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feat(config): benchmark Taiwan, Korea, Singapore and the main European exchanges (#1392)

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- .TW, .TWO, .KS, .KQ, .SI, .DE, .PA, .AS, .SW and .MI tickers are measured against their regional index instead of SPY
This commit is contained in:
Yijia-Xiao
2026-09-24 18:45:44 +00:00
parent 51066935b8
commit 47ac1f2d1e
3 changed files with 23 additions and 4 deletions
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tests/test_memory_log.py
+10
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@@ -628,6 +628,16 @@ class TestDeferredReflection:
"benchmark_map": DEFAULT_CONFIG["benchmark_map"]}
assert settlement.resolve_benchmark("PETR4.SA", config) == "^BVSP"
@pytest.mark.parametrize(("ticker", "index"), [
("2330.TW", "^TWII"), ("6488.TWO", "^TWII"), ("005930.KS", "^KS11"), ("247540.KQ", "^KQ11"), ("D05.SI", "^STI"), ("SAP.DE", "^GDAXI"),
("MC.PA", "^FCHI"), ("ASML.AS", "^AEX"), ("NESN.SW", "^SSMI"), ("ENI.MI", "FTSEMIB.MI"),
])
def test_resolve_benchmark_regional_indexes(self, ticker, index):
"""Taiwan, Korea, Singapore and the main European exchanges were measured against SPY."""
from tradingagents.default_config import DEFAULT_CONFIG
config = {"benchmark_ticker": None, "benchmark_map": DEFAULT_CONFIG["benchmark_map"]}
assert settlement.resolve_benchmark(ticker, config) == index
def test_resolve_benchmark_us_ticker_defaults_to_spy(self):
"""US tickers (no dotted suffix) take the empty-suffix entry."""
config = {