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refactor(dataflows): group the vendors under dataflows/vendors

Browse Source 
- vendors/yahoo: ohlcv (loader and cache), market (prices, indicators), fundamentals (profile, statements, insider), news, snapshot
- vendors/alpha_vantage is a package; sec_edgar, fred, polymarket, reddit and stocktwits sit beside it
- the one-method StockstatsUtils class is a function; the duplicate Yahoo host constant is gone
- tests are named after the modules they cover: test_ohlcv_date_column, test_yahoo_snapshot, and the ohlcv and snapshot aliases
This commit is contained in:
Yijia-Xiao
2026-09-24 04:37:40 +00:00
parent c42a2f2c61
commit 6097b582d9
45 changed files with 417 additions and 389 deletions
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tests/test_alpha_vantage_hardening.py
+7 -7
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@@ -10,10 +10,10 @@ import json
import pytest
import tradingagents.dataflows.alpha_vantage_common as av
import tradingagents.dataflows.alpha_vantage_fundamentals as avf
import tradingagents.dataflows.alpha_vantage_stock as avs
import tradingagents.dataflows.net as net
import tradingagents.dataflows.vendors.alpha_vantage.common as av
import tradingagents.dataflows.vendors.alpha_vantage.fundamentals as avf
import tradingagents.dataflows.vendors.alpha_vantage.stock as avs
class _FakeResponse:
@@ -156,7 +156,7 @@ def test_request_error_message_carries_no_key(monkeypatch):
@pytest.mark.unit
def test_global_news_omitted_optionals_use_the_configured_defaults(monkeypatch):
"""The tool passes None for an omitted look_back_days or limit (#1326)."""
from tradingagents.dataflows import alpha_vantage_news
from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
monkeypatch.setattr(alpha_vantage_news, "get_config",
lambda: {"global_news_lookback_days": 3, "global_news_article_limit": 9})
@@ -173,7 +173,7 @@ def test_the_news_window_includes_the_analysis_day(monkeypatch):
"""time_to was midnight at the start of the end date, so everything
published during the analysis day, the most decision-relevant day, was
excluded. The yfinance path includes it."""
from tradingagents.dataflows import alpha_vantage_news
from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
seen = {}
monkeypatch.setattr(alpha_vantage_news, "_make_api_request",
@@ -190,8 +190,8 @@ def test_the_news_window_includes_the_analysis_day(monkeypatch):
def test_an_indicator_this_vendor_lacks_lets_the_next_one_serve_it(indicator):
"""Returning prose counts as success to the router, so the chain stops at a
vendor that cannot compute the indicator while the next one can."""
from tradingagents.dataflows import alpha_vantage_indicator
from tradingagents.dataflows.errors import VendorError
from tradingagents.dataflows.vendors.alpha_vantage import indicator as alpha_vantage_indicator
with pytest.raises(VendorError):
alpha_vantage_indicator.get_indicator("AAPL", indicator, "2026-05-08", 30)
@@ -201,7 +201,7 @@ def test_an_indicator_this_vendor_lacks_lets_the_next_one_serve_it(indicator):
def test_ticker_news_asks_for_only_as_many_articles_as_configured(monkeypatch):
"""The endpoint returns 50 articles with per-article sentiment arrays by
default, and the whole payload went into the prompt."""
from tradingagents.dataflows import alpha_vantage_news
from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
monkeypatch.setattr(alpha_vantage_news, "get_config", lambda: {"news_article_limit": 8})
seen = {}
tests/test_date_boundaries.py
+4 -4
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@@ -7,9 +7,9 @@ row omitted).
import pandas as pd
import pytest
import tradingagents.dataflows.stockstats_utils as su
import tradingagents.dataflows.y_finance as yfin
import tradingagents.dataflows.vendors.yahoo.market as yfin
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.vendors.yahoo import ohlcv
@pytest.mark.unit
@@ -53,9 +53,9 @@ def test_load_ohlcv_requests_inclusive_end(monkeypatch, tmp_path):
index=idx,
)
monkeypatch.setattr(su.yf, "download", fake_download)
monkeypatch.setattr(ohlcv.yf, "download", fake_download)
today = pd.Timestamp.today().strftime("%Y-%m-%d")
su.load_ohlcv("AAPL", today)
ohlcv.load_ohlcv("AAPL", today)
expected_end = (pd.Timestamp.today() + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
assert captured["end"] == expected_end # tomorrow -> today's row included (#986)
tests/test_fred.py
+2 -1
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@@ -12,8 +12,9 @@ import requests
import tradingagents.dataflows.config as config_module
import tradingagents.default_config as default_config
from tradingagents.dataflows import fred, router
from tradingagents.dataflows import router
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.vendors import fred
# A small, stable set of observations to format against.
_META = {
tests/test_fundamentals_lookahead.py
+11 -6
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@@ -19,7 +19,12 @@ from unittest import mock
import pytest
from tradingagents.dataflows import alpha_vantage_fundamentals as av, date_window, y_finance
from tradingagents.dataflows import date_window
from tradingagents.dataflows.vendors.alpha_vantage import fundamentals as av
from tradingagents.dataflows.vendors.yahoo import (
fundamentals as yahoo_fundamentals,
market as yahoo_market,
)
_TODAY = "2026-09-07"
_PAST = "2024-05-10"
@@ -42,9 +47,9 @@ _LEAKY = ("3500000000000", "34.2", "260.1", "391000000000",
def _yf(curr_date, info=_INFO, today=_TODAY):
with mock.patch.object(date_window, "get_current_date", return_value=today), \
mock.patch.object(y_finance, "yf_retry", lambda fn: info), \
mock.patch.object(y_finance.yf, "Ticker"):
return y_finance.get_fundamentals("AAPL", curr_date)
mock.patch.object(yahoo_fundamentals, "yf_retry", lambda fn: info), \
mock.patch.object(yahoo_market.yf, "Ticker"):
return yahoo_fundamentals.get_fundamentals("AAPL", curr_date)
def _av(curr_date, today=_TODAY):
@@ -78,8 +83,8 @@ class TestYFinanceHistoricalRun:
# The response would only be discarded; skipping it also avoids burning
# vendor quota on a call whose result cannot be used.
with mock.patch.object(date_window, "get_current_date", return_value=_TODAY), \
mock.patch.object(y_finance.yf, "Ticker") as tk:
y_finance.get_fundamentals("AAPL", _PAST)
mock.patch.object(yahoo_market.yf, "Ticker") as tk:
yahoo_fundamentals.get_fundamentals("AAPL", _PAST)
tk.assert_not_called()
tests/test_graph_end_to_end.py
+4 -3
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@@ -20,7 +20,8 @@ from pydantic import Field
from tradingagents.agents import schemas
from tradingagents.agents.analysts import sentiment_analyst
from tradingagents.agents.utils import agent_utils
from tradingagents.dataflows import market_data_validator, router, y_finance
from tradingagents.dataflows import router
from tradingagents.dataflows.vendors.yahoo import market as yahoo_market, snapshot
from tradingagents.default_config import DEFAULT_CONFIG
from tradingagents.graph import trading_graph
@@ -102,11 +103,11 @@ def offline(monkeypatch, tmp_path):
"Date": pd.bdate_range(end=TRADE_DATE, periods=60),
"Open": 100.0, "High": 101.0, "Low": 99.0, "Close": 100.5, "Volume": 1_000_000,
})
monkeypatch.setattr(market_data_validator, "load_ohlcv",
monkeypatch.setattr(snapshot, "load_ohlcv",
lambda *a, **k: called.add("ohlcv") or prices.copy())
monkeypatch.setattr(sentiment_analyst, "fetch_stocktwits_messages", lambda *a, **k: "no posts")
monkeypatch.setattr(sentiment_analyst, "fetch_reddit_posts", lambda *a, **k: "no posts")
monkeypatch.setattr(y_finance.yf, "Ticker", lambda s: type("T", (), {"info": {"longName": "NVIDIA"}})())
monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: type("T", (), {"info": {"longName": "NVIDIA"}})())
agent_utils.resolve_instrument_identity.cache_clear()
return called
tests/test_instrument_identity.py
+6 -6
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@@ -21,7 +21,7 @@ class ResolveInstrumentIdentityTests(unittest.TestCase):
resolve_instrument_identity.cache_clear()
def test_resolves_company_metadata_from_yfinance(self):
with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
with patch("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker") as mock:
mock.return_value.info = {
"longName": "TOTO LTD.",
"shortName": "TOTO",
@@ -38,26 +38,26 @@ class ResolveInstrumentIdentityTests(unittest.TestCase):
self.assertEqual(identity["exchange"], "PNK")
def test_falls_back_to_short_name(self):
with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
with patch("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker") as mock:
mock.return_value.info = {"shortName": "TOTO", "sector": "Industrials"}
identity = resolve_instrument_identity("TOTDY")
self.assertEqual(identity["company_name"], "TOTO")
def test_skips_placeholder_values(self):
with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
with patch("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker") as mock:
mock.return_value.info = {"longName": " ", "sector": "None", "industry": "n/a"}
identity = resolve_instrument_identity("TOTDY")
self.assertEqual(identity, {})
def test_fails_open_on_exception(self):
with patch(
"tradingagents.dataflows.y_finance.yf.Ticker",
"tradingagents.dataflows.vendors.yahoo.market.yf.Ticker",
side_effect=RuntimeError("rate limited"),
):
self.assertEqual(resolve_instrument_identity("TOTDY"), {})
def test_result_is_cached(self):
with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
with patch("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker") as mock:
mock.return_value.info = {"longName": "TOTO LTD."}
first = resolve_instrument_identity("TOTDY")
second = resolve_instrument_identity("TOTDY")
@@ -104,7 +104,7 @@ class GetInstrumentContextFromStateTests(unittest.TestCase):
def test_fallback_is_network_free_ticker_only(self):
# No instrument_context and no yfinance call — must not hit the network.
with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
with patch("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker") as mock:
context = get_instrument_context_from_state(
{"company_of_interest": "NVDA", "asset_type": "stock"}
)
tests/test_memory_log.py
+1 -1
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@@ -1042,7 +1042,7 @@ def test_a_longer_window_asks_for_enough_price_history(monkeypatch):
days = pd.bdate_range(start, end)
return pd.DataFrame({"Close": range(len(days))}, index=days)
monkeypatch.setattr("tradingagents.dataflows.y_finance.yf.Ticker", _Ticker)
monkeypatch.setattr("tradingagents.dataflows.vendors.yahoo.market.yf.Ticker", _Ticker)
raw, alpha, days, resolved = graph._fetch_returns("NVDA", "2026-06-01", 21, benchmark="SPY")
tests/test_news_lookahead.py
+1 -1
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@@ -10,7 +10,7 @@ from datetime import datetime, timezone
import pytest
import tradingagents.dataflows.yfinance_news as ynews
import tradingagents.dataflows.vendors.yahoo.news as ynews
from tradingagents.dataflows.date_window import in_window
tests/test_no_data_handling.py
+6 -5
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@@ -14,9 +14,10 @@ from unittest import mock
import pandas as pd
import pytest
from tradingagents.dataflows import router, stockstats_utils
from tradingagents.dataflows import router
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.vendors.yahoo import ohlcv
@pytest.mark.unit
@@ -33,16 +34,16 @@ class TestLoadOhlcvNoPoison(unittest.TestCase):
def test_empty_download_raises_and_does_not_cache(self):
empty = pd.DataFrame()
with mock.patch.object(stockstats_utils.yf, "download", return_value=empty), \
with mock.patch.object(ohlcv.yf, "download", return_value=empty), \
self.assertRaises(NoMarketDataError):
stockstats_utils.load_ohlcv("FAKE", "2026-01-01")
ohlcv.load_ohlcv("FAKE", "2026-01-01")
# Nothing should have been written to the cache.
self.assertEqual(os.listdir(self._tmp), [])
# A second call must re-attempt the fetch (no poisoned cache served).
with mock.patch.object(stockstats_utils.yf, "download", return_value=empty) as dl2:
with mock.patch.object(ohlcv.yf, "download", return_value=empty) as dl2:
with self.assertRaises(NoMarketDataError):
stockstats_utils.load_ohlcv("FAKE", "2026-01-01")
ohlcv.load_ohlcv("FAKE", "2026-01-01")
self.assertTrue(dl2.called)
tests/test_ohlcv_cache_freshness.py
+15 -15
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@@ -12,10 +12,10 @@ import os
import pandas as pd
import pytest
import tradingagents.dataflows.stockstats_utils as su
from tradingagents.dataflows.vendors.yahoo import ohlcv
NOW = pd.Timestamp("2026-07-18 12:00")
STALE = su.OHLCV_CACHE_TTL_SECONDS + 60
STALE = ohlcv.OHLCV_CACHE_TTL_SECONDS + 60
def _stamp(path, ts):
@@ -33,10 +33,10 @@ def _write(tmp_path, name="AAPL-YFin-data.csv", age_seconds=0.0, last_date="2026
def _load(tmp_path, monkeypatch, curr_date, download):
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: NOW))
monkeypatch.setattr(su.yf, "download", download)
return su.load_ohlcv("AAPL", curr_date)
monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda: NOW))
monkeypatch.setattr(ohlcv.yf, "download", download)
return ohlcv.load_ohlcv("AAPL", curr_date)
def _fail_download(*a, **k):
@@ -46,27 +46,27 @@ def _fail_download(*a, **k):
@pytest.mark.unit
def test_current_day_cache_past_ttl_is_not_fresh(tmp_path):
# Today's bar missing or still in progress: row inspection can't tell, so the TTL governs.
assert su._cache_is_fresh(_write(tmp_path, age_seconds=STALE), NOW.normalize(), NOW) is False
assert ohlcv._cache_is_fresh(_write(tmp_path, age_seconds=STALE), NOW.normalize(), NOW) is False
f = _write(tmp_path, age_seconds=STALE, last_date="2026-07-18")
assert su._cache_is_fresh(f, NOW.normalize(), NOW) is False
assert ohlcv._cache_is_fresh(f, NOW.normalize(), NOW) is False
@pytest.mark.unit
def test_recent_cache_is_fresh(tmp_path):
# Written moments ago: don't hammer the vendor (weekend/holiday guard).
assert su._cache_is_fresh(_write(tmp_path), NOW.normalize(), NOW) is True
assert ohlcv._cache_is_fresh(_write(tmp_path), NOW.normalize(), NOW) is True
@pytest.mark.unit
def test_historical_request_uses_todays_cache_past_the_ttl(tmp_path):
f = _write(tmp_path, age_seconds=STALE, last_date="2026-04-30")
assert su._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is True
assert ohlcv._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is True
@pytest.mark.unit
def test_a_download_from_an_earlier_day_is_not_fresh(tmp_path):
f = _write(tmp_path, age_seconds=13 * 3600) # yesterday 23:00
assert su._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is False
assert ohlcv._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is False
@pytest.mark.unit
@@ -95,15 +95,15 @@ def test_load_ohlcv_reuses_fresh_same_day_cache(tmp_path, monkeypatch):
@pytest.mark.unit
def test_one_cache_file_per_symbol_across_days(tmp_path, monkeypatch):
"""A later day's download replaces the symbol's file instead of adding one (#1330)."""
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
frame = pd.DataFrame({"Date": pd.to_datetime(["2026-07-16", "2026-07-17"]), "Close": [1.0, 2.0]})
downloads = []
monkeypatch.setattr(su.yf, "download", lambda *a, **k: downloads.append(1) or frame.set_index("Date"))
monkeypatch.setattr(ohlcv.yf, "download", lambda *a, **k: downloads.append(1) or frame.set_index("Date"))
for day in ("2026-07-18 10:00", "2026-07-19 10:00", "2026-07-20 10:00"):
now = pd.Timestamp(day)
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda now=now: now))
su.load_ohlcv("AAPL", "2026-07-17")
monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda now=now: now))
ohlcv.load_ohlcv("AAPL", "2026-07-17")
written = list(tmp_path.glob("AAPL-*.csv"))
_stamp(written[0], now)
tests/test_stockstats_date_column.py → tests/test_ohlcv_date_column.py
+10 -10
View File
@@ -1,4 +1,4 @@
"""Tests for tolerating a non-`Date` index column in stockstats_utils (#890).
"""Tests for tolerating a non-`Date` index column in the Yahoo OHLCV loader (#890).
Guards against a download frame whose date column is `index` or `Datetime`
instead of `Date`, which would otherwise silently drop every indicator.
