mirror of
https://github.com/TauricResearch/TradingAgents.git
synced 2026-09-27 15:02:39 +03:00
refactor(agents): organise the agents package by what each module holds
- tools.py: the analysts' data tools, previously seven modules under utils - context.py (was agent_utils, without its tool re-exports), state.py, rating.py and structured.py sit beside schemas.py - every role package has an __init__
This commit is contained in:
Yijia-Xiao
@@ -2,6 +2,7 @@ from .analysts.fundamentals_analyst import create_fundamentals_analyst
|
||||
from .analysts.market_analyst import create_market_analyst
|
||||
from .analysts.news_analyst import create_news_analyst
|
||||
from .analysts.sentiment_analyst import create_sentiment_analyst
|
||||
from .context import create_msg_delete
|
||||
from .managers.portfolio_manager import create_portfolio_manager
|
||||
from .managers.research_manager import create_research_manager
|
||||
from .researchers.bear_researcher import create_bear_researcher
|
||||
@@ -9,9 +10,8 @@ from .researchers.bull_researcher import create_bull_researcher
|
||||
from .risk_mgmt.aggressive_debator import create_aggressive_debator
|
||||
from .risk_mgmt.conservative_debator import create_conservative_debator
|
||||
from .risk_mgmt.neutral_debator import create_neutral_debator
|
||||
from .state import AgentState, InvestDebateState, RiskDebateState
|
||||
from .trader.trader import create_trader
|
||||
from .utils.agent_states import AgentState, InvestDebateState, RiskDebateState
|
||||
from .utils.agent_utils import create_msg_delete
|
||||
|
||||
__all__ = [
|
||||
"AgentState",
|
||||
|
||||
@@ -1,13 +1,12 @@
|
||||
from langchain_core.prompts import ChatPromptTemplate, MessagesPlaceholder
|
||||
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import get_instrument_context_from_state, get_language_instruction
|
||||
from tradingagents.agents.tools import (
|
||||
get_balance_sheet,
|
||||
get_cashflow,
|
||||
get_fundamentals,
|
||||
get_income_statement,
|
||||
get_insider_transactions,
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
)
|
||||
|
||||
# The tools this analyst is offered; its tool node is built from the same tuple.
|
||||
|
||||
@@ -1,12 +1,7 @@
|
||||
from langchain_core.prompts import ChatPromptTemplate, MessagesPlaceholder
|
||||
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
get_indicators,
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_stock_data,
|
||||
get_verified_market_snapshot,
|
||||
)
|
||||
from tradingagents.agents.context import get_instrument_context_from_state, get_language_instruction
|
||||
from tradingagents.agents.tools import get_indicators, get_stock_data, get_verified_market_snapshot
|
||||
|
||||
# The tools this analyst is offered; its tool node is built from the same tuple.
|
||||
TOOLS = (
|
||||
|
||||
@@ -1,9 +1,8 @@
|
||||
from langchain_core.prompts import ChatPromptTemplate, MessagesPlaceholder
|
||||
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import get_instrument_context_from_state, get_language_instruction
|
||||
from tradingagents.agents.tools import (
|
||||
get_global_news,
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_macro_indicators,
|
||||
get_news,
|
||||
get_prediction_markets,
|
||||
|
||||
@@ -21,17 +21,14 @@ from datetime import datetime, timedelta
|
||||
from langchain_core.messages import AIMessage
|
||||
from langchain_core.prompts import ChatPromptTemplate, MessagesPlaceholder
|
||||
|
||||
from tradingagents.agents.context import get_instrument_context_from_state, get_language_instruction
|
||||
from tradingagents.agents.schemas import SentimentReport, render_sentiment_report
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_news,
|
||||
)
|
||||
from tradingagents.agents.utils.structured import (
|
||||
from tradingagents.agents.structured import (
|
||||
NO_EXTERNAL_TOOLS,
|
||||
bind_structured,
|
||||
invoke_structured_or_freetext,
|
||||
)
|
||||
from tradingagents.agents.tools import get_news
|
||||
from tradingagents.dataflows.vendors.reddit import fetch_reddit_posts
|
||||
from tradingagents.dataflows.vendors.stocktwits import fetch_stocktwits_messages
|
||||
|
||||
|
||||
@@ -1,3 +1,6 @@
|
||||
"""Prompt context shared by the agents: instrument identity, output language,
|
||||
portfolio, and the message reset between analysts."""
