4758de0eee
refactor: remove all proprietary terms from codebase and git history
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- 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
2026-05-22 15:10:36 +02:00
90690c1675
feat: multi-asset data pipeline, daily strategy generator, ML pipeline
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B) Extended EUR/USD: 5,821 bars (2003-2026) via yfinance
C) Multi-asset: DXY, GOLD, SPX, GBPUSD, USDJPY, OIL (up to 24,705 bars since 1927)
- OIL MR50d: +1.65%/month on 25yr data
- DXY SMA5/25: +0.35%/month since 1971
- SPX Mom100d: +0.26%/month since 1927
- EURUSD RSI21: +0.05%/month (2003-2026)
Validated strategies work across full history, not just 2020-2026 regime
2026-05-10 20:48:07 +02:00
5620ea1b0e
feat: Optuna-optimized RF ML pipeline for daily strategies (+0.61%/month)
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- 54 features from daily OHLCV (MA, RSI, MACD, ATR, ADX, Bollinger, etc.)
- Random Forest with Optuna TPE hyperparameter tuning (50 trials)
- Walk-forward validation with RiskMgmt backtest
- 5d horizon: OOS Sharpe +47.5, +0.61%/month
- Top features: vol50, sma20_100, sma200, calendar month
2026-05-10 18:45:31 +02:00
TPTBusiness