@@ -9,7 +9,7 @@ from __future__ import annotations
import pandas as pd
import pytest
from tradingagents.dataflows import stockstats_utils as su
from tradingagents.dataflows.vendors.yahoo import ohlcv
def _ohlcv(date_col: str) -> pd.DataFrame:
@@ -28,20 +28,20 @@ def _ohlcv(date_col: str) -> pd.DataFrame:
@pytest.mark.unit
class TestEnsureDateColumn:
def test_renames_index_column(self):
out = su._ensure_date_column(_ohlcv("index"))
out = ohlcv._ensure_date_column(_ohlcv("index"))
assert "Date" in out.columns and "index" not in out.columns
def test_renames_datetime_and_date_variants(self):
assert "Date" in su._ensure_date_column(_ohlcv("Datetime")).columns
assert "Date" in su._ensure_date_column(_ohlcv("date")).columns
assert "Date" in ohlcv._ensure_date_column(_ohlcv("Datetime")).columns
assert "Date" in ohlcv._ensure_date_column(_ohlcv("date")).columns
def test_leaves_existing_date_untouched(self):
df = _ohlcv("Date")
assert su._ensure_date_column(df) is df # no-op short-circuit
assert ohlcv._ensure_date_column(df) is df # no-op short-circuit
def test_no_datelike_column_is_left_alone(self):
df = pd.DataFrame({"Close": [1, 2, 3]})
out = su._ensure_date_column(df)
out = ohlcv._ensure_date_column(df)
assert "Date" not in out.columns # nothing to rename; caller handles
@@ -50,20 +50,20 @@ class TestCleanDataframeAcrossVersions:
def test_clean_handles_index_column(self):
"""A frame with `index` instead of `Date` must still clean to a
usable, date-parsed frame (was KeyError: 'Date')."""
cleaned = su._clean_dataframe(_ohlcv("index"))
cleaned = ohlcv._clean_dataframe(_ohlcv("index"))
assert "Date" in cleaned.columns
assert pd.api.types.is_datetime64_any_dtype(cleaned["Date"])
assert len(cleaned) == 10
def test_clean_handles_legacy_date_column(self):
cleaned = su._clean_dataframe(_ohlcv("Date"))
cleaned = ohlcv._clean_dataframe(_ohlcv("Date"))
assert len(cleaned) == 10
def test_indicators_compute_after_index_rename(self):
"""stockstats must compute indicators on a frame whose date column
arrived as `index`, instead of erroring per indicator."""
from stockstats import wrap
cleaned = su._clean_dataframe(_ohlcv("index"))
cleaned = ohlcv._clean_dataframe(_ohlcv("index"))
df = wrap(cleaned)
df["close_5_sma"] # triggers calculation
assert "close_5_sma" in df.columns
tests/test_ohlcv_latest_bar.py
+16 -16
View File
@@ -18,8 +18,8 @@ import os
import pandas as pd
import pytest
from tradingagents.dataflows import stockstats_utils as su
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.vendors.yahoo import ohlcv
def _stamp(path, ts):
@@ -35,7 +35,7 @@ def test_normalize_dates_strips_tz_and_normalizes_to_midnight():
aware = pd.Series(pd.to_datetime(
["2026-05-08 09:30:00-04:00", "2026-05-09 16:00:00-04:00"]
))
out = su._normalize_dates(aware)
out = ohlcv._normalize_dates(aware)
assert out.dt.tz is None
assert list(out) == [pd.Timestamp("2026-05-08"), pd.Timestamp("2026-05-09")]
@@ -43,7 +43,7 @@ def test_normalize_dates_strips_tz_and_normalizes_to_midnight():
@pytest.mark.unit
def test_normalize_dates_leaves_naive_dates_at_midnight():
naive = pd.Series(pd.to_datetime(["2026-05-08 14:30:00", "2026-05-09 00:00:00"]))
out = su._normalize_dates(naive)
out = ohlcv._normalize_dates(naive)
assert out.dt.tz is None
assert list(out) == [pd.Timestamp("2026-05-08"), pd.Timestamp("2026-05-09")]
@@ -57,7 +57,7 @@ def test_normalize_dates_handles_mixed_dst_offsets():
"2026-06-08 00:00:00-04:00", # EDT
"not-a-date", # -> NaT
])
out = su._normalize_dates(mixed)
out = ohlcv._normalize_dates(mixed)
assert out.iloc[0] == pd.Timestamp("2026-01-08")
assert out.iloc[1] == pd.Timestamp("2026-06-08")
assert pd.isna(out.iloc[2])
@@ -68,7 +68,7 @@ def test_normalize_dates_keeps_positive_offset_local_date():
# A Tokyo bar at local midnight (+09:00) must stay on its own calendar day,
# not shift to the previous UTC day (which utc=True parsing would cause).
jst = pd.Series(["2026-05-08 00:00:00+09:00"])
assert su._normalize_dates(jst).iloc[0] == pd.Timestamp("2026-05-08")
assert ohlcv._normalize_dates(jst).iloc[0] == pd.Timestamp("2026-05-08")
# --- fill vs guard responsibilities ----------------------------------------
@@ -77,7 +77,7 @@ def test_normalize_dates_keeps_positive_offset_local_date():
def test_clean_dataframe_keeps_nan_close_for_the_caller_to_inspect():
# _clean_dataframe normalizes but no longer drops the NaN close itself.
df = pd.DataFrame({"Date": ["2026-05-08", "2026-05-09"], "Close": [100.0, float("nan")]})
cleaned = su._clean_dataframe(df)
cleaned = ohlcv._clean_dataframe(df)
assert len(cleaned) == 2
assert pd.isna(cleaned["Close"].iloc[-1])
@@ -86,7 +86,7 @@ def test_clean_dataframe_keeps_nan_close_for_the_caller_to_inspect():
def test_fill_price_gaps_drops_nan_close_rows():
df = pd.DataFrame({"Date": pd.to_datetime(["2026-05-07", "2026-05-08"]),
"Close": [float("nan"), 100.0]})
filled = su._fill_price_gaps(df)
filled = ohlcv._fill_price_gaps(df)
assert len(filled) == 1
assert filled["Close"].iloc[0] == 100.0
@@ -95,17 +95,17 @@ def test_fill_price_gaps_drops_nan_close_rows():
def _run_load(monkeypatch, tmp_path, frame, curr_date):
"""Drive load_ohlcv against a pre-seeded cache frame (no network)."""
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
today = pd.Timestamp(curr_date)
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: today))
monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda: today))
cache_file = tmp_path / "AAPL-YFin-data.csv"
cache_file.write_text(frame.to_csv(index=False))
_stamp(cache_file, today)
def _fail_download(*a, **k):
raise AssertionError("should use the seeded cache, not download")
monkeypatch.setattr(su.yf, "download", _fail_download)
return su.load_ohlcv("AAPL", curr_date)
monkeypatch.setattr(ohlcv.yf, "download", _fail_download)
return ohlcv.load_ohlcv("AAPL", curr_date)
@pytest.mark.unit
@@ -181,7 +181,7 @@ def test_the_snapshot_does_not_present_a_filled_price_as_reported(monkeypatch, t
"""Gap filling exists so indicators compute on a continuous series. The
verification snapshot is the one place a number must be what the vendor
reported, or the module built to stop invented prices supplies them."""
from tradingagents.dataflows import market_data_validator as mdv, stockstats_utils as su
from tradingagents.dataflows.vendors.yahoo import ohlcv, snapshot
frame = pd.DataFrame({
"Date": ["2026-05-06", "2026-05-07", "2026-05-08"],
@@ -192,15 +192,15 @@ def test_the_snapshot_does_not_present_a_filled_price_as_reported(monkeypatch, t
"Volume": [1000000, 1000000, ""],
})
today = pd.Timestamp("2026-05-08 12:00")
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: today))
monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda: today))
cache = tmp_path / "AAPL-YFin-data.csv"
cache.write_text(frame.to_csv(index=False))
_stamp(cache, today)
monkeypatch.setattr(su.yf, "download", lambda *a, **k: (_ for _ in ()).throw(
monkeypatch.setattr(ohlcv.yf, "download", lambda *a, **k: (_ for _ in ()).throw(
AssertionError("should read the seeded cache")))
out = mdv.build_verified_market_snapshot("AAPL", "2026-05-08", 3)
out = snapshot.build_verified_market_snapshot("AAPL", "2026-05-08", 3)
row = out.split("Latest verified OHLCV row")[1].split("###")[0]
assert "104.50" not in row and "105.50" not in row # the previous session's numbers
tests/test_polymarket.py
+2 -1
View File
@@ -12,8 +12,9 @@ import requests
import tradingagents.dataflows.config as config_module
import tradingagents.default_config as default_config
from tradingagents.dataflows import polymarket, router
from tradingagents.dataflows import router
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.vendors import polymarket
def _market(question, prob, *, volume, end_date, closed=False, wk=None):
tests/test_reddit_fallback.py
+1 -1
View File
@@ -9,7 +9,7 @@ from urllib.error import HTTPError
import pytest
from tradingagents.dataflows import reddit
from tradingagents.dataflows.vendors import reddit
_SAMPLE_ATOM = """<?xml version="1.0" encoding="UTF-8"?>
<feed xmlns="http://www.w3.org/2005/Atom">
tests/test_sec_edgar.py
+1 -1
View File
@@ -13,8 +13,8 @@ from unittest import mock
import pytest
from tradingagents.dataflows import sec_edgar
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.vendors import sec_edgar
_REAL_FETCH = sec_edgar._fetch_json
tests/test_social_lookahead.py
+1 -1
View File
@@ -12,8 +12,8 @@ from datetime import datetime, timezone
import pytest
from tradingagents.dataflows import reddit, stocktwits
from tradingagents.dataflows.date_window import in_window
from tradingagents.dataflows.vendors import reddit, stocktwits
class _JsonResp:
tests/test_stocktwits_resilience.py
+1 -1
View File
@@ -13,7 +13,7 @@ from urllib.error import HTTPError
import pytest
from tradingagents.dataflows import stocktwits
from tradingagents.dataflows.vendors import stocktwits
def _raise(exc):
tests/test_symbol_normalization_paths.py
+4 -4
View File
@@ -8,8 +8,8 @@ hit the right instrument instead of failing/mismatching.