|
||||
|
||||
import functools
|
||||
import logging
|
||||
from collections.abc import Mapping
|
||||
@@ -5,48 +8,9 @@ from typing import Any
|
||||
|
||||
from langchain_core.messages import HumanMessage, RemoveMessage
|
||||
|
||||
# Import tools from separate utility files
|
||||
from tradingagents.agents.utils.core_stock_tools import get_stock_data
|
||||
from tradingagents.agents.utils.fundamental_data_tools import (
|
||||
get_balance_sheet,
|
||||
get_cashflow,
|
||||
get_fundamentals,
|
||||
get_income_statement,
|
||||
)
|
||||
from tradingagents.agents.utils.macro_data_tools import get_macro_indicators
|
||||
from tradingagents.agents.utils.market_data_validation_tools import get_verified_market_snapshot
|
||||
from tradingagents.agents.utils.news_data_tools import (
|
||||
get_global_news,
|
||||
get_insider_transactions,
|
||||
get_news,
|
||||
)
|
||||
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.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.
|
||||
__all__ = [
|
||||
"get_stock_data",
|
||||
"get_indicators",
|
||||
"get_fundamentals",
|
||||
"get_balance_sheet",
|
||||
"get_cashflow",
|
||||
"get_income_statement",
|
||||
"get_news",
|
||||
"get_global_news",
|
||||
"get_insider_transactions",
|
||||
"get_macro_indicators",
|
||||
"get_prediction_markets",
|
||||
"get_verified_market_snapshot",
|
||||
"build_instrument_context",
|
||||
"resolve_instrument_identity",
|
||||
"get_instrument_context_from_state",
|
||||
"get_language_instruction",
|
||||
"create_msg_delete",
|
||||
]
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@@ -10,13 +10,13 @@ back gracefully to free-text generation.
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from tradingagents.agents.schemas import PortfolioDecision, render_pm_decision
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_portfolio_context_from_state,
|
||||
)
|
||||
from tradingagents.agents.utils.structured import (
|
||||
from tradingagents.agents.schemas import PortfolioDecision, render_pm_decision
|
||||
from tradingagents.agents.structured import (
|
||||
NO_EXTERNAL_TOOLS,
|
||||
bind_structured,
|
||||
invoke_structured_or_freetext,
|
||||
|
||||
@@ -2,12 +2,9 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from tradingagents.agents.context import get_instrument_context_from_state, get_language_instruction
|
||||
from tradingagents.agents.schemas import ResearchPlan, render_research_plan
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
)
|
||||
from tradingagents.agents.utils.structured import (
|
||||
from tradingagents.agents.structured import (
|
||||
NO_EXTERNAL_TOOLS,
|
||||
bind_structured,
|
||||
invoke_structured_or_freetext,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
opponent_argument_or_opening,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
opponent_argument_or_opening,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_portfolio_context_from_state,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_portfolio_context_from_state,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_portfolio_context_from_state,
|
||||
|
||||
@@ -0,0 +1,284 @@
|
||||
"""The data tools the analysts call.
|
||||
|
||||
Each dated tool takes the run's ``trade_date`` from graph state (``InjectedState``)
|
||||
and never serves data past it, whatever date the model asks for.
|
||||
"""
|
||||
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of, as_of_window
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
from tradingagents.dataflows.vendors.yahoo.snapshot import build_verified_market_snapshot
|
||||
|
||||
|
||||
@tool
|
||||
def get_stock_data(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
|
||||
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve stock price data (OHLCV) for a given ticker symbol.
|
||||
Uses the configured core_stock_apis vendor.
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSM
|
||||
start_date (str): Start date in yyyy-mm-dd format
|
||||
end_date (str): End date in yyyy-mm-dd format
|
||||
Returns:
|
||||
str: A formatted dataframe containing the stock price data for the specified ticker symbol in the specified date range.
|
||||
"""
|
||||
start_date, end_date = as_of_window(start_date, end_date, trade_date)
|
||||
return route_to_vendor("get_stock_data", symbol, start_date, end_date)
|
||||
|
||||
|
||||
@tool
|
||||
def get_indicators(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
|
||||
curr_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"] = 30,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve a single technical indicator for a given ticker symbol.
|
||||
Uses the configured technical_indicators vendor.
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSM
|
||||
indicator (str): A single technical indicator name, e.g. 'rsi', 'macd'. Call this tool once per indicator.
|
||||
curr_date (str): The current trading date you are trading on, YYYY-mm-dd
|
||||
look_back_days (int): How many days to look back, default is 30
|
||||
Returns:
|
||||
str: A formatted dataframe containing the technical indicators for the specified ticker symbol and indicator.
|
||||
"""
|
||||
# LLMs sometimes pass multiple indicators as a comma-separated string;
|
||||
# split and process each individually.
|
||||
curr_date = as_of(curr_date, trade_date)
|
||||
indicators = [i.strip().lower() for i in indicator.split(",") if i.strip()]
|
||||
results = []
|
||||
for ind in indicators:
|
||||
try:
|
||||
results.append(route_to_vendor("get_indicators", symbol, ind, curr_date, look_back_days))
|
||||
except ValueError as e:
|
||||
results.append(str(e))
|
||||
return "\n\n".join(results)
|
||||
|
||||
|
||||
@tool
|
||||
def get_verified_market_snapshot(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
curr_date: Annotated[str, "the current trading date, YYYY-mm-dd"],
|
||||
look_back_days: Annotated[
|
||||
int, "number of recent trading rows to include for sanity-checking"
|
||||
] = 30,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""Deterministic verification snapshot for exact market-data claims.
|
||||
|
||||
Returns the latest OHLCV row on or before curr_date, common technical
|
||||
indicators, and recent closes. Call this before making exact claims about
|
||||
price levels, Bollinger bands, RSI, MACD, moving averages, support /
|
||||
resistance, or historical comparisons, and treat it as the source of truth.
|
||||
"""
|
||||
return build_verified_market_snapshot(symbol, as_of(curr_date, trade_date), look_back_days)
|
||||
|
||||
|
||||
@tool
|
||||
def get_fundamentals(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve comprehensive fundamental data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing comprehensive fundamental data
|
||||
"""
|
||||
return route_to_vendor("get_fundamentals", ticker, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_balance_sheet(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve balance sheet data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing balance sheet data
|
||||
"""
|
||||
return route_to_vendor("get_balance_sheet", ticker, freq, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_cashflow(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve cash flow statement data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing cash flow statement data
|
||||
"""
|
||||
return route_to_vendor("get_cashflow", ticker, freq, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_income_statement(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve income statement data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing income statement data
|
||||
"""
|
||||
return route_to_vendor("get_income_statement", ticker, freq, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_news(
|
||||
ticker: Annotated[str, "Ticker symbol"],
|
||||
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
|
||||
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve news data for a given ticker symbol.
|
||||
Uses the configured news_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol
|
||||
start_date (str): Start date in yyyy-mm-dd format
|
||||
end_date (str): End date in yyyy-mm-dd format
|
||||
Returns:
|
||||
str: A formatted string containing news data
|
||||
"""
|
||||
start_date, end_date = as_of_window(start_date, end_date, trade_date)
|
||||
return route_to_vendor("get_news", ticker, start_date, end_date)
|
||||
|
||||
|
||||
@tool
|
||||
def get_global_news(
|
||||
curr_date: Annotated[str, "Current date in yyyy-mm-dd format"],
|
||||
look_back_days: Annotated[int | None, "Days to look back; omit to use the configured default"] = None,
|
||||
limit: Annotated[int | None, "Max articles to return; omit to use the configured default"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve global news data.
|
||||
Uses the configured news_data vendor. Defaults for look_back_days and
|
||||
limit come from DEFAULT_CONFIG (global_news_lookback_days,
|
||||
global_news_article_limit); pass explicit values to override.
|
||||
|
||||
Args:
|
||||
curr_date (str): Current date in yyyy-mm-dd format
|
||||
look_back_days (int): Number of days to look back; omit to inherit config
|
||||
limit (int): Maximum number of articles to return; omit to inherit config
|
||||
|
||||
Returns:
|
||||
str: A formatted string containing global news data
|
||||
"""
|
||||
return route_to_vendor("get_global_news", as_of(curr_date, trade_date), look_back_days, limit)
|
||||
|
||||
|
||||
@tool
|
||||
def get_insider_transactions(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve insider transaction information about a company.
|
||||
Uses the configured news_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
Returns:
|
||||
str: A report of insider transaction data
|
||||
"""
|
||||
return route_to_vendor("get_insider_transactions", ticker, trade_date or None)
|
||||
|
||||
|
||||
@tool
|
||||
def get_macro_indicators(
|
||||
indicator: Annotated[
|
||||
str,
|
||||
"Macro indicator: a friendly alias such as 'cpi', 'core_pce', "
|
||||
"'unemployment', 'fed_funds_rate', '10y_treasury', 'yield_curve', "
|
||||
"'real_gdp', 'vix', or a raw FRED series ID such as 'CPIAUCSL'.",
|
||||
],
|
||||
curr_date: Annotated[str, "Current date in yyyy-mm-dd format; the end of the window"],
|
||||
look_back_days: Annotated[
|
||||
int | None, "Trailing window length in days; omit for a 1-year window"
|
||||
] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve a macroeconomic indicator time series from FRED (Federal Reserve
|
||||
Economic Data): policy rates, Treasury yields, inflation, labor, and growth.
|
||||
Returns the series title, units, frequency, the latest value, the change
|
||||
over the window, and a recent observation table. Uses the configured
|
||||
macro_data vendor.
|
||||
|
||||
Args:
|
||||
indicator (str): Friendly alias or raw FRED series ID
|
||||
curr_date (str): Current date in yyyy-mm-dd format
|
||||
look_back_days (int): Trailing window length; omit for a 1-year window
|
||||
|
||||
Returns:
|
||||
str: A formatted markdown report of the macro series
|
||||
"""
|
||||
return route_to_vendor("get_macro_indicators", indicator, as_of(curr_date, trade_date), look_back_days)
|
||||
|
||||
|
||||
@tool
|
||||
def get_prediction_markets(
|
||||
topic: Annotated[
|
||||
str,
|
||||
"Event topic/keyword, e.g. 'Fed rate cut', 'recession 2026', "
|
||||
"'US election', or a sector/company event.",
|
||||
],
|
||||
limit: Annotated[int | None, "Max markets to return; omit for a default of 6"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve live, market-implied probabilities for forward-looking events from
|
||||
prediction markets (Polymarket): Fed decisions, recession, elections,
|
||||
geopolitics, crypto. Returns the most-traded open markets matching the
|
||||
topic, each with its implied probability, traded volume, resolution date,
|
||||
and recent move. Uses the configured prediction_markets vendor.
|
||||
|
||||
Args:
|
||||
topic (str): Event keyword(s) to search
|
||||
limit (int): Max markets to return; omit for a default of 6
|
||||
|
||||
Returns:
|
||||
str: A formatted markdown report of matching prediction markets
|
||||
"""
|
||||
return route_to_vendor("get_prediction_markets", topic, limit, trade_date or None)
|
||||
@@ -6,13 +6,13 @@ import functools
|
||||
|
||||
from langchain_core.messages import AIMessage
|
||||
|
||||
from tradingagents.agents.schemas import TraderProposal, render_trader_proposal
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
from tradingagents.agents.context import (
|
||||
get_instrument_context_from_state,
|
||||
get_language_instruction,
|
||||
get_portfolio_context_from_state,
|
||||
)
|
||||
from tradingagents.agents.utils.structured import (
|
||||
from tradingagents.agents.schemas import TraderProposal, render_trader_proposal
|
||||
from tradingagents.agents.structured import (
|
||||
NO_EXTERNAL_TOOLS,
|
||||
bind_structured,
|
||||
invoke_structured_or_freetext,
|
||||
|
||||
@@ -1,28 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of_window
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_stock_data(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
|
||||
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve stock price data (OHLCV) for a given ticker symbol.
|
||||
Uses the configured core_stock_apis vendor.
