So Cody allows you multiple ways to manage this.

In the Cody settings.json file you can disable autocomplete on entire languages/file types.

Additionally, we recently rolled out a Cody Ignore file type where you can specify files/folders that Cody will not look at for context. This feature is still in experimental mode though. https://sourcegraph.com/docs/cody/capabilities/ignore-contex...

With Cody, we have a relationship w/ both Anthropic and OpenAI to never use any data submitted via Cody users for training and data is not retained either.