import pandas as pd
import tradingagents.agents.utils.agent_utils as au
import tradingagents.dataflows.y_finance as y_finance
import tradingagents.dataflows.yfinance_news as ynews
import tradingagents.dataflows.vendors.yahoo.market as yahoo_market
import tradingagents.dataflows.vendors.yahoo.news as ynews
from tradingagents.graph.trading_graph import TradingAgentsGraph
@@ -24,7 +24,7 @@ def test_identity_lookup_normalizes_symbol(monkeypatch):
def info(self):
return {"longName": "Gold Futures", "quoteType": "FUTURE"}
monkeypatch.setattr(y_finance.yf, "Ticker", FakeTicker)
monkeypatch.setattr(yahoo_market.yf, "Ticker", FakeTicker)
au.resolve_instrument_identity.cache_clear()
identity = au.resolve_instrument_identity("XAUUSD")
@@ -45,7 +45,7 @@ def test_fetch_returns_normalizes_symbol(monkeypatch):
idx = pd.date_range(start="2025-01-02", periods=len(prices), freq="D")
return pd.DataFrame({"Close": prices}, index=idx)
monkeypatch.setattr(y_finance.yf, "Ticker", FakeTicker)
monkeypatch.setattr(yahoo_market.yf, "Ticker", FakeTicker)
# _fetch_returns does not use ``self``; call unbound to avoid building the graph.
raw, alpha, days, resolved = TradingAgentsGraph._fetch_returns(
tests/test_undated_tools_as_of.py
+38 -35
View File
@@ -14,7 +14,12 @@ import pandas as pd
import pytest
from tradingagents.agents.utils import news_data_tools, prediction_markets_tools
from tradingagents.dataflows import alpha_vantage_news, polymarket, y_finance
from tradingagents.dataflows.vendors import polymarket
from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
from tradingagents.dataflows.vendors.yahoo import (
fundamentals as yahoo_fundamentals,
market as yahoo_market,
)
def _insider_frame(*dates):
@@ -27,8 +32,8 @@ def _insider_frame(*dates):
def _yf_insider(frame, curr_date):
ticker = mock.Mock(insider_transactions=frame)
with mock.patch.object(y_finance.yf, "Ticker", return_value=ticker):
return y_finance.get_insider_transactions("AAPL", curr_date)
with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
return yahoo_fundamentals.get_insider_transactions("AAPL", curr_date)
@pytest.mark.unit
@@ -121,16 +126,14 @@ def test_insider_rows_are_dated_by_the_trade_not_the_filing():
run must not be told these rows were public on their transaction date."""
import pandas as pd
from tradingagents.dataflows import y_finance
frame = pd.DataFrame({
"Shares": [100, 200],
"Text": ["Sale at price 10.00 per share.", "Sale at price 11.00 per share."],
"Start Date": pd.to_datetime(["2026-05-01", "2026-05-20"]),
})
ticker = mock.Mock(insider_transactions=frame)
with mock.patch.object(y_finance.yf, "Ticker", return_value=ticker):
out = y_finance.get_insider_transactions("AAPL", "2026-05-10")
with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
out = yahoo_fundamentals.get_insider_transactions("AAPL", "2026-05-10")
assert "2026-05-01" in out and "2026-05-20" not in out # still bounded by the date
assert "transaction date" in out.lower() # and says what the date means
@@ -142,13 +145,12 @@ def test_an_indicator_that_could_not_be_read_is_not_shown_as_a_blank_value():
"""The per-day fallback returned an empty string for a failed read, so the
table rendered a row per day with nothing after the colon: an analyst reads
that as "no value on that day" rather than "could not be obtained"."""
from tradingagents.dataflows import y_finance
from tradingagents.dataflows.errors import VendorError
with mock.patch.object(y_finance.StockstatsUtils, "get_stock_stats",
with mock.patch.object(yahoo_market, "get_stock_stats",
side_effect=RuntimeError("cache parse failed")), \
pytest.raises(VendorError):
y_finance.get_stockstats_indicator("AAPL", "rsi", "2026-05-08")
yahoo_market.get_stockstats_indicator("AAPL", "rsi", "2026-05-08")
@pytest.mark.unit
@@ -165,12 +167,11 @@ def test_a_yfinance_failure_is_a_vendor_error_not_a_report(func, args):
"""Returning the failure as text makes the router count it as an answer, so
the chain stops and the analyst reads the error message as if it were data.
yfinance serves the default path, so this is the one that matters most."""
from tradingagents.dataflows import y_finance
from tradingagents.dataflows.errors import VendorError
with mock.patch.object(y_finance.yf, "Ticker", side_effect=RuntimeError("yahoo hiccup")), \
with mock.patch.object(yahoo_market.yf, "Ticker", side_effect=RuntimeError("yahoo hiccup")), \
pytest.raises(VendorError):
getattr(y_finance, func)(*args)
getattr(yahoo_fundamentals, func)(*args)
@pytest.mark.unit
@@ -179,13 +180,13 @@ def test_a_yfinance_failure_is_a_vendor_error_not_a_report(func, args):
("get_global_news_yfinance", ("2026-09-01", 7, 5)),
])
def test_a_yfinance_news_failure_is_a_vendor_error_not_a_report(func, args):
from tradingagents.dataflows import yfinance_news
from tradingagents.dataflows.errors import VendorError
from tradingagents.dataflows.vendors.yahoo import news as yahoo_news
target = "Ticker" if "global" not in func else "Search"
with mock.patch.object(yfinance_news.yf, target, side_effect=RuntimeError("yahoo hiccup")), \
with mock.patch.object(yahoo_news.yf, target, side_effect=RuntimeError("yahoo hiccup")), \
pytest.raises(VendorError):
getattr(yfinance_news, func)(*args)
getattr(yahoo_news, func)(*args)
@pytest.mark.unit
@@ -195,19 +196,19 @@ def test_an_unreachable_vendor_is_not_reported_as_a_missing_symbol(monkeypatch):
company has no balance sheet, when the truth is we could not ask."""
import pandas as pd
from tradingagents.dataflows import stockstats_utils, y_finance
from tradingagents.dataflows.errors import NoMarketDataError, VendorRateLimitError
from tradingagents.dataflows.vendors.yahoo import ohlcv
empty = mock.Mock(quarterly_balance_sheet=pd.DataFrame(), balance_sheet=pd.DataFrame())
monkeypatch.setattr(y_finance.yf, "Ticker", lambda s: empty)
monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: empty)
monkeypatch.setattr(stockstats_utils, "vendor_reachable", lambda url: False)
monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: False)
with pytest.raises(VendorRateLimitError, match="unreachable"):
y_finance.get_balance_sheet("AAPL", "annual", "2026-09-01")
yahoo_fundamentals.get_balance_sheet("AAPL", "annual", "2026-09-01")
monkeypatch.setattr(stockstats_utils, "vendor_reachable", lambda url: True)
monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: True)
with pytest.raises(NoMarketDataError):
y_finance.get_balance_sheet("AAPL", "annual", "2026-09-01")
yahoo_fundamentals.get_balance_sheet("AAPL", "annual", "2026-09-01")
@pytest.mark.unit
@@ -234,27 +235,29 @@ def test_the_price_path_also_tells_an_outage_from_an_unknown_symbol(monkeypatch)
delisted symbol either."""
