fix(yahoo): print prices with their significant digits (#1567)

- the price table and the verified snapshot keep six significant digits and at least two decimals, so a sub-cent close is no longer 0.00 and a currency pair keeps its pips
This commit is contained in:
Yijia-Xiao
2026-10-27 07:58:48 +00:00
parent 3225a3c054
commit 6c23d7551c
4 changed files with 65 additions and 7 deletions
+44
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@@ -73,3 +73,47 @@ class TestTool:
{"symbol": "COF", "curr_date": "2026-05-20"}
)
assert "Verified market data snapshot for COF" in out
@pytest.mark.unit
class TestPricesKeepTheirDigits:
"""A price prints with its significant digits: a sub-cent coin is not 0.00, a rate keeps its pips."""
@pytest.mark.parametrize("value, text", [
(0.00000503123456, "0.00000503123"),
(1.123456, "1.12346"),
(763.960022, "763.96"),
(81074.1875, "81074.19"),
(100.0, "100.00"),
(-0.0012345678, "-0.00123457"),
(0.0, "0.00"),
])
def test_price_text(self, value, text):
from tradingagents.dataflows.vendors.yahoo.common import price_text
assert price_text(value) == text
def test_the_snapshot_shows_a_sub_cent_close(self, monkeypatch):
data = _sample_ohlcv()
for col in ("Open", "High", "Low", "Close"):
data[col] = data[col] * 0.0000001
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: data)
text = validator.build_verified_market_snapshot("SHIB-USD", "2026-05-20")
assert "| Close | 0.0000135 |" in text and "| Close | 0.00 |" not in text
def test_the_price_table_shows_a_sub_cent_close(self, monkeypatch):
from tradingagents.dataflows.vendors.yahoo import market
days = pd.bdate_range("2026-05-11", "2026-05-15")
frame = pd.DataFrame({"Open": 0.00000501, "High": 0.00000512, "Low": 0.00000499,
"Close": 0.00000503, "Volume": 10**9}, index=days)
class _Ticker:
def __init__(self, symbol):
pass
def history(self, **kwargs):
return frame
monkeypatch.setattr(market.yf, "Ticker", _Ticker)
text = market.get_YFin_data_online("SHIB-USD", "2026-05-11", "2026-05-15")
assert "0.00000503" in text and ",0.0," not in text
+16 -1
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@@ -1,6 +1,8 @@
"""What every Yahoo request shares: its retry, and how a failure or an empty answer is reported."""
"""What every Yahoo request shares: its retry, how a failure or an empty answer is
reported, and how a price is written out."""
import logging
import math
import time
import yfinance as yf
@@ -14,6 +16,19 @@ logger = logging.getLogger(__name__)
YAHOO_HOST = "https://query2.finance.yahoo.com"
def price_text(value: float) -> str:
"""A price with six significant digits and at least two decimals.
Fixed decimals print a sub-cent coin as 0.00 and a currency pair without its
pips; this keeps both readable.
"""
if not math.isfinite(value):
return str(value)
decimals = 2 if value == 0 else max(2, 5 - math.floor(math.log10(abs(value))))
whole, _, fraction = f"{value:.{decimals}f}".partition(".")
return f"{whole}.{fraction.rstrip('0').ljust(2, '0')}"
def raise_for_empty(symbol: str, canonical: str, what: str) -> None:
"""Report an empty Yahoo answer as an absence, or as an outage if it is one.
+3 -5
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@@ -9,7 +9,7 @@ from stockstats import wrap
from tradingagents.dataflows.errors import NoMarketDataError, VendorError
from tradingagents.dataflows.symbols import normalize_symbol
from tradingagents.dataflows.vendors.yahoo.common import raise_for_empty, yf_retry
from tradingagents.dataflows.vendors.yahoo.common import price_text, raise_for_empty, yf_retry
from tradingagents.dataflows.vendors.yahoo.ohlcv import _assert_ohlcv_not_stale, load_ohlcv
logger = logging.getLogger(__name__)
@@ -48,11 +48,9 @@ def get_YFin_data_online(
# turns into one clear unavailable signal (#1021).
_assert_ohlcv_not_stale(data, end_date, symbol, canonical)
# Round numerical values to 2 decimal places for cleaner display
numeric_columns = ["Open", "High", "Low", "Close", "Adj Close"]
for col in numeric_columns:
for col in ("Open", "High", "Low", "Close", "Adj Close"):
if col in data.columns:
data[col] = data[col].round(2)
data[col] = data[col].map(price_text, na_action="ignore")
csv_string = data.to_csv()
+2 -1
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@@ -17,6 +17,7 @@ from stockstats import wrap
from tradingagents.dataflows.errors import NoMarketDataError
from tradingagents.dataflows.symbols import normalize_symbol
from tradingagents.dataflows.vendors.yahoo.common import price_text
from tradingagents.dataflows.vendors.yahoo.ohlcv import load_ohlcv
# A fixed, common indicator set so the snapshot is the same shape every run.
@@ -59,7 +60,7 @@ def _fmt(value) -> str:
if isinstance(value, (int,)):
return str(value)
if isinstance(value, float):
return f"{value:.2f}"
return price_text(value)
return str(value)