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fix(dataflows): apply the Alpha Vantage fundamentals look-ahead filter
- the payload is a JSON string, so the dict-only guard skipped filtering and future-dated reports leaked into historical runs, breaking the #475 guarantee - parse before filtering; non-JSON bodies and an unset curr_date pass through #1115
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@@ -1,11 +1,16 @@
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"""Alpha Vantage request hardening.
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Regressions for #990 (no request timeout -> can hang) and #991 (invalid-key
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responses mislabeled as rate limits and silently treated as transient).
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Regressions for #990 (no request timeout -> can hang), #991 (invalid-key
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responses mislabeled as rate limits and silently treated as transient), and
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#1115 (fundamentals look-ahead filter never ran because the payload is a JSON
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string, not a dict).
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"""
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import json
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import pytest
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import tradingagents.dataflows.alpha_vantage_common as av
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import tradingagents.dataflows.alpha_vantage_fundamentals as avf
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class _FakeResponse:
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@@ -52,3 +57,40 @@ def test_invalid_key_not_mislabeled_as_rate_limit(monkeypatch):
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with pytest.raises(av.AlphaVantageRateLimitError): # sanity: rate-limit path still distinct
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monkeypatch.setattr(av.requests, "get", _patched_get('{"Note": "API call frequency is 5 calls per minute."}'))
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av._make_api_request("TIME_SERIES_DAILY", {"symbol": "AAPL"})
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_FUNDAMENTALS_JSON = json.dumps({
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"symbol": "AAPL",
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"annualReports": [
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{"fiscalDateEnding": "2025-12-31", "totalAssets": "1"}, # future -> must drop
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{"fiscalDateEnding": "2023-12-31", "totalAssets": "2"}, # past -> must keep
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],
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"quarterlyReports": [
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{"fiscalDateEnding": "2024-06-30", "totalAssets": "3"}, # future -> must drop
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{"fiscalDateEnding": "2023-09-30", "totalAssets": "4"}, # past -> must keep
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],
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})
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@pytest.mark.unit
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def test_fundamentals_look_ahead_filter_runs_on_json_string(monkeypatch):
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# #1115: the payload arrives as a JSON *string*; the old dict-only guard let
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# future-dated fiscal periods leak into historical runs.
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monkeypatch.setattr(avf, "_make_api_request", lambda fn, params: _FUNDAMENTALS_JSON)
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out = avf.get_balance_sheet("AAPL", curr_date="2024-01-01")
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assert isinstance(out, str) # callers still receive a str
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parsed = json.loads(out)
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assert [r["fiscalDateEnding"] for r in parsed["annualReports"]] == ["2023-12-31"]
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assert [r["fiscalDateEnding"] for r in parsed["quarterlyReports"]] == ["2023-09-30"]
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@pytest.mark.unit
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def test_fundamentals_no_curr_date_passes_through(monkeypatch):
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monkeypatch.setattr(avf, "_make_api_request", lambda fn, params: _FUNDAMENTALS_JSON)
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assert avf.get_income_statement("AAPL") == _FUNDAMENTALS_JSON
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@pytest.mark.unit
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def test_fundamentals_non_json_body_unchanged(monkeypatch):
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monkeypatch.setattr(avf, "_make_api_request", lambda fn, params: "not-json")
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assert avf.get_cashflow("AAPL", curr_date="2024-01-01") == "not-json"
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@@ -1,21 +1,30 @@
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import json
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from .alpha_vantage_common import _make_api_request
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def _filter_reports_by_date(result, curr_date: str):
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"""Filter annualReports/quarterlyReports to exclude entries after curr_date.
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"""Drop annual/quarterly reports dated after curr_date to prevent look-ahead.
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Prevents look-ahead bias by removing fiscal periods that end after
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the simulation's current date.
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``_make_api_request`` returns the fundamentals payload as a JSON string, so
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parse, filter, and re-serialize. A non-JSON body or an unset ``curr_date`` is
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returned unchanged.
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"""
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if not curr_date or not isinstance(result, dict):
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if not curr_date or not isinstance(result, str):
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return result
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try:
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payload = json.loads(result)
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except json.JSONDecodeError:
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return result
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if not isinstance(payload, dict):
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return result
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for key in ("annualReports", "quarterlyReports"):
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if key in result:
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result[key] = [
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r for r in result[key]
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if isinstance(payload.get(key), list):
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payload[key] = [
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r for r in payload[key]
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if r.get("fiscalDateEnding", "") <= curr_date
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]
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return result
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return json.dumps(payload)
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def get_fundamentals(ticker: str, curr_date: str = None) -> str:
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