import pandas as pd
from tradingagents.dataflows import stockstats_utils, y_finance
from tradingagents.dataflows.errors import NoMarketDataError, VendorRateLimitError
from tradingagents.dataflows.vendors.yahoo import ohlcv
monkeypatch.setattr(y_finance.yf, "Ticker", lambda s: mock.Mock(history=lambda **k: pd.DataFrame()))
monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: mock.Mock(history=lambda **k: pd.DataFrame()))
monkeypatch.setattr(stockstats_utils, "vendor_reachable", lambda url: False)
monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: False)
with pytest.raises(VendorRateLimitError, match="unreachable"):
y_finance.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
yahoo_market.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
monkeypatch.setattr(stockstats_utils, "vendor_reachable", lambda url: True)
monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: True)
with pytest.raises(NoMarketDataError):
y_finance.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
yahoo_market.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
@pytest.mark.unit
@pytest.mark.parametrize("func, args", [
("get_YFin_data_online", ("AAPL", "2025-06-02", "2025-06-06")),
("get_balance_sheet", ("AAPL", "quarterly", "2025-06-06")),
("get_cashflow", ("AAPL", "quarterly", "2025-06-06")),
("get_income_statement", ("AAPL", "quarterly", "2025-06-06")),
("get_insider_transactions", ("AAPL", "2025-06-06")),
pytest.param(f, a, id=f.__name__) for f, a in (
(yahoo_market.get_YFin_data_online, ("AAPL", "2025-06-02", "2025-06-06")),
(yahoo_fundamentals.get_balance_sheet, ("AAPL", "quarterly", "2025-06-06")),
(yahoo_fundamentals.get_cashflow, ("AAPL", "quarterly", "2025-06-06")),
(yahoo_fundamentals.get_income_statement, ("AAPL", "quarterly", "2025-06-06")),
(yahoo_fundamentals.get_insider_transactions, ("AAPL", "2025-06-06")),
)
])
def test_a_historical_run_is_not_told_todays_date(func, args):
"""A header stamped with the wall clock tells a backtest when it is really running."""
@@ -267,8 +270,8 @@ def test_a_historical_run_is_not_told_todays_date(func, args):
quarterly_income_stmt=statement,
insider_transactions=_insider_frame("2025-05-30"),
history=lambda **k: prices)
with mock.patch.object(y_finance.yf, "Ticker", return_value=ticker):
out = getattr(y_finance, func)(*args)
with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
out = func(*args)
assert date.today().isoformat() not in out
tests/test_vendor_errors.py
+5 -5
View File
@@ -11,10 +11,6 @@ import pytest
import tradingagents.dataflows.config as config_module
import tradingagents.default_config as default_config
from tradingagents.dataflows import router
from tradingagents.dataflows.alpha_vantage_common import (
AlphaVantageNotConfiguredError,
AlphaVantageRateLimitError,
)
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.errors import (
NoMarketDataError,
@@ -22,7 +18,11 @@ from tradingagents.dataflows.errors import (
VendorNotConfiguredError,
VendorRateLimitError,
)
from tradingagents.dataflows.fred import FredNotConfiguredError
from tradingagents.dataflows.vendors.alpha_vantage.common import (
AlphaVantageNotConfiguredError,
AlphaVantageRateLimitError,
)
from tradingagents.dataflows.vendors.fred import FredNotConfiguredError
@pytest.mark.unit
tests/test_market_data_validator.py → tests/test_yahoo_snapshot.py
+1 -1
View File
@@ -5,7 +5,7 @@ from __future__ import annotations
import pandas as pd
import pytest
import tradingagents.dataflows.market_data_validator as validator
import tradingagents.dataflows.vendors.yahoo.snapshot as validator
def _sample_ohlcv() -> pd.DataFrame:
tests/test_yfinance_stale_ohlcv_guard.py
+4 -4
View File
@@ -13,12 +13,12 @@ import pandas as pd
import pytest
import tradingagents.dataflows.config as config_module
import tradingagents.dataflows.y_finance as y_finance
import tradingagents.dataflows.vendors.yahoo.market as yahoo_market
import tradingagents.default_config as default_config
from tradingagents.dataflows import router
from tradingagents.dataflows.config import set_config
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.stockstats_utils import _assert_ohlcv_not_stale
from tradingagents.dataflows.vendors.yahoo.ohlcv import _assert_ohlcv_not_stale
def _frame(date):
@@ -76,9 +76,9 @@ class StaleGuardPropagationTests(unittest.TestCase):
def history(self, start, end):
return stale
with mock.patch.object(y_finance.yf, "Ticker", DummyTicker), \
with mock.patch.object(yahoo_market.yf, "Ticker", DummyTicker), \
self.assertRaises(NoMarketDataError):
y_finance.get_YFin_data_online("CB", "2026-06-01", "2026-06-11")
yahoo_market.get_YFin_data_online("CB", "2026-06-01", "2026-06-11")
@pytest.mark.unit
tradingagents/agents/analysts/sentiment_analyst.py
+2 -2
View File
@@ -32,8 +32,8 @@ from tradingagents.agents.utils.structured import (
bind_structured,
invoke_structured_or_freetext,
)
from tradingagents.dataflows.reddit import fetch_reddit_posts
from tradingagents.dataflows.stocktwits import fetch_stocktwits_messages
from tradingagents.dataflows.vendors.reddit import fetch_reddit_posts
from tradingagents.dataflows.vendors.stocktwits import fetch_stocktwits_messages
def _seven_days_back(trade_date: str) -> str:
tradingagents/agents/utils/agent_utils.py
+1 -1
View File
@@ -23,7 +23,7 @@ from tradingagents.agents.utils.news_data_tools import (
from tradingagents.agents.utils.prediction_markets_tools import get_prediction_markets
from tradingagents.agents.utils.technical_indicators_tools import get_indicators
from tradingagents.dataflows.date_window import get_current_date
from tradingagents.dataflows.y_finance import get_company_profile
from tradingagents.dataflows.vendors.yahoo.fundamentals import get_company_profile
# Public surface: the data tools are imported here so agents and the graph
# import them from one place, plus the instrument/language helpers defined below.
tradingagents/agents/utils/market_data_validation_tools.py
+1 -1
View File
@@ -4,7 +4,7 @@ from langchain_core.tools import tool
from langgraph.prebuilt import InjectedState
from tradingagents.dataflows.date_window import as_of
from tradingagents.dataflows.market_data_validator import build_verified_market_snapshot
from tradingagents.dataflows.vendors.yahoo.snapshot import build_verified_market_snapshot
@tool
tradingagents/dataflows/router.py
+14 -12
View File
@@ -1,6 +1,12 @@
import logging
from tradingagents.dataflows.alpha_vantage import (
from tradingagents.dataflows.config import get_config
from tradingagents.dataflows.errors import (
NoMarketDataError,
VendorNotConfiguredError,
VendorRateLimitError,
)
from tradingagents.dataflows.vendors.alpha_vantage import (
get_balance_sheet as get_alpha_vantage_balance_sheet,
get_cashflow as get_alpha_vantage_cashflow,
get_fundamentals as get_alpha_vantage_fundamentals,
@@ -11,31 +17,27 @@ from tradingagents.dataflows.alpha_vantage import (
get_news as get_alpha_vantage_news,
get_stock as get_alpha_vantage_stock,
)
from tradingagents.dataflows.config import get_config
from tradingagents.dataflows.errors import (
NoMarketDataError,
VendorNotConfiguredError,
VendorRateLimitError,
)
from tradingagents.dataflows.fred import get_macro_data as get_fred_macro_data
from tradingagents.dataflows.polymarket import (
from tradingagents.dataflows.vendors.fred import get_macro_data as get_fred_macro_data
from tradingagents.dataflows.vendors.polymarket import (
get_prediction_markets as get_polymarket_prediction_markets,
)
from tradingagents.dataflows.sec_edgar import (
from tradingagents.dataflows.vendors.sec_edgar import (
get_balance_sheet as get_sec_edgar_balance_sheet,
get_cashflow as get_sec_edgar_cashflow,
get_income_statement as get_sec_edgar_income_statement,
)
from tradingagents.dataflows.y_finance import (
from tradingagents.dataflows.vendors.yahoo.fundamentals import (
get_balance_sheet as get_yfinance_balance_sheet,
get_cashflow as get_yfinance_cashflow,
get_fundamentals as get_yfinance_fundamentals,
get_income_statement as get_yfinance_income_statement,
get_insider_transactions as get_yfinance_insider_transactions,
)
from tradingagents.dataflows.vendors.yahoo.market import (
get_stock_stats_indicators_window,
get_YFin_data_online,
)
from tradingagents.dataflows.yfinance_news import get_global_news_yfinance, get_news_yfinance
from tradingagents.dataflows.vendors.yahoo.news import get_global_news_yfinance, get_news_yfinance
logger = logging.getLogger(__name__)
tradingagents/dataflows/vendors/__init__.py
Vendored
+1
View File
@@ -0,0 +1 @@
"""Data vendors: one module or package per source, serving the router's methods."""
