fix(dataflows): pin the FRED data vintage to the as-of date

- FRED defaults both realtime bounds to today, so historical macro requests
  served the latest revision and leaked future information into backtests
- set realtime_start=realtime_end=curr_date on both the metadata and
  observations requests #1275

tests/test_fred.py

@@ -150,6 +150,23 @@ class FredFormattingTests(unittest.TestCase):
         self.assertEqual(obs_params["observation_end"], "2025-09-30")
         self.assertEqual(obs_params["observation_start"], "2025-07-02")  # 90d back
 
+    def test_requests_pin_the_data_vintage(self):
+        # #1275: both the metadata and observations requests must set
+        # realtime_start=realtime_end=curr_date, or FRED serves the latest
+        # revision and revision-prone series leak future information.
+        captured = {}
+
+        def _capture(path, params):
+            captured[path] = params
+            return _META if path == "series" else _OBS
+
+        with mock.patch.object(fred, "_request", side_effect=_capture):
+            fred.get_macro_data("cpi", "2025-09-30", 90)
+
+        for path in ("series", "series/observations"):
+            self.assertEqual(captured[path]["realtime_start"], "2025-09-30", path)
+            self.assertEqual(captured[path]["realtime_end"], "2025-09-30", path)
+
 
 @pytest.mark.unit
 class FredRoutingTests(unittest.TestCase):

tradingagents/dataflows/fred.py

@@ -143,8 +143,12 @@ def get_macro_data(
     Args:
         indicator: A friendly alias (e.g. "cpi", "unemployment", "10y_treasury")
             or a raw FRED series ID (e.g. "CPIAUCSL", "DGS10").
-        curr_date: End of the window (yyyy-mm-dd); no later observations are
-            returned, so a past date never leaks future data.
+        curr_date: The as-of date (yyyy-mm-dd). It bounds the observation window
+            AND pins the data vintage: FRED is queried with
+            ``realtime_start = realtime_end = curr_date`` so a historical run sees
+            the values that were actually published by that date, not later
+            revisions. Without this, revision-prone series (CPI, GDP, ...) would
+            leak future information into a backtest (#1275).
         look_back_days: Trailing window length; ``None`` uses DEFAULT_LOOKBACK_DAYS.
 
     Returns:
@@ -157,6 +161,12 @@ def get_macro_data(
     end_dt = datetime.strptime(curr_date, "%Y-%m-%d")
     start_date = (end_dt - timedelta(days=look_back_days)).strftime("%Y-%m-%d")
 
+    # Pin the data vintage to curr_date. FRED defaults both realtime bounds to
+    # today, which serves the LATEST revision of every observation; a single-day
+    # realtime interval asks for the values known as of curr_date instead. This
+    # is applied to both the metadata and observations requests (#1275).
+    realtime = {"realtime_start": curr_date, "realtime_end": curr_date}
+
     # Invalid LLM-supplied indicator: return guidance rather than raising, so a
     # bad argument doesn't abort the run (the routing layer also degrades macro
     # data, but a specific message is more useful to the analyst).
@@ -165,7 +175,7 @@ def get_macro_data(
     except ValueError as e:
         return f"FRED: {e}"
 
-    meta = _request("series", {"series_id": series_id}).get("seriess") or []
+    meta = _request("series", {"series_id": series_id, **realtime}).get("seriess") or []
     if not meta:
         return (
             f"FRED series '{series_id}' not found. Pass a known alias "
@@ -184,6 +194,7 @@ def get_macro_data(
             "observation_start": start_date,
             "observation_end": curr_date,
             "sort_order": "asc",
+            **realtime,
         },
     ).get("observations", [])