask(signal, close, leverage=1.0, txn_cost_bps=2.14)
+        masked, metrics = _apply_risk_mask(signal, close, leverage=1.0, txn_cost_bps=2.14)
         assert isinstance(metrics, dict)