refactor(dataflows): decide in one place whether a run is dated in the past

- date_window.is_historical replaces the four copies of the rule in the profile guard, Polymarket, the instrument context and the memory cutoff, which read the clock on its own

tests/test_undated_tools_as_of.py

@@ -14,6 +14,7 @@ import pandas as pd
 import pytest
 
 from tradingagents.agents import tools
+from tradingagents.dataflows.date_window import get_current_date
 from tradingagents.dataflows.vendors import polymarket
 from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
 from tradingagents.dataflows.vendors.yahoo import (
@@ -77,7 +78,7 @@ def test_polymarket_withholds_live_odds_from_a_historical_run():
 @pytest.mark.unit
 def test_polymarket_serves_a_current_run():
     with mock.patch.object(polymarket, "_request", return_value={"events": []}) as req:
-        polymarket.get_prediction_markets("Fed rate cut", as_of_date=polymarket.get_current_date())
+        polymarket.get_prediction_markets("Fed rate cut", as_of_date=get_current_date())
     req.assert_called_once()
 
 

tradingagents/agents/context.py

@@ -5,7 +5,7 @@ import logging
 from collections.abc import Mapping
 from typing import Any
 
-from tradingagents.dataflows.date_window import get_current_date
+from tradingagents.dataflows.date_window import is_historical
 from tradingagents.dataflows.vendors.yahoo.fundamentals import get_company_profile
 
 logger = logging.getLogger(__name__)
@@ -135,7 +135,7 @@ def build_instrument_context(
     name = identity.get("company_name") or identity.get("name")
     label = "Name" if is_crypto else "Company"
     details = []
-    if trade_date and str(trade_date) < get_current_date():
+    if is_historical(trade_date):
         if name:
             details.append(
                 f"{label}: {name} (its current name, given only to identify it; "

tradingagents/dataflows/date_window.py

@@ -36,6 +36,11 @@ def get_current_date() -> str:
     return date.today().strftime("%Y-%m-%d")
 
 
+def is_historical(run_date) -> bool:
+    """Whether a run is dated before today, so live-only data would come from after it."""
+    return bool(run_date) and str(run_date) < get_current_date()
+
+
 def coverage_gap(
     dates, start_date: str, end_date: str, source: str, subject: str
 ) -> str | None:
@@ -106,10 +111,7 @@ def withhold_live_profile(as_of_date: str | None, label: str) -> str | None:
     Every fundamentals vendor withholds on this rule, so switching between them
     cannot reintroduce the leak.
     """
-    if not as_of_date:
-        return None
-    today = get_current_date()
-    if as_of_date >= today:
+    if not is_historical(as_of_date):
         return None
     return (
         f"# Company Fundamentals for {label}\n"

tradingagents/dataflows/vendors/polymarket.py

@@ -15,7 +15,7 @@ from datetime import datetime, timezone
 
 import requests
 
-from tradingagents.dataflows.date_window import get_current_date
+from tradingagents.dataflows.date_window import is_historical
 
 logger = logging.getLogger(__name__)
 
@@ -83,7 +83,7 @@ def get_prediction_markets(topic: str, limit: int | None = None, as_of_date: str
         each with its implied probability, traded volume, resolution date, and
         recent (1-week) move.
     """
-    if as_of_date and as_of_date < get_current_date():
+    if is_historical(as_of_date):
         return (
             f"Prediction-market odds are withheld for {as_of_date}. Polymarket serves "
             f"only live odds on open markets, with no historical vintage, so serving "

tradingagents/graph/trading_graph.py

@@ -11,7 +11,7 @@ import tradingagents
 from tradingagents.agents.context import build_instrument_context, resolve_instrument_identity
 from tradingagents.agents.rating import run_rating
 from tradingagents.dataflows.config import run_config, run_config_context, set_config
-from tradingagents.dataflows.date_window import get_current_date
+from tradingagents.dataflows.date_window import get_current_date, is_historical
 from tradingagents.dataflows.symbols import safe_ticker_component
 from tradingagents.default_config import DEFAULT_CONFIG
 from tradingagents.llm_clients import build_llm_kwargs, create_llm_client
@@ -152,8 +152,7 @@ class TradingAgentsGraph:
         None, disabling the filter so live behavior and pre-migration entries
         (which have no stored resolution date) are unaffected.
         """
-        td = str(trade_date)
-        return td if td < datetime.now().strftime("%Y-%m-%d") else None
+        return str(trade_date) if is_historical(trade_date) else None
 
     def _run_signature(self, asset_type: str, portfolio=None) -> str:
         """Run inputs that must invalidate a checkpoint if changed.