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
2026-09-27 15:02:39 +03:00 · 2026-09-24 04:37:40 +00:00
parent c42a2f2c61
commit 6097b582d9
45 changed files with 417 additions and 389 deletions
@@ -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:
@@ -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.
@@ -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
@@ -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__)

@@ -0,0 +1 @@
+"""Data vendors: one module or package per source, serving the router's methods."""
@@ -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",
@@ -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):
@@ -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__)

@@ -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:
@@ -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,
 )
@@ -0,0 +1 @@
+"""Yahoo Finance: prices, indicators, statements, insider filings and news."""
@@ -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]
@@ -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)"
@@ -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:
@@ -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)"
@@ -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, ...] = (
@@ -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
				`@@ -0,0 +1 @@`
				`"""Data vendors: one module or package per source, serving the router's methods."""`
				`@@ -0,0 +1 @@`
				`"""Yahoo Finance: prices, indicators, statements, insider filings and news."""`