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__

cli/main.py

@@ -42,7 +42,7 @@ from cli.utils import (
     select_research_depth,
     select_shallow_thinking_agent,
 )
-from tradingagents.agents.utils.rating import is_review
+from tradingagents.agents.rating import is_review
 from tradingagents.backtest import iter_grid, run_backtest, summarize
 from tradingagents.dataflows.symbols import safe_ticker_component
 from tradingagents.default_config import DEFAULT_CONFIG

tests/test_cli_decision_log.py

@@ -76,7 +76,7 @@ class _FakeGraph:
         return {"messages": [], "company_of_interest": ticker}
 
     def process_signal(self, text):
-        from tradingagents.agents.utils.rating import parse_rating
+        from tradingagents.agents.rating import parse_rating
         return parse_rating(text)
 
     def record_decision(self, ticker, trade_date, final_state):

tests/test_debate_opening.py

@@ -12,12 +12,12 @@ from unittest.mock import MagicMock
 
 import pytest
 
+from tradingagents.agents.context import opponent_argument_or_opening
 from tradingagents.agents.researchers.bear_researcher import create_bear_researcher
 from tradingagents.agents.researchers.bull_researcher import create_bull_researcher
 from tradingagents.agents.risk_mgmt.aggressive_debator import create_aggressive_debator
 from tradingagents.agents.risk_mgmt.conservative_debator import create_conservative_debator
 from tradingagents.agents.risk_mgmt.neutral_debator import create_neutral_debator
-from tradingagents.agents.utils.agent_utils import opponent_argument_or_opening
 
 _REPORTS = {
     "company_of_interest": "AAPL", "asset_type": "stock",

tests/test_graph_end_to_end.py

@@ -17,9 +17,8 @@ from langchain_core.outputs import ChatGeneration, ChatResult
 from langchain_core.runnables import RunnableLambda
 from pydantic import Field
 
-from tradingagents.agents import schemas
+from tradingagents.agents import context, schemas
 from tradingagents.agents.analysts import sentiment_analyst
-from tradingagents.agents.utils import agent_utils
 from tradingagents.dataflows import router
 from tradingagents.dataflows.vendors.yahoo import market as yahoo_market, snapshot
 from tradingagents.default_config import DEFAULT_CONFIG
@@ -108,7 +107,7 @@ def offline(monkeypatch, tmp_path):
     monkeypatch.setattr(sentiment_analyst, "fetch_stocktwits_messages", lambda *a, **k: "no posts")
     monkeypatch.setattr(sentiment_analyst, "fetch_reddit_posts", lambda *a, **k: "no posts")
     monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: type("T", (), {"info": {"longName": "NVIDIA"}})())
-    agent_utils.resolve_instrument_identity.cache_clear()
+    context.resolve_instrument_identity.cache_clear()
     return called
 
 

tests/test_i18n_coverage.py

@@ -10,7 +10,7 @@ from pathlib import Path
 
 import pytest
 
-from tradingagents.agents.utils.agent_utils import get_language_instruction
+from tradingagents.agents.context import get_language_instruction
 
 _AGENTS_DIR = Path(__file__).resolve().parents[1] / "tradingagents" / "agents"
 

tests/test_instrument_identity.py

@@ -7,7 +7,7 @@ from unittest.mock import patch
 import pytest
 from langchain_core.messages import AIMessage, HumanMessage, RemoveMessage
 
-from tradingagents.agents.utils.agent_utils import (
+from tradingagents.agents.context import (
     build_instrument_context,
     create_msg_delete,
     get_instrument_context_from_state,

tests/test_memory_log.py

@@ -196,7 +196,7 @@ class TestTradingMemoryLogCore:
     def test_an_unreadable_decision_is_tagged_for_review(self, tmp_path):
         """Not a Hold: a fabricated rating is quoted back to the next run as a
         call that was never made, and counted in the backtest figures."""
-        from tradingagents.agents.utils.rating import RATING_REVIEW
+        from tradingagents.agents.rating import RATING_REVIEW
 
         log = make_log(tmp_path)
         log.store_decision("MSFT", "2026-01-12", DECISION_NO_RATING)

tests/test_news_analyst_prompt.py

@@ -8,7 +8,7 @@ import inspect
 import pytest
 
 import tradingagents.agents.analysts.news_analyst as na
-from tradingagents.agents.utils.news_data_tools import get_news
+from tradingagents.agents.tools import get_news
 
 
 @pytest.mark.unit

tests/test_portfolio_context.py

@@ -13,7 +13,7 @@ import json
 
 import pytest
 
-from tradingagents.agents.utils.agent_utils import get_portfolio_context_from_state
+from tradingagents.agents.context import get_portfolio_context_from_state
 from tradingagents.portfolio import PortfolioContext, load_portfolio
 
 HOLDING = {

tests/test_rating_integrity.py

@@ -11,7 +11,7 @@ from __future__ import annotations
 
 import pytest
 
-from tradingagents.agents.utils.rating import RATING_REVIEW, extract_rating, parse_rating
+from tradingagents.agents.rating import RATING_REVIEW, extract_rating, parse_rating
 
 INVERTED = ("The aggressive analyst pushed hard for a Buy on the AI backlog, but the "
             "conservative case on margin compression carried the debate. "
@@ -74,8 +74,8 @@ def test_the_memory_log_records_review_rather_than_a_tradeable_hold(tmp_path):
 
 @pytest.mark.unit
 def test_the_signal_and_the_log_agree_on_the_same_decision(tmp_path):
+    from tradingagents.agents.rating import parse_rating
     from tradingagents.agents.utils.memory import TradingMemoryLog
-    from tradingagents.agents.utils.rating import parse_rating
 
     log = TradingMemoryLog({"memory_log_path": str(tmp_path / "m.md")})
     for text in (INVERTED, REFUSAL, "**Rating**: Buy\n\nAccumulate."):
@@ -121,7 +121,7 @@ def test_the_cli_says_when_a_run_produced_no_usable_rating(monkeypatch, tmp_path
             pass
 
         def process_signal(self, text):
-            from tradingagents.agents.utils.rating import parse_rating
+            from tradingagents.agents.rating import parse_rating
             return parse_rating(text)
 
         def get_graph_args(self, callbacks=None):

tests/test_signal_processing.py

@@ -6,12 +6,7 @@ header, so the rating is read deterministically; no second model call is made.
 
 import pytest
 
-from tradingagents.agents.utils.rating import (
+from tradingagents.agents.rating import RATING_REVIEW, RATINGS_5_TIER, extract_rating, parse_rating
-    RATING_REVIEW,
-    RATINGS_5_TIER,
-    extract_rating,
-    parse_rating,
-)
 
 # ---------------------------------------------------------------------------
 # Heuristic parser

tests/test_structured_agent_prompts.py

@@ -18,8 +18,8 @@ import pytest
 import tradingagents.agents.analysts.sentiment_analyst as sentiment
 from tradingagents.agents.managers.portfolio_manager import create_portfolio_manager
 from tradingagents.agents.managers.research_manager import create_research_manager
+from tradingagents.agents.structured import NO_EXTERNAL_TOOLS
 from tradingagents.agents.trader.trader import create_trader
-from tradingagents.agents.utils.structured import NO_EXTERNAL_TOOLS
 
 
 def _capturing_llm(captured: dict, result):

tests/test_structured_agents.py

@@ -197,7 +197,7 @@ def _structured_trader_llm(captured: dict, proposal: TraderProposal | None = Non
 def test_invoke_structured_falls_back_when_result_is_none():
     # A thinking model can answer in plain text, leaving the parser with None.
     # That must fall back to free text, not crash on render(None) (#1051).
-    from tradingagents.agents.utils.structured import invoke_structured_or_freetext
+    from tradingagents.agents.structured import invoke_structured_or_freetext
 
     structured = MagicMock()
     structured.invoke.return_value = None

tests/test_symbol_normalization_paths.py

@@ -7,7 +7,7 @@ hit the right instrument instead of failing/mismatching.
 """
 import pandas as pd
 
-import tradingagents.agents.utils.agent_utils as au
+import tradingagents.agents.context as au
 import tradingagents.dataflows.vendors.yahoo.market as yahoo_market
 import tradingagents.dataflows.vendors.yahoo.news as ynews
 from tradingagents.graph.trading_graph import TradingAgentsGraph

tests/test_ticker_symbol_handling.py

@@ -3,7 +3,7 @@ import unittest
 import pytest
 
 from cli.utils import normalize_ticker_symbol
-from tradingagents.agents.utils.agent_utils import build_instrument_context
+from tradingagents.agents.context import build_instrument_context
 
 
 @pytest.mark.unit

tests/test_tool_date_enforcement.py

@@ -15,14 +15,7 @@ from langchain_core.messages import AIMessage
 from langgraph.graph import END, START, MessagesState, StateGraph
 from langgraph.prebuilt import ToolNode
 
-from tradingagents.agents.utils import (
+from tradingagents.agents import tools
-    core_stock_tools,
-    fundamental_data_tools,
-    macro_data_tools,
-    market_data_validation_tools,
-    news_data_tools,
-    technical_indicators_tools,
-)
 from tradingagents.dataflows.date_window import as_of, as_of_window
 
 TRADE_DATE = "2026-08-14"
@@ -56,16 +49,16 @@ def test_as_of_window(start, end, expected):
 
 
 DATED_TOOLS = [
-    core_stock_tools.get_stock_data,
+    tools.get_stock_data,
-    fundamental_data_tools.get_fundamentals,
+    tools.get_fundamentals,
-    fundamental_data_tools.get_balance_sheet,
+    tools.get_balance_sheet,
-    fundamental_data_tools.get_cashflow,
+    tools.get_cashflow,
-    fundamental_data_tools.get_income_statement,
+    tools.get_income_statement,
-    news_data_tools.get_news,
+    tools.get_news,
-    news_data_tools.get_global_news,
+    tools.get_global_news,
-    technical_indicators_tools.get_indicators,
+    tools.get_indicators,
-    macro_data_tools.get_macro_indicators,
+    tools.get_macro_indicators,
-    market_data_validation_tools.get_verified_market_snapshot,
+    tools.get_verified_market_snapshot,
 ]
 
 
@@ -95,28 +88,28 @@ def _run(tool, args, module):
 
 @pytest.mark.unit
 def test_statement_tool_with_omitted_date_uses_the_run_date():
-    args = _run(fundamental_data_tools.get_balance_sheet, {"ticker": "AAPL"}, fundamental_data_tools)
+    args = _run(tools.get_balance_sheet, {"ticker": "AAPL"}, tools)
     assert args[-1] == TRADE_DATE  # #1331: an omitted date no longer means unfiltered
 
 
 @pytest.mark.unit
 def test_future_curr_date_from_the_model_is_clamped():
-    args = _run(fundamental_data_tools.get_fundamentals,
+    args = _run(tools.get_fundamentals,
-                {"ticker": "AAPL", "curr_date": "2026-09-14"}, fundamental_data_tools)
+                {"ticker": "AAPL", "curr_date": "2026-09-14"}, tools)
     assert args == ("get_fundamentals", "AAPL", TRADE_DATE)
 
 
 @pytest.mark.unit
 def test_future_window_from_the_model_is_clamped():
-    args = _run(core_stock_tools.get_stock_data,
+    args = _run(tools.get_stock_data,
-                {"symbol": "AAPL", "start_date": "2026-08-01", "end_date": "2026-09-14"}, core_stock_tools)
+                {"symbol": "AAPL", "start_date": "2026-08-01", "end_date": "2026-09-14"}, tools)
     assert args == ("get_stock_data", "AAPL", "2026-08-01", TRADE_DATE)
 
 
 @pytest.mark.unit
 def test_direct_call_without_state_is_unchanged():
-    with mock.patch.object(news_data_tools, "route_to_vendor", return_value="ok") as routed:
+    with mock.patch.object(tools, "route_to_vendor", return_value="ok") as routed:
-        news_data_tools.get_news.func("AAPL", "2026-09-01", "2026-09-08")
+        tools.get_news.func("AAPL", "2026-09-01", "2026-09-08")
     assert routed.call_args.args == ("get_news", "AAPL", "2026-09-01", "2026-09-08")
 
 

tests/test_undated_tools_as_of.py

@@ -13,7 +13,7 @@ from unittest import mock
 import pandas as pd
 import pytest
 
-from tradingagents.agents.utils import news_data_tools, prediction_markets_tools
+from tradingagents.agents import tools
 from tradingagents.dataflows.vendors import polymarket
 from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
 from tradingagents.dataflows.vendors.yahoo import (
@@ -82,8 +82,8 @@ def test_polymarket_serves_a_current_run():
 
 
 @pytest.mark.unit
-@pytest.mark.parametrize("tool", [news_data_tools.get_insider_transactions,
+@pytest.mark.parametrize("tool", [tools.get_insider_transactions,
-                                  prediction_markets_tools.get_prediction_markets], ids=lambda t: t.name)
+                                  tools.get_prediction_markets], ids=lambda t: t.name)
 def test_trade_date_is_injected_not_model_visible(tool):
     assert "trade_date" in tool.func.__code__.co_varnames
     props = tool.tool_call_schema.model_json_schema()["properties"]
@@ -98,7 +98,7 @@ def test_a_historical_run_is_told_the_identity_is_current(monkeypatch):
     They are usually right for a past date, but a company that renamed or was
     reclassified since would read wrong, and every agent is told to anchor to
     this identity, so the run has to know which date it describes."""
-    from tradingagents.agents.utils.agent_utils import build_instrument_context
+    from tradingagents.agents.context import build_instrument_context
 
     identity = {"company_name": "Example Corp", "sector": "Technology",
                 "industry": "Software", "exchange": "NMS"}
@@ -110,7 +110,7 @@ def test_a_historical_run_is_told_the_identity_is_current(monkeypatch):
 
