diff --git a/tests/test_news_lookahead.py b/tests/test_news_lookahead.py
index c55f2ed8d..367566edc 100644
--- a/tests/test_news_lookahead.py
+++ b/tests/test_news_lookahead.py
@@ -11,6 +11,7 @@ from datetime import datetime, timezone
 import pytest
 
 import tradingagents.dataflows.yfinance_news as ynews
+from tradingagents.dataflows.date_window import in_window
 
 
 def _epoch(date_str):
@@ -36,16 +37,16 @@ def test_window_excludes_future_and_undated_in_backtest():
     end = datetime(2025, 5, 9)  # historical window (well in the past)
     inside = datetime(2025, 5, 5)
     future = datetime(2025, 6, 1)
-    assert ynews._in_news_window(inside, start, end) is True
-    assert ynews._in_news_window(future, start, end) is False     # look-ahead blocked
-    assert ynews._in_news_window(None, start, end) is False        # undated -> excluded in backtest
+    assert in_window(inside, start, end) is True
+    assert in_window(future, start, end) is False     # look-ahead blocked
+    assert in_window(None, start, end) is False        # undated -> excluded in backtest
 
 
 @pytest.mark.unit
 def test_window_keeps_undated_in_live_window():
     # Live window (reaches today): undated articles can't be "future", so keep them.
     now = datetime.now(timezone.utc)
-    assert ynews._in_news_window(None, now, now) is True
+    assert in_window(None, now, now) is True
 
 
 @pytest.mark.unit
@@ -56,8 +57,8 @@ def test_upper_bound_is_exclusive():
     end = datetime(2025, 5, 9)
     midnight_after = datetime(2025, 5, 10, 0, 0, 0, tzinfo=timezone.utc)
     last_moment = datetime(2025, 5, 9, 23, 59, 59, tzinfo=timezone.utc)
-    assert ynews._in_news_window(midnight_after, start, end) is False
-    assert ynews._in_news_window(last_moment, start, end) is True
+    assert in_window(midnight_after, start, end) is False
+    assert in_window(last_moment, start, end) is True
 
 
 @pytest.mark.unit
@@ -67,7 +68,7 @@ def test_offset_aware_timestamp_is_converted_not_truncated():
     start = datetime(2025, 5, 1)
     end = datetime(2025, 5, 9)
     aware = datetime.fromisoformat("2025-05-10T01:00:00+05:00")
-    assert ynews._in_news_window(aware, start, end) is True
+    assert in_window(aware, start, end) is True
 
 
 @pytest.mark.unit
diff --git a/tradingagents/dataflows/yfinance_news.py b/tradingagents/dataflows/yfinance_news.py
index ac036148a..9891d7947 100644
--- a/tradingagents/dataflows/yfinance_news.py
+++ b/tradingagents/dataflows/yfinance_news.py
@@ -60,11 +60,6 @@ def _extract_article_data(article: dict) -> dict:
         }
 
 
-def _in_news_window(pub_date, start_dt, end_dt) -> bool:
-    """Look-ahead-safe article-window check; see dataflows.date_window.in_window."""
-    return in_window(pub_date, start_dt, end_dt)
-
-
 def get_news_yfinance(
     ticker: str,
     start_date: str,
@@ -105,7 +100,7 @@ def get_news_yfinance(
             data = _extract_article_data(article)
 
             # Keep only articles within the requested window (look-ahead safe).
-            if not _in_news_window(data["pub_date"], start_dt, end_dt):
+            if not in_window(data["pub_date"], start_dt, end_dt):
                 continue
 
             news_str += f"### {data['title']} (source: {data['publisher']})\n"
@@ -192,7 +187,7 @@ def get_global_news_yfinance(
             # Extract uniformly (flat + nested) and apply the same look-ahead-safe
             # window filter, so flat articles can't leak future news (#1007).
             data = _extract_article_data(article)
-            if not _in_news_window(data["pub_date"], start_dt, curr_dt):
+            if not in_window(data["pub_date"], start_dt, curr_dt):
                 continue
             news_str += f"### {data['title']} (source: {data['publisher']})\n"
             if data["summary"]:
diff --git a/tradingagents/graph/signal_processing.py b/tradingagents/graph/signal_processing.py
index 09b43f6bb..57f72178c 100644
--- a/tradingagents/graph/signal_processing.py
+++ b/tradingagents/graph/signal_processing.py
@@ -21,10 +21,10 @@ class SignalProcessor:
     """Read the 5-tier rating out of a Portfolio Manager decision."""
 
     def __init__(self, quick_thinking_llm: Any = None):
-        # The LLM argument is accepted for backwards compatibility but no
-        # longer used: the PM's structured output guarantees the rating is
-        # parseable from the rendered markdown without a second LLM call.
-        self.quick_thinking_llm = quick_thinking_llm
+        # The LLM argument is accepted for backwards compatibility but ignored:
+        # