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fix(dataflows): zero-pad HK ticker codes to Yahoo's 4-digit form (#1342)

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- normalize_symbol maps 09992.HK to 9992.HK and 700.HK to 0700.HK (#957)
This commit is contained in:
Yijia-Xiao
2026-09-14 23:37:48 +00:00
parent d04693a208
commit 99313bfdbc
2 changed files with 26 additions and 1 deletions
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17
tests/test_symbol_utils.py
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@@ -52,6 +52,23 @@ class TestNormalizeSymbol(unittest.TestCase):
def test_empty_input_passthrough(self):
self.assertEqual(normalize_symbol(""), "")
def test_hk_five_digit_code_repadded_to_four(self):
# HKEX lists up to 5-digit codes; Yahoo only accepts 4 (#957).
self.assertEqual(normalize_symbol("09992.HK"), "9992.HK")
self.assertEqual(normalize_symbol("00700.HK"), "0700.HK")
self.assertEqual(normalize_symbol("00001.HK"), "0001.HK")
def test_hk_four_digit_code_unchanged(self):
self.assertEqual(normalize_symbol("0700.HK"), "0700.HK")
self.assertEqual(normalize_symbol("9992.HK"), "9992.HK")
self.assertEqual(normalize_symbol("80737.HK"), "80737.HK")
def test_hk_short_code_padded_to_four(self):
self.assertEqual(normalize_symbol("700.HK"), "0700.HK")
def test_hk_code_case_insensitive_suffix(self):
self.assertEqual(normalize_symbol("09992.hk"), "9992.HK")
@pytest.mark.unit
class TestNoMarketDataError(unittest.TestCase):

10
tradingagents/dataflows/symbol_utils.py
View File

@@ -10,6 +10,7 @@ differ from the broker / TradingView / MT5 style symbols users often type:
EURUSD EURUSD=X spot forex pairs take a ``=X`` suffix
BTCUSD BTC-USD crypto pairs use a ``-`` separator
SPX500, US500 ^GSPC index CFDs map to Yahoo index symbols
09992.HK, 700.HK 9992.HK, 0700.HK HK codes are zero-padded to 4 digits
Passing the raw broker symbol to Yahoo returns an empty result, which the
agents previously received as free text and could hallucinate a price
@@ -72,6 +73,9 @@ _ALIASES = {
# Yahoo symbols may contain letters, digits, and these structural characters.
_YAHOO_SAFE = re.compile(r"^[A-Za-z0-9._\-\^=]+$")
# HKEX codes as Yahoo spells them: the number zero-padded to 4 digits (#957).
_HK_CODE = re.compile(r"^(\d{1,5})\.HK$")
# Crypto quote currencies that all map to Yahoo's USD pair. Yahoo lists only
# ``<BASE>-USD`` (not the USDT/USDC stablecoin pairs), so a broker symbol quoted
@@ -109,7 +113,9 @@ def normalize_symbol(raw: str) -> str:
2. Crypto rule: a known crypto base quoted in USD/USDT/USDC (dashed or
not) -> ``BASE-USD``.
3. Forex rule: six letters that are two ISO currency codes -> ``PAIR=X``.
4. Otherwise the upper-cased symbol is returned unchanged (plain
4. HK rule: a numeric ``.HK`` code -> Yahoo's 4-digit padding
(``09992.HK`` -> ``9992.HK``, ``700.HK`` -> ``0700.HK``).
5. Otherwise the upper-cased symbol is returned unchanged (plain
equities, ETFs, Yahoo-native symbols like ``GC=F`` or ``^GSPC``).
A trailing ``+`` (broker CFD marker, e.g. ``XAUUSD+``) is stripped before
@@ -130,6 +136,8 @@ def normalize_symbol(raw: str) -> str:
canonical = crypto
elif len(s) == 6 and s[:3] in _FOREX_CURRENCIES and s[3:] in _FOREX_CURRENCIES:
canonical = f"{s}=X"
elif hk := _HK_CODE.match(s):
canonical = f"{int(hk.group(1)):04d}.HK"
else:
canonical = s