 @pytest.mark.unit
 def test_a_current_run_is_not_cluttered_with_a_vintage_note(monkeypatch):
-    from tradingagents.agents.utils.agent_utils import build_instrument_context
+    from tradingagents.agents.context import build_instrument_context
     from tradingagents.dataflows.date_window import get_current_date
 
     today = build_instrument_context("EXMP", "stock", {"company_name": "Example Corp"},
@@ -285,7 +285,7 @@ def _dates_after(text: str, cutoff: str) -> list[str]:
 def test_an_unavailable_notice_names_no_date_after_the_run():
     """A notice explaining why data is missing named where the vendor's coverage
     starts or today's date, both after a historical run's date."""
-    from tradingagents.agents.utils.agent_utils import build_instrument_context
+    from tradingagents.agents.context import build_instrument_context
     from tradingagents.dataflows.date_window import (
         coverage_gap,
         get_current_date,

tests/test_yahoo_snapshot.py

@@ -66,9 +66,7 @@ class TestVerifiedSnapshot:
 @pytest.mark.unit
 class TestTool:
     def test_tool_delegates_to_builder(self, monkeypatch):
-        from tradingagents.agents.utils.market_data_validation_tools import (
+        from tradingagents.agents.tools import get_verified_market_snapshot
-            get_verified_market_snapshot,
-        )
         monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
         out = get_verified_market_snapshot.invoke(
             {"symbol": "COF", "curr_date": "2026-05-20"}

tradingagents/agents/__init__.py

@@ -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",

tradingagents/agents/analysts/fundamentals_analyst.py

@@ -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.

tradingagents/agents/analysts/market_analyst.py

@@ -1,12 +1,7 @@
 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
-    get_indicators,
+from tradingagents.agents.tools import get_indicators, get_stock_data, get_verified_market_snapshot
-    get_instrument_context_from_state,
-    get_language_instruction,
-    get_stock_data,
-    get_verified_market_snapshot,
-)
 
 # The tools this analyst is offered; its tool node is built from the same tuple.
 TOOLS = (

tradingagents/agents/analysts/news_analyst.py

@@ -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,

tradingagents/agents/analysts/sentiment_analyst.py

@@ -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 (
+from tradingagents.agents.structured import (
-    get_instrument_context_from_state,
-    get_language_instruction,
-    get_news,
-)
-from tradingagents.agents.utils.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
 

tradingagents/agents/context.py

@@ -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__)
 
 

tradingagents/agents/managers/portfolio_manager.py

@@ -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.context import (
-from tradingagents.agents.utils.agent_utils 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,

tradingagents/agents/managers/research_manager.py

@@ -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 (
+from tradingagents.agents.structured import (
-    get_instrument_context_from_state,
-    get_language_instruction,
-)
-from tradingagents.agents.utils.structured import (
     NO_EXTERNAL_TOOLS,
     bind_structured,
     invoke_structured_or_freetext,

tradingagents/agents/researchers/bear_researcher.py

@@ -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,

tradingagents/agents/researchers/bull_researcher.py

@@ -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,

tradingagents/agents/risk_mgmt/aggressive_debator.py

@@ -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,

tradingagents/agents/risk_mgmt/conservative_debator.py

@@ -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,

tradingagents/agents/risk_mgmt/neutral_debator.py

@@ -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,

tradingagents/agents/tools.py

@@ -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)

tradingagents/agents/trader/trader.py

@@ -6,13 +6,13 @@ import functools
 
 from langchain_core.messages import AIMessage
 
-from tradingagents.agents.schemas import TraderProposal, render_trader_proposal
+from tradingagents.agents.context import (
-from tradingagents.agents.utils.agent_utils 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,

tradingagents/agents/utils/core_stock_tools.py

@@ -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)

tradingagents/agents/utils/fundamental_data_tools.py

@@ -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))

tradingagents/agents/utils/macro_data_tools.py

@@ -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)

tradingagents/agents/utils/market_data_validation_tools.py

@@ -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)

tradingagents/agents/utils/memory.py

@@ -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:

tradingagents/agents/utils/news_data_tools.py

@@ -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)

tradingagents/agents/utils/prediction_markets_tools.py

@@ -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)

tradingagents/agents/utils/technical_indicators_tools.py

@@ -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)

tradingagents/backtest.py

@@ -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

tradingagents/graph/conditional_logic.py

@@ -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:

tradingagents/graph/propagation.py

@@ -2,10 +2,7 @@
 
 from typing import Any
 
-from tradingagents.agents.utils.agent_states import (
+from tradingagents.agents.state import InvestDebateState, RiskDebateState
-    InvestDebateState,
-    RiskDebateState,
-)
 
 
 class Propagator:

tradingagents/graph/setup.py

@@ -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

tradingagents/graph/trading_graph.py

@@ -8,12 +8,9 @@ from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any
 
-from tradingagents.agents.utils.agent_utils import (
+from tradingagents.agents.context import build_instrument_context, resolve_instrument_identity
-    build_instrument_context,
+from tradingagents.agents.rating import parse_rating
-    resolve_instrument_identity,
-)
 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)