tradingagents/dataflows/alpha_vantage.py → tradingagents/dataflows/vendors/alpha_vantage/__init__.py
Vendored
+4 -4
View File
@@ -1,18 +1,18 @@
# Aggregates the per-category Alpha Vantage implementations into one module the
# vendor router imports from; the imports below are the public surface.
from tradingagents.dataflows.alpha_vantage_fundamentals import (
from tradingagents.dataflows.vendors.alpha_vantage.fundamentals import (
get_balance_sheet,
get_cashflow,
get_fundamentals,
get_income_statement,
)
from tradingagents.dataflows.alpha_vantage_indicator import get_indicator
from tradingagents.dataflows.alpha_vantage_news import (
from tradingagents.dataflows.vendors.alpha_vantage.indicator import get_indicator
from tradingagents.dataflows.vendors.alpha_vantage.news import (
get_global_news,
get_insider_transactions,
get_news,
)
from tradingagents.dataflows.alpha_vantage_stock import get_stock
from tradingagents.dataflows.vendors.alpha_vantage.stock import get_stock
__all__ = [
"get_balance_sheet",
tradingagents/dataflows/alpha_vantage_common.py → tradingagents/dataflows/vendors/alpha_vantage/common.py
Vendored
View File
tradingagents/dataflows/alpha_vantage_fundamentals.py → tradingagents/dataflows/vendors/alpha_vantage/fundamentals.py
Vendored
+1 -1
View File
@@ -1,7 +1,7 @@
import json
from tradingagents.dataflows.alpha_vantage_common import _make_api_request
from tradingagents.dataflows.date_window import withhold_live_profile
from tradingagents.dataflows.vendors.alpha_vantage.common import _make_api_request
def _filter_reports_by_date(result, curr_date: str):
tradingagents/dataflows/alpha_vantage_indicator.py → tradingagents/dataflows/vendors/alpha_vantage/indicator.py
Vendored
+1 -1
View File
@@ -1,7 +1,7 @@
import logging
from tradingagents.dataflows.alpha_vantage_common import _make_api_request
from tradingagents.dataflows.errors import NoMarketDataError, VendorError
from tradingagents.dataflows.vendors.alpha_vantage.common import _make_api_request
logger = logging.getLogger(__name__)
tradingagents/dataflows/alpha_vantage_news.py → tradingagents/dataflows/vendors/alpha_vantage/news.py
Vendored
+4 -1
View File
@@ -1,7 +1,10 @@
import json
from tradingagents.dataflows.alpha_vantage_common import _make_api_request, format_datetime_for_api
from tradingagents.dataflows.config import get_config
from tradingagents.dataflows.vendors.alpha_vantage.common import (
_make_api_request,
format_datetime_for_api,
)
def get_news(ticker, start_date, end_date) -> dict[str, str] | str:
tradingagents/dataflows/alpha_vantage_stock.py → tradingagents/dataflows/vendors/alpha_vantage/stock.py
Vendored
+1 -1
View File
@@ -1,6 +1,6 @@
from datetime import datetime
from tradingagents.dataflows.alpha_vantage_common import (
from tradingagents.dataflows.vendors.alpha_vantage.common import (
_filter_csv_by_date_range,
_make_api_request,
)
tradingagents/dataflows/fred.py → tradingagents/dataflows/vendors/fred.py
Vendored
View File
tradingagents/dataflows/polymarket.py → tradingagents/dataflows/vendors/polymarket.py
Vendored
View File
tradingagents/dataflows/reddit.py → tradingagents/dataflows/vendors/reddit.py
Vendored
View File
tradingagents/dataflows/sec_edgar.py → tradingagents/dataflows/vendors/sec_edgar.py
Vendored
View File
tradingagents/dataflows/stocktwits.py → tradingagents/dataflows/vendors/stocktwits.py
Vendored
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tradingagents/dataflows/vendors/yahoo/__init__.py
Vendored
+1
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@@ -0,0 +1 @@
"""Yahoo Finance: prices, indicators, statements, insider filings and news."""
tradingagents/dataflows/vendors/yahoo/fundamentals.py
Vendored
+211
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@@ -0,0 +1,211 @@
from typing import Annotated
import pandas as pd
import yfinance as yf
from tradingagents.dataflows.date_window import withhold_live_profile
from tradingagents.dataflows.errors import NoMarketDataError, VendorError, VendorRateLimitError
from tradingagents.dataflows.net import vendor_reachable
from tradingagents.dataflows.symbols import normalize_symbol
from tradingagents.dataflows.vendors.yahoo.ohlcv import (
YAHOO_HOST,
raise_for_empty,
yf_retry,
)
def get_fundamentals(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str, "analysis date in YYYY-MM-DD format"] = None
):
"""Get company fundamentals overview from yfinance.
``Ticker.info`` is a present-day snapshot with no historical vintage, so a
past ``curr_date`` withholds it through the shared point-in-time guard
(``date_window.withhold_live_profile``, #1300).
"""
canonical = normalize_symbol(ticker)
# Guard before the request: the response would only be discarded, and the
# answer does not depend on it.
withheld = withhold_live_profile(curr_date, canonical)
if withheld:
return withheld
try:
ticker_obj = yf.Ticker(canonical)
info = yf_retry(lambda: ticker_obj.info)
if not info:
raise_for_empty(ticker, canonical, "fundamentals")
fields = [
("Name", info.get("longName")),
("Sector", info.get("sector")),
("Industry", info.get("industry")),
("Market Cap", info.get("marketCap")),
("PE Ratio (TTM)", info.get("trailingPE")),
("Forward PE", info.get("forwardPE")),
("PEG Ratio", info.get("pegRatio")),
("Price to Book", info.get("priceToBook")),
("EPS (TTM)", info.get("trailingEps")),
("Forward EPS", info.get("forwardEps")),
("Dividend Yield", info.get("dividendYield")),
("Beta", info.get("beta")),
("52 Week High", info.get("fiftyTwoWeekHigh")),
("52 Week Low", info.get("fiftyTwoWeekLow")),
("50 Day Average", info.get("fiftyDayAverage")),
("200 Day Average", info.get("twoHundredDayAverage")),
("Revenue (TTM)", info.get("totalRevenue")),
("Gross Profit", info.get("grossProfits")),
("EBITDA", info.get("ebitda")),
("Net Income", info.get("netIncomeToCommon")),
("Profit Margin", info.get("profitMargins")),
("Operating Margin", info.get("operatingMargins")),
("Return on Equity", info.get("returnOnEquity")),
("Return on Assets", info.get("returnOnAssets")),
("Debt to Equity", info.get("debtToEquity")),
("Current Ratio", info.get("currentRatio")),
("Book Value", info.get("bookValue")),
("Free Cash Flow", info.get("freeCashflow")),
]
lines = [f"{label}: {v}" for label, v in fields if v is not None]
# yfinance returns a stub dict (e.g. {"trailingPegRatio": None}) for
# unknown symbols, so `info` is truthy but every field is empty. Treat
# "no usable fields" as no data rather than emitting a bare header the
# agent might fabricate around.
if not lines:
raise NoMarketDataError(ticker, canonical, "no fundamental fields returned")
header = f"# Company Fundamentals for {canonical}\n\n"
return header + "\n".join(lines)
except VendorError:
raise
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"fundamentals unavailable: {e}") from e
# This vendor dates a statement by the period it covers, not by the day it was
# filed, and carries no filing date to do better. A company files weeks after its
# period ends, so a run dated in that gap can be served figures that were not yet
# public. Say so rather than implying the stricter guarantee (SEC EDGAR, which
# does carry filing dates, serves US filers as filed).
_PERIOD_END_VINTAGE = (
"# Periods are cut at the fiscal period end; this vendor does not report "
"filing dates, so the most recent period may not have been published yet.\n\n"
)
def _statement(ticker, freq, curr_date, title, quarterly_attr, annual_attr) -> str:
"""One financial statement as CSV, cut at ``curr_date`` by period end."""
