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refactor: name the data layer's date argument as_of_date

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- vendor functions and date_window take as_of_date, the date data is served as of; the model-facing tool arguments are unchanged
- build_instrument_context and resolve_instrument_context take trade_date, which is what they receive
This commit is contained in:
Yijia-Xiao
2026-09-24 19:38:41 +00:00
parent 5ac5786d0d
commit 674f1087d1
19 changed files with 165 additions and 165 deletions
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tradingagents/dataflows/vendors/yahoo/market.py
Vendored
+22 -22
View File
@@ -73,7 +73,7 @@ def get_YFin_data_online(
def get_stock_stats_indicators_window(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
curr_date: Annotated[
as_of_date: Annotated[
str, "The current trading date you are trading on, YYYY-mm-dd"
],
look_back_days: Annotated[int, "how many days to look back"],
@@ -157,16 +157,16 @@ def get_stock_stats_indicators_window(
f"Indicator {indicator} is not supported. Please choose from: {list(best_ind_params.keys())}"
)
end_date = curr_date
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
before = curr_date_dt - relativedelta(days=look_back_days)
end_date = as_of_date
as_of_dt = datetime.strptime(as_of_date, "%Y-%m-%d")
before = as_of_dt - relativedelta(days=look_back_days)
# Optimized: Get stock data once and calculate indicators for all dates
try:
indicator_data = _get_stock_stats_bulk(symbol, indicator, curr_date)
indicator_data = _get_stock_stats_bulk(symbol, indicator, as_of_date)
# Generate the date range we need
current_dt = curr_date_dt
current_dt = as_of_dt
date_values = []
while current_dt >= before:
@@ -191,13 +191,13 @@ def get_stock_stats_indicators_window(
logger.warning("Bulk stockstats fetch failed, falling back per-day: %s", e)
# Fallback to original implementation if bulk method fails
ind_string = ""
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
while curr_date_dt >= before:
as_of_dt = datetime.strptime(as_of_date, "%Y-%m-%d")
while as_of_dt >= before:
indicator_value = get_stockstats_indicator(
symbol, indicator, curr_date_dt.strftime("%Y-%m-%d")
symbol, indicator, as_of_dt.strftime("%Y-%m-%d")
)
ind_string += f"{curr_date_dt.strftime('%Y-%m-%d')}: {indicator_value}\n"
curr_date_dt = curr_date_dt - relativedelta(days=1)
ind_string += f"{as_of_dt.strftime('%Y-%m-%d')}: {indicator_value}\n"
as_of_dt = as_of_dt - relativedelta(days=1)
result_str = (
f"## {indicator} values from {before.strftime('%Y-%m-%d')} to {end_date}:\n\n"
@@ -212,7 +212,7 @@ def get_stock_stats_indicators_window(
def _get_stock_stats_bulk(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to calculate"],
curr_date: Annotated[str, "current date for reference"]
as_of_date: Annotated[str, "current date for reference"]
) -> dict:
"""
Optimized bulk calculation of stock stats indicators.
@@ -221,7 +221,7 @@ def _get_stock_stats_bulk(
"""
from stockstats import wrap
data = load_ohlcv(symbol, curr_date)
data = load_ohlcv(symbol, as_of_date)
df = wrap(data)
df["Date"] = df["Date"].dt.strftime("%Y-%m-%d")
@@ -243,19 +243,19 @@ def _get_stock_stats_bulk(
def get_stockstats_indicator(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
curr_date: Annotated[
as_of_date: Annotated[
str, "The current trading date you are trading on, YYYY-mm-dd"
],
) -> str:
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
curr_date = curr_date_dt.strftime("%Y-%m-%d")
as_of_dt = datetime.strptime(as_of_date, "%Y-%m-%d")
as_of_date = as_of_dt.strftime("%Y-%m-%d")
try:
indicator_value = get_stock_stats(
symbol,
indicator,
curr_date,
as_of_date,
)
except VendorError:
raise # Unknown/delisted symbol — let the router emit the sentinel
@@ -264,7 +264,7 @@ def get_stockstats_indicator(
# reads as no value that day rather than a read that failed. Raise so the
# router can try the next vendor or report the series unavailable.
raise NoMarketDataError(
symbol, symbol, f"{indicator} could not be read for {curr_date}: {e}"
symbol, symbol, f"{indicator} could not be read for {as_of_date}: {e}"
) from e
return str(indicator_value)
@@ -285,17 +285,17 @@ def get_stock_stats(
indicator: Annotated[
str, "quantitative indicators based off of the stock data for the company"
],
curr_date: Annotated[
as_of_date: Annotated[
str, "curr date for retrieving stock price data, YYYY-mm-dd"
],
):
data = load_ohlcv(symbol, curr_date)
data = load_ohlcv(symbol, as_of_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")
as_of_str = pd.to_datetime(as_of_date).strftime("%Y-%m-%d")
df[indicator] # trigger stockstats to calculate the indicator
matching_rows = df[df["Date"].str.startswith(curr_date_str)]
matching_rows = df[df["Date"].str.startswith(as_of_str)]
if not matching_rows.empty:
indicator_value = matching_rows[indicator].values[0]