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSM
|
||||
start_date (str): Start date in yyyy-mm-dd format
|
||||
end_date (str): End date in yyyy-mm-dd format
|
||||
Returns:
|
||||
str: A formatted dataframe containing the stock price data for the specified ticker symbol in the specified date range.
|
||||
"""
|
||||
start_date, end_date = as_of_window(start_date, end_date, trade_date)
|
||||
return route_to_vendor("get_stock_data", symbol, start_date, end_date)
|
||||
@@ -1,85 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_fundamentals(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve comprehensive fundamental data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing comprehensive fundamental data
|
||||
"""
|
||||
return route_to_vendor("get_fundamentals", ticker, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_balance_sheet(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve balance sheet data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing balance sheet data
|
||||
"""
|
||||
return route_to_vendor("get_balance_sheet", ticker, freq, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_cashflow(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve cash flow statement data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing cash flow statement data
|
||||
"""
|
||||
return route_to_vendor("get_cashflow", ticker, freq, as_of(curr_date, trade_date))
|
||||
|
||||
|
||||
@tool
|
||||
def get_income_statement(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
freq: Annotated[str, "reporting frequency: annual/quarterly"] = "quarterly",
|
||||
curr_date: Annotated[str, "current date you are trading at, yyyy-mm-dd"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve income statement data for a given ticker symbol.
|
||||
Uses the configured fundamental_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
freq (str): Reporting frequency: annual/quarterly (default quarterly)
|
||||
curr_date (str): Current date you are trading at, yyyy-mm-dd
|
||||
Returns:
|
||||
str: A formatted report containing income statement data
|
||||
"""
|
||||
return route_to_vendor("get_income_statement", ticker, freq, as_of(curr_date, trade_date))
|
||||
@@ -1,39 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_macro_indicators(
|
||||
indicator: Annotated[
|
||||
str,
|
||||
"Macro indicator: a friendly alias such as 'cpi', 'core_pce', "
|
||||
"'unemployment', 'fed_funds_rate', '10y_treasury', 'yield_curve', "
|
||||
"'real_gdp', 'vix', or a raw FRED series ID such as 'CPIAUCSL'.",
|
||||
],
|
||||
curr_date: Annotated[str, "Current date in yyyy-mm-dd format; the end of the window"],
|
||||
look_back_days: Annotated[
|
||||
int | None, "Trailing window length in days; omit for a 1-year window"
|
||||
] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve a macroeconomic indicator time series from FRED (Federal Reserve
|
||||
Economic Data): policy rates, Treasury yields, inflation, labor, and growth.
|
||||
Returns the series title, units, frequency, the latest value, the change
|
||||
over the window, and a recent observation table. Uses the configured
|
||||
macro_data vendor.
|
||||
|
||||
Args:
|
||||
indicator (str): Friendly alias or raw FRED series ID
|
||||
curr_date (str): Current date in yyyy-mm-dd format
|
||||
look_back_days (int): Trailing window length; omit for a 1-year window
|
||||
|
||||
Returns:
|
||||
str: A formatted markdown report of the macro series
|
||||
"""
|
||||
return route_to_vendor("get_macro_indicators", indicator, as_of(curr_date, trade_date), look_back_days)
|
||||
@@ -1,26 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of
|
||||
from tradingagents.dataflows.vendors.yahoo.snapshot import build_verified_market_snapshot
|
||||
|
||||
|
||||
@tool
|
||||
def get_verified_market_snapshot(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
curr_date: Annotated[str, "the current trading date, YYYY-mm-dd"],
|
||||
look_back_days: Annotated[
|
||||
int, "number of recent trading rows to include for sanity-checking"
|
||||
] = 30,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""Deterministic verification snapshot for exact market-data claims.
