github-mirrors/tradingagents
1
0
Fork 0
mirror of https://github.com/TauricResearch/TradingAgents.git synced 2026-09-19 11:15:24 +03:00
Code Issues Packages Projects Releases Wiki Activity

fix(dataflows): clamp the FRED vintage pin to FRED's own clock

Browse Source 
- the unconditional realtime pin 400s when curr_date is ahead of FRED's
  US-Central date (a live run's local date), which the router then degrades to
  a silent DATA_UNAVAILABLE — an Asia/Pacific run loses macro data
- clamp realtime_start/end to min(curr_date, FRED-today) via pytz Chicago;
  a past curr_date pins unchanged, so historical look-ahead safety is preserved
- name the vintage in the empty-result message: widening the window can't fix a
  series with no vintage coverage #1275
This commit is contained in:
Yijia-Xiao
2026-09-01 04:58:53 +00:00
parent 2448d0a125
commit 70b58c21dc
2 changed files with 64 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
tests/test_fred.py
View File

@@ -151,22 +151,46 @@ class FredFormattingTests(unittest.TestCase):
self.assertEqual(obs_params["observation_start"], "2025-07-02") # 90d back
def test_requests_pin_the_data_vintage(self):
# #1275: both the metadata and observations requests must set
# realtime_start=realtime_end=curr_date, or FRED serves the latest
# revision and revision-prone series leak future information.
# #1275: both the metadata and observations requests must pin the vintage
# to curr_date (clamped to FRED's today), or FRED serves the latest
# revision and revision-prone series leak future information. A past
# curr_date sits below FRED's today, so it pins through unchanged.
captured = {}
def _capture(path, params):
captured[path] = params
return _META if path == "series" else _OBS
with mock.patch.object(fred, "_request", side_effect=_capture):
with mock.patch.object(fred, "_fred_today", return_value="2026-01-01"), \
mock.patch.object(fred, "_request", side_effect=_capture):
fred.get_macro_data("cpi", "2025-09-30", 90)
for path in ("series", "series/observations"):
self.assertEqual(captured[path]["realtime_start"], "2025-09-30", path)
self.assertEqual(captured[path]["realtime_end"], "2025-09-30", path)
def test_future_curr_date_clamps_vintage_to_fred_today(self):
# #1275 regression: on a live run curr_date is the caller's LOCAL date,
# which can be a day ahead of FRED's US-Central clock. Pinning the vintage
# to that future date 400s, and the routing layer then drops macro data
# silently. The pin must clamp to FRED's today; the observation window
# (future bars can't exist yet) stays at curr_date.
captured = {}
def _capture(path, params):
captured[path] = params
return _META if path == "series" else _OBS
with mock.patch.object(fred, "_fred_today", return_value="2026-08-31"), \
mock.patch.object(fred, "_request", side_effect=_capture):
fred.get_macro_data("cpi", "2026-09-01", 90) # local a day ahead of Chicago
for path in ("series", "series/observations"):
self.assertEqual(captured[path]["realtime_start"], "2026-08-31", path)
self.assertEqual(captured[path]["realtime_end"], "2026-08-31", path)
# the observation window still tracks curr_date, not the clamped vintage
self.assertEqual(captured["series/observations"]["observation_end"], "2026-09-01")
@pytest.mark.unit
class FredRoutingTests(unittest.TestCase):