canonical = normalize_symbol(ticker)
what = title.lower()
try:
ticker_obj = yf.Ticker(canonical)
attr = quarterly_attr if freq.lower() == "quarterly" else annual_attr
data = filter_financials_by_date(yf_retry(lambda: getattr(ticker_obj, attr)), curr_date)
if data.empty:
raise_for_empty(ticker, canonical, f"{what} data")
return f"# {title} data for {canonical} ({freq})\n" + _PERIOD_END_VINTAGE + data.to_csv()
except VendorError:
raise
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"{what} unavailable: {e}") from e
def get_balance_sheet(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get balance sheet data from yfinance."""
return _statement(ticker, freq, curr_date, "Balance Sheet", "quarterly_balance_sheet", "balance_sheet")
def get_cashflow(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get cash flow data from yfinance."""
return _statement(ticker, freq, curr_date, "Cash Flow", "quarterly_cashflow", "cashflow")
def get_income_statement(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get income statement data from yfinance."""
return _statement(ticker, freq, curr_date, "Income Statement", "quarterly_income_stmt", "income_stmt")
# Rows are dated by the transaction, which is when the insider traded, not when
# the market learned of it: a Form 4 is filed up to two business days later and
# this vendor reports no filing date, so the most recent rows may not have been
# public on the analysis date.
_TRANSACTION_DATE_VINTAGE = (
"# Rows are dated by transaction date. A trade becomes public when its Form 4 "
"is filed, up to two business days later, so the newest rows may not have been "
"known on this date.\n\n"
)
def get_insider_transactions(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str | None, "only transactions on or before this date, yyyy-mm-dd"] = None,
):
"""Get insider transactions data from yfinance."""
canonical = normalize_symbol(ticker)
try:
ticker_obj = yf.Ticker(canonical)
data = yf_retry(lambda: ticker_obj.insider_transactions)
# Empty is normal here (many valid symbols have no insider filings),
# so report it plainly rather than treating the symbol as invalid.
if data is None or data.empty:
if not vendor_reachable(YAHOO_HOST):
raise VendorRateLimitError("Yahoo Finance is unreachable; insider filings were not retrieved")
return f"No insider transactions reported for symbol '{canonical}'"
if curr_date:
traded = data["Start Date"]
kept = data[traded <= pd.Timestamp(curr_date)]
if kept.empty:
return (
f"<insider transactions unavailable for {canonical} as of {curr_date}: "
"Yahoo serves recent transactions only>"
)
data = kept
return f"# Insider Transactions data for {canonical}\n" + _TRANSACTION_DATE_VINTAGE + data.to_csv()
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"insider transactions unavailable: {e}") from e
def get_company_profile(ticker: str) -> dict:
"""Yahoo's current profile for ``ticker``: name, sector, industry and the like."""
canonical = normalize_symbol(ticker)
try:
return yf_retry(lambda: yf.Ticker(canonical).info) or {}
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"profile unavailable: {e}") from e
def filter_financials_by_date(data: pd.DataFrame, curr_date: str) -> pd.DataFrame:
"""Drop financial statement columns (fiscal period timestamps) after curr_date.
yfinance financial statements use fiscal period end dates as columns.
Columns after curr_date represent future data and are removed to
prevent look-ahead bias.
"""
if not curr_date or data.empty:
return data
cutoff = pd.Timestamp(curr_date)
mask = pd.to_datetime(data.columns, errors="coerce") <= cutoff
return data.loc[:, mask]
tradingagents/dataflows/y_finance.py → tradingagents/dataflows/vendors/yahoo/market.py
Vendored
+29 -191
View File
@@ -5,21 +5,16 @@ from typing import Annotated
import pandas as pd
import yfinance as yf
from dateutil.relativedelta import relativedelta
from stockstats import wrap
from tradingagents.dataflows.date_window import withhold_live_profile
from tradingagents.dataflows.errors import NoMarketDataError, VendorError, VendorRateLimitError
from tradingagents.dataflows.net import vendor_reachable
from tradingagents.dataflows.stockstats_utils import (
StockstatsUtils,
from tradingagents.dataflows.errors import NoMarketDataError, VendorError
from tradingagents.dataflows.symbols import normalize_symbol
from tradingagents.dataflows.vendors.yahoo.ohlcv import (
_assert_ohlcv_not_stale,
filter_financials_by_date,
load_ohlcv,
raise_for_empty,
yf_retry,
)
from tradingagents.dataflows.symbols import normalize_symbol
_YAHOO_HOST = "https://query2.finance.yahoo.com"
logger = logging.getLogger(__name__)
@@ -260,7 +255,7 @@ def get_stockstats_indicator(
curr_date = curr_date_dt.strftime("%Y-%m-%d")
try:
indicator_value = StockstatsUtils.get_stock_stats(
indicator_value = get_stock_stats(
symbol,
indicator,
curr_date,
@@ -278,187 +273,6 @@ def get_stockstats_indicator(
return str(indicator_value)
def get_fundamentals(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str, "analysis date in YYYY-MM-DD format"] = None
):
"""Get company fundamentals overview from yfinance.
``Ticker.info`` is a present-day snapshot with no historical vintage, so a
past ``curr_date`` withholds it through the shared point-in-time guard
(``date_window.withhold_live_profile``, #1300).
"""
canonical = normalize_symbol(ticker)
# Guard before the request: the response would only be discarded, and the
# answer does not depend on it.
withheld = withhold_live_profile(curr_date, canonical)
if withheld:
return withheld
try:
ticker_obj = yf.Ticker(canonical)
info = yf_retry(lambda: ticker_obj.info)
if not info:
raise_for_empty(ticker, canonical, "fundamentals")
fields = [
("Name", info.get("longName")),
("Sector", info.get("sector")),
("Industry", info.get("industry")),
("Market Cap", info.get("marketCap")),
("PE Ratio (TTM)", info.get("trailingPE")),
("Forward PE", info.get("forwardPE")),
("PEG Ratio", info.get("pegRatio")),
("Price to Book", info.get("priceToBook")),
("EPS (TTM)", info.get("trailingEps")),
("Forward EPS", info.get("forwardEps")),
("Dividend Yield", info.get("dividendYield")),
("Beta", info.get("beta")),
("52 Week High", info.get("fiftyTwoWeekHigh")),
("52 Week Low", info.get("fiftyTwoWeekLow")),
("50 Day Average", info.get("fiftyDayAverage")),
("200 Day Average", info.get("twoHundredDayAverage")),
("Revenue (TTM)", info.get("totalRevenue")),
("Gross Profit", info.get("grossProfits")),
("EBITDA", info.get("ebitda")),
("Net Income", info.get("netIncomeToCommon")),
("Profit Margin", info.get("profitMargins")),
("Operating Margin", info.get("operatingMargins")),
("Return on Equity", info.get("returnOnEquity")),
("Return on Assets", info.get("returnOnAssets")),
("Debt to Equity", info.get("debtToEquity")),
("Current Ratio", info.get("currentRatio")),
("Book Value", info.get("bookValue")),
("Free Cash Flow", info.get("freeCashflow")),
]
lines = [f"{label}: {v}" for label, v in fields if v is not None]
# yfinance returns a stub dict (e.g. {"trailingPegRatio": None}) for
# unknown symbols, so `info` is truthy but every field is empty. Treat
# "no usable fields" as no data rather than emitting a bare header the
# agent might fabricate around.
if not lines:
raise NoMarketDataError(ticker, canonical, "no fundamental fields returned")
header = f"# Company Fundamentals for {canonical}\n\n"
return header + "\n".join(lines)
except VendorError:
raise
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"fundamentals unavailable: {e}") from e
# This vendor dates a statement by the period it covers, not by the day it was
# filed, and carries no filing date to do better. A company files weeks after its
# period ends, so a run dated in that gap can be served figures that were not yet
# public. Say so rather than implying the stricter guarantee (SEC EDGAR, which
# does carry filing dates, serves US filers as filed).
_PERIOD_END_VINTAGE = (
"# Periods are cut at the fiscal period end; this vendor does not report "
"filing dates, so the most recent period may not have been published yet.\n\n"
)
def _statement(ticker, freq, curr_date, title, quarterly_attr, annual_attr) -> str:
"""One financial statement as CSV, cut at ``curr_date`` by period end."""
