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

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- 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_ohlcv_latest_bar.py
+16 -16
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@@ -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