|
||||
|
||||
Returns the latest OHLCV row on or before curr_date, common technical
|
||||
indicators, and recent closes. Call this before making exact claims about
|
||||
price levels, Bollinger bands, RSI, MACD, moving averages, support /
|
||||
resistance, or historical comparisons, and treat it as the source of truth.
|
||||
"""
|
||||
return build_verified_market_snapshot(symbol, as_of(curr_date, trade_date), look_back_days)
|
||||
@@ -3,7 +3,7 @@
|
||||
import re
|
||||
from pathlib import Path
|
||||
|
||||
from tradingagents.agents.utils.rating import parse_rating
|
||||
from tradingagents.agents.rating import parse_rating
|
||||
|
||||
|
||||
class TradingMemoryLog:
|
||||
|
||||
@@ -1,66 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of, as_of_window
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_news(
|
||||
ticker: Annotated[str, "Ticker symbol"],
|
||||
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
|
||||
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve news data for a given ticker symbol.
|
||||
Uses the configured news_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol
|
||||
start_date (str): Start date in yyyy-mm-dd format
|
||||
end_date (str): End date in yyyy-mm-dd format
|
||||
Returns:
|
||||
str: A formatted string containing news data
|
||||
"""
|
||||
start_date, end_date = as_of_window(start_date, end_date, trade_date)
|
||||
return route_to_vendor("get_news", ticker, start_date, end_date)
|
||||
|
||||
@tool
|
||||
def get_global_news(
|
||||
curr_date: Annotated[str, "Current date in yyyy-mm-dd format"],
|
||||
look_back_days: Annotated[int | None, "Days to look back; omit to use the configured default"] = None,
|
||||
limit: Annotated[int | None, "Max articles to return; omit to use the configured default"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve global news data.
|
||||
Uses the configured news_data vendor. Defaults for look_back_days and
|
||||
limit come from DEFAULT_CONFIG (global_news_lookback_days,
|
||||
global_news_article_limit); pass explicit values to override.
|
||||
|
||||
Args:
|
||||
curr_date (str): Current date in yyyy-mm-dd format
|
||||
look_back_days (int): Number of days to look back; omit to inherit config
|
||||
limit (int): Maximum number of articles to return; omit to inherit config
|
||||
|
||||
Returns:
|
||||
str: A formatted string containing global news data
|
||||
"""
|
||||
return route_to_vendor("get_global_news", as_of(curr_date, trade_date), look_back_days, limit)
|
||||
|
||||
@tool
|
||||
def get_insider_transactions(
|
||||
ticker: Annotated[str, "ticker symbol"],
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve insider transaction information about a company.
|
||||
Uses the configured news_data vendor.
|
||||
Args:
|
||||
ticker (str): Ticker symbol of the company
|
||||
Returns:
|
||||
str: A report of insider transaction data
|
||||
"""
|
||||
return route_to_vendor("get_insider_transactions", ticker, trade_date or None)
|
||||
@@ -1,33 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_prediction_markets(
|
||||
topic: Annotated[
|
||||
str,
|
||||
"Event topic/keyword, e.g. 'Fed rate cut', 'recession 2026', "
|
||||
"'US election', or a sector/company event.",
|
||||
],
|
||||
limit: Annotated[int | None, "Max markets to return; omit for a default of 6"] = None,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve live, market-implied probabilities for forward-looking events from
|
||||
prediction markets (Polymarket): Fed decisions, recession, elections,
|
||||
geopolitics, crypto. Returns the most-traded open markets matching the
|
||||
topic, each with its implied probability, traded volume, resolution date,
|
||||
and recent move. Uses the configured prediction_markets vendor.
|
||||
|
||||
Args:
|
||||
topic (str): Event keyword(s) to search
|
||||
limit (int): Max markets to return; omit for a default of 6
|
||||
|
||||
Returns:
|
||||
str: A formatted markdown report of matching prediction markets
|
||||
"""
|
||||
return route_to_vendor("get_prediction_markets", topic, limit, trade_date or None)
|
||||
@@ -1,39 +0,0 @@
|
||||
from typing import Annotated
|
||||
|
||||
from langchain_core.tools import tool
|
||||
from langgraph.prebuilt import InjectedState
|
||||
|
||||
from tradingagents.dataflows.date_window import as_of
|
||||
from tradingagents.dataflows.router import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_indicators(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
|
||||
curr_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"] = 30,
|
||||
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve a single technical indicator for a given ticker symbol.
|
||||
Uses the configured technical_indicators vendor.
