fix(data): normalize ticker on the news path

The yfinance news fetch queried the raw ticker while every other path uses the
canonical symbol, so broker/forex/crypto aliases silently returned no news.
Normalize it (XAUUSD -> GC=F) and keep the user's ticker in the report header.

tests/test_symbol_normalization_paths.py

@@ -1,13 +1,14 @@
 """Symbol normalization must apply on every yfinance path, not just price fetch.
 
-Regression tests for #983 (instrument identity) and #984 (reflection returns):
+Regression tests for #983 (instrument identity), #984 (reflection returns), and
-a broker symbol like XAUUSD must resolve to the same Yahoo symbol (GC=F) that
+the news path: a broker symbol like XAUUSD must resolve to the same Yahoo symbol
-the price path uses, so identity and realized-return lookups hit the right
+(GC=F) that the price path uses, so identity, realized-return, and news lookups
-instrument instead of failing/mismatching.
+hit the right instrument instead of failing/mismatching.
 """
 import pandas as pd
 
 import tradingagents.agents.utils.agent_utils as au
+import tradingagents.dataflows.yfinance_news as ynews
 import tradingagents.graph.trading_graph as tg
 from tradingagents.graph.trading_graph import TradingAgentsGraph
 
@@ -52,3 +53,23 @@ def test_fetch_returns_normalizes_symbol(monkeypatch):
     assert queried[0] == "GC=F"  # stock symbol normalized (#984)
     assert queried[1] == "SPY"   # benchmark left as the canonical symbol
     assert raw is not None and days is not None
+
+
+def test_news_lookup_normalizes_symbol(monkeypatch):
+    seen = {}
+
+    class FakeTicker:
+        def __init__(self, symbol):
+            seen["symbol"] = symbol
+
+        def get_news(self, count):
+            return []
+
+    monkeypatch.setattr(ynews.yf, "Ticker", FakeTicker)
+    monkeypatch.setattr(ynews, "yf_retry", lambda fn: fn())
+
+    out = ynews.get_news_yfinance("XAUUSD", "2025-01-01", "2025-01-10")
+
+    assert seen["symbol"] == "GC=F"   # news queried with the canonical symbol
+    assert "XAUUSD" in out            # the user's ticker stays in the report
+    assert "GC=F" in out              # provenance noted

tradingagents/dataflows/yfinance_news.py

@@ -8,6 +8,7 @@ from dateutil.relativedelta import relativedelta
 
 from .config import get_config
 from .stockstats_utils import yf_retry
+from .symbol_utils import normalize_symbol
 
 
 def _extract_article_data(article: dict) -> dict:
@@ -87,12 +88,17 @@ def get_news_yfinance(
         Formatted string containing news articles
     """
     article_limit = get_config()["news_article_limit"]
+    # Query Yahoo with the canonical symbol, like every other yfinance path —
+    # a raw broker/forex/crypto alias (XAUUSD, BTCUSD) otherwise silently
+    # returns no news. Keep the user's ticker in the report header.
+    canonical = normalize_symbol(ticker)
+    resolved = "" if canonical == ticker else f" (resolved to {canonical})"
     try:
-        stock = yf.Ticker(ticker)
+        stock = yf.Ticker(canonical)
         news = yf_retry(lambda: stock.get_news(count=article_limit))
 
         if not news:
-            return f"No news found for {ticker}"
+            return f"No news found for {ticker}{resolved}"
 
         # Parse date range for filtering
         start_dt = datetime.strptime(start_date, "%Y-%m-%d")
@@ -117,9 +123,9 @@ def get_news_yfinance(
             filtered_count += 1
 
         if filtered_count == 0:
-            return f"No news found for {ticker} between {start_date} and {end_date}"
+            return f"No news found for {ticker}{resolved} between {start_date} and {end_date}"
 
-        return f"## {ticker} News, from {start_date} to {end_date}:\n\n{news_str}"
+        return f"## {ticker}{resolved} News, from {start_date} to {end_date}:\n\n{news_str}"
 
     except Exception as e:
         return f"Error fetching news for {ticker}: {str(e)}"