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

- 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

tests/test_symbol_normalization_paths.py

@@ -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(