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSM
|
||||
indicator (str): A single technical indicator name, e.g. 'rsi', 'macd'. Call this tool once per indicator.
|
||||
curr_date (str): The current trading date you are trading on, YYYY-mm-dd
|
||||
look_back_days (int): How many days to look back, default is 30
|
||||
Returns:
|
||||
str: A formatted dataframe containing the technical indicators for the specified ticker symbol and indicator.
|
||||
"""
|
||||
# LLMs sometimes pass multiple indicators as a comma-separated string;
|
||||
# split and process each individually.
|
||||
curr_date = as_of(curr_date, trade_date)
|
||||
indicators = [i.strip().lower() for i in indicator.split(",") if i.strip()]
|
||||
results = []
|
||||
for ind in indicators:
|
||||
try:
|
||||
results.append(route_to_vendor("get_indicators", symbol, ind, curr_date, look_back_days))
|
||||
except ValueError as e:
|
||||
results.append(str(e))
|
||||
return "\n\n".join(results)
|
||||
@@ -21,8 +21,8 @@ from dataclasses import dataclass, field
|
||||
from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
|
||||
from tradingagents.agents.rating import RATING_REVIEW
|
||||
from tradingagents.agents.utils.memory import TradingMemoryLog
|
||||
from tradingagents.agents.utils.rating import RATING_REVIEW
|
||||
from tradingagents.dataflows.date_window import get_current_date
|
||||
from tradingagents.dataflows.symbols import safe_ticker_component
|
||||
from tradingagents.graph.trading_graph import TradingAgentsGraph
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
# TradingAgents/graph/conditional_logic.py
|
||||
|
||||
from tradingagents.agents.utils.agent_states import AgentState
|
||||
from tradingagents.agents.state import AgentState
|
||||
|
||||
|
||||
class ConditionalLogic:
|
||||
|
||||
@@ -2,10 +2,7 @@
|
||||
|
||||
from typing import Any
|
||||
|
||||
from tradingagents.agents.utils.agent_states import (
|
||||
InvestDebateState,
|
||||
RiskDebateState,
|
||||
)
|
||||
from tradingagents.agents.state import InvestDebateState, RiskDebateState
|
||||
|
||||
|
||||
class Propagator:
|
||||
|
||||
@@ -20,7 +20,7 @@ from tradingagents.agents import (
|
||||
create_sentiment_analyst,
|
||||
create_trader,
|
||||
)
|
||||
from tradingagents.agents.utils.agent_states import AgentState
|
||||
from tradingagents.agents.state import AgentState
|
||||
|
||||
from .analyst_execution import build_analyst_execution_plan
|
||||
from .conditional_logic import ConditionalLogic
|
||||
|
||||
@@ -8,12 +8,9 @@ from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from tradingagents.agents.utils.agent_utils import (
|
||||
build_instrument_context,
|
||||
resolve_instrument_identity,
|
||||
)
|
||||
from tradingagents.agents.context import build_instrument_context, resolve_instrument_identity
|
||||
from tradingagents.agents.rating import parse_rating
|
||||
from tradingagents.agents.utils.memory import TradingMemoryLog
|
||||
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
|
||||
@@ -370,7 +367,7 @@ class TradingAgentsGraph:
|
||||
Returns ``(final_state, signal)`` where ``signal`` is one of the 5-tier
|
||||
ratings (Buy / Overweight / Hold / Underweight / Sell) or ``"REVIEW"``
|
||||
when the decision had no parseable rating (#1170); guard with
|
||||
``tradingagents.agents.utils.rating.is_review`` before mapping it to the
|
||||
``tradingagents.agents.rating.is_review`` before mapping it to the
|
||||
PortfolioRating enum.
|
||||
"""
|
||||
trade_date = _validate_trade_date(trade_date)
|
||||
|
||||
Reference in New Issue
Block a user