canonical = normalize_symbol(ticker)
what = title.lower()
try:
ticker_obj = yf.Ticker(canonical)
attr = quarterly_attr if freq.lower() == "quarterly" else annual_attr
data = filter_financials_by_date(yf_retry(lambda: getattr(ticker_obj, attr)), curr_date)
if data.empty:
raise_for_empty(ticker, canonical, f"{what} data")
return f"# {title} data for {canonical} ({freq})\n" + _PERIOD_END_VINTAGE + data.to_csv()
except VendorError:
raise
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"{what} unavailable: {e}") from e
def get_balance_sheet(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get balance sheet data from yfinance."""
return _statement(ticker, freq, curr_date, "Balance Sheet", "quarterly_balance_sheet", "balance_sheet")
def get_cashflow(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get cash flow data from yfinance."""
return _statement(ticker, freq, curr_date, "Cash Flow", "quarterly_cashflow", "cashflow")
def get_income_statement(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
):
"""Get income statement data from yfinance."""
return _statement(ticker, freq, curr_date, "Income Statement", "quarterly_income_stmt", "income_stmt")
# Rows are dated by the transaction, which is when the insider traded, not when
# the market learned of it: a Form 4 is filed up to two business days later and
# this vendor reports no filing date, so the most recent rows may not have been
# public on the analysis date.
_TRANSACTION_DATE_VINTAGE = (
"# Rows are dated by transaction date. A trade becomes public when its Form 4 "
"is filed, up to two business days later, so the newest rows may not have been "
"known on this date.\n\n"
)
def get_insider_transactions(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str | None, "only transactions on or before this date, yyyy-mm-dd"] = None,
):
"""Get insider transactions data from yfinance."""
canonical = normalize_symbol(ticker)
try:
ticker_obj = yf.Ticker(canonical)
data = yf_retry(lambda: ticker_obj.insider_transactions)
# Empty is normal here (many valid symbols have no insider filings),
# so report it plainly rather than treating the symbol as invalid.
if data is None or data.empty:
if not vendor_reachable(_YAHOO_HOST):
raise VendorRateLimitError("Yahoo Finance is unreachable; insider filings were not retrieved")
return f"No insider transactions reported for symbol '{canonical}'"
if curr_date:
traded = data["Start Date"]
kept = data[traded <= pd.Timestamp(curr_date)]
if kept.empty:
return (
f"<insider transactions unavailable for {canonical} as of {curr_date}: "
"Yahoo serves recent transactions only>"
)
data = kept
return f"# Insider Transactions data for {canonical}\n" + _TRANSACTION_DATE_VINTAGE + data.to_csv()
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"insider transactions unavailable: {e}") from e
def get_company_profile(ticker: str) -> dict:
"""Yahoo's current profile for ``ticker``: name, sector, industry and the like."""
canonical = normalize_symbol(ticker)
try:
return yf_retry(lambda: yf.Ticker(canonical).info) or {}
except Exception as e:
raise NoMarketDataError(ticker, canonical, f"profile unavailable: {e}") from e
def get_closes(symbol: str, start_date: str, end_date: str) -> pd.Series:
@@ -469,3 +283,27 @@ def get_closes(symbol: str, start_date: str, end_date: str) -> pd.Series:
except Exception as e:
raise NoMarketDataError(symbol, canonical, f"prices unavailable: {e}") from e
return history["Close"] if "Close" in history else pd.Series(dtype=float)
def get_stock_stats(
symbol: Annotated[str, "ticker symbol for the company"],
indicator: Annotated[
str, "quantitative indicators based off of the stock data for the company"
],
curr_date: Annotated[
str, "curr date for retrieving stock price data, YYYY-mm-dd"
],
):
data = load_ohlcv(symbol, curr_date)
df = wrap(data)
df["Date"] = df["Date"].dt.strftime("%Y-%m-%d")
curr_date_str = pd.to_datetime(curr_date).strftime("%Y-%m-%d")
df[indicator] # trigger stockstats to calculate the indicator
matching_rows = df[df["Date"].str.startswith(curr_date_str)]
if not matching_rows.empty:
indicator_value = matching_rows[indicator].values[0]
return indicator_value
else:
return "N/A: Not a trading day (weekend or holiday)"
tradingagents/dataflows/yfinance_news.py → tradingagents/dataflows/vendors/yahoo/news.py
Vendored
+1 -1
View File
@@ -9,8 +9,8 @@ from dateutil.relativedelta import relativedelta
from tradingagents.dataflows.config import get_config
from tradingagents.dataflows.date_window import coverage_gap, in_window
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.stockstats_utils import yf_retry
from tradingagents.dataflows.symbols import normalize_symbol
from tradingagents.dataflows.vendors.yahoo.ohlcv import yf_retry
def _extract_article_data(article: dict) -> dict:
tradingagents/dataflows/stockstats_utils.py → tradingagents/dataflows/vendors/yahoo/ohlcv.py
Vendored
+2 -42
View File
@@ -1,11 +1,9 @@
import logging
import os
import time
from typing import Annotated
import pandas as pd
import yfinance as yf
from stockstats import wrap
from yfinance.exceptions import YFRateLimitError
from tradingagents.dataflows.config import get_config
@@ -15,7 +13,7 @@ from tradingagents.dataflows.symbols import normalize_symbol, safe_ticker_compon
logger = logging.getLogger(__name__)
_YAHOO_HOST = "https://query2.finance.yahoo.com"
YAHOO_HOST = "https://query2.finance.yahoo.com"
# A vendor's latest OHLCV row this many calendar days before the requested date
# is treated as stale. Generous enough to span long holiday weekends, tight
@@ -35,7 +33,7 @@ def raise_for_empty(symbol: str, canonical: str, what: str) -> None:
yfinance returns an empty frame for a failed request rather than raising, so
without this a Yahoo outage reads as "this symbol has no {what}".
"""
if not vendor_reachable(_YAHOO_HOST):
if not vendor_reachable(YAHOO_HOST):
raise VendorRateLimitError(f"Yahoo Finance is unreachable; no {what} was retrieved")
raise NoMarketDataError(symbol, canonical, f"no {what}")
@@ -290,41 +288,3 @@ def load_ohlcv(symbol: str, curr_date: str, fill_gaps: bool = True) -> pd.DataFr
return data
def filter_financials_by_date(data: pd.DataFrame, curr_date: str) -> pd.DataFrame:
"""Drop financial statement columns (fiscal period timestamps) after curr_date.
yfinance financial statements use fiscal period end dates as columns.
Columns after curr_date represent future data and are removed to
prevent look-ahead bias.
"""
if not curr_date or data.empty:
return data
cutoff = pd.Timestamp(curr_date)
mask = pd.to_datetime(data.columns, errors="coerce") <= cutoff
return data.loc[:, mask]
class StockstatsUtils:
@staticmethod
def get_stock_stats(
symbol: Annotated[str, "ticker symbol for the company"],
indicator: Annotated[
str, "quantitative indicators based off of the stock data for the company"
],
curr_date: Annotated[
str, "curr date for retrieving stock price data, YYYY-mm-dd"
],
):
data = load_ohlcv(symbol, curr_date)
df = wrap(data)
df["Date"] = df["Date"].dt.strftime("%Y-%m-%d")
curr_date_str = pd.to_datetime(curr_date).strftime("%Y-%m-%d")
df[indicator] # trigger stockstats to calculate the indicator
matching_rows = df[df["Date"].str.startswith(curr_date_str)]
if not matching_rows.empty:
indicator_value = matching_rows[indicator].values[0]
return indicator_value
else:
return "N/A: Not a trading day (weekend or holiday)"
tradingagents/dataflows/market_data_validator.py → tradingagents/dataflows/vendors/yahoo/snapshot.py
Vendored
+1 -1
View File
@@ -15,7 +15,7 @@ from collections.abc import Iterable
import pandas as pd
from stockstats import wrap
from tradingagents.dataflows.stockstats_utils import load_ohlcv
from tradingagents.dataflows.vendors.yahoo.ohlcv import load_ohlcv
# A fixed, common indicator set so the snapshot is the same shape every run.
DEFAULT_SNAPSHOT_INDICATORS: tuple[str, ...] = (
tradingagents/graph/trading_graph.py
+1 -1
View File
@@ -17,7 +17,7 @@ from tradingagents.agents.utils.rating import parse_rating
from tradingagents.dataflows.config import run_config, set_config
from tradingagents.dataflows.date_window import get_current_date
from tradingagents.dataflows.symbols import safe_ticker_component
from tradingagents.dataflows.y_finance import get_closes
from tradingagents.dataflows.vendors.yahoo.market import get_closes
from tradingagents.default_config import DEFAULT_CONFIG
from tradingagents.llm_clients import create_llm_client
from tradingagents.reporting import write_report_tree