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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"]} "benchmark_map": DEFAULT_CONFIG["benchmark_map"]}
assert settlement.resolve_benchmark("PETR4.SA", config) == "^BVSP" 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): def test_resolve_benchmark_us_ticker_defaults_to_spy(self):
"""US tickers (no dotted suffix) take the empty-suffix entry.""" """US tickers (no dotted suffix) take the empty-suffix entry."""
config = { config = {
tradingagents/default_config.py
+10
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@@ -161,8 +161,18 @@ DEFAULT_CONFIG = _apply_env_overrides({
".NS": "^NSEI", # NSE India (Nifty 50) ".NS": "^NSEI", # NSE India (Nifty 50)
".BO": "^BSESN", # BSE India (Sensex) ".BO": "^BSESN", # BSE India (Sensex)
".T": "^N225", # Tokyo (Nikkei 225) ".T": "^N225", # Tokyo (Nikkei 225)
".TW": "^TWII", # Taiwan (TAIEX)
".TWO": "^TWII", # Taipei OTC (TPEx has no Yahoo index; TAIEX)
".KS": "^KS11", # Korea (KOSPI)
".KQ": "^KQ11", # Korea (KOSDAQ)
".HK": "^HSI", # Hong Kong (Hang Seng) ".HK": "^HSI", # Hong Kong (Hang Seng)
".SI": "^STI", # Singapore (Straits Times)
".L": "^FTSE", # London (FTSE 100) ".L": "^FTSE", # London (FTSE 100)
".DE": "^GDAXI", # Germany (DAX)
".PA": "^FCHI", # Paris (CAC 40)
".AS": "^AEX", # Amsterdam (AEX)
".SW": "^SSMI", # Switzerland (SMI)
".MI": "FTSEMIB.MI", # Milan (FTSE MIB)
".TO": "^GSPTSE", # Toronto (TSX Composite) ".TO": "^GSPTSE", # Toronto (TSX Composite)
".AX": "^AXJO", # Australia (ASX 200) ".AX": "^AXJO", # Australia (ASX 200)
".SS": "000001.SS", # Shanghai (SSE Composite) ".SS": "000001.SS", # Shanghai (SSE Composite)
tradingagents/graph/settlement.py
+3 -4
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@@ -16,10 +16,9 @@ def resolve_benchmark(ticker: str, config: dict) -> str:
``config["benchmark_ticker"]`` overrides everything when set; otherwise ``config["benchmark_ticker"]`` overrides everything when set; otherwise
the suffix map matches the ticker's exchange suffix (e.g. ``.T`` for the suffix map matches the ticker's exchange suffix (e.g. ``.T`` for
Tokyo). US-listed tickers without a dotted suffix fall through to the Tokyo). US-listed tickers without a dotted suffix fall through to the
empty-suffix entry (SPY by default). Unrecognised suffixes (including empty-suffix entry (SPY by default). Unrecognised suffixes, including
US tickers with dots like ``BRK.B``) also fall back to the empty-suffix US tickers with dots like ``BRK.B``, also take the empty-suffix entry.
entry, which is the right default because the alpha calculation works Returns are compared as percentages, each in its own currency.
in USD.
""" """
explicit = config.get("benchmark_ticker") explicit = config.get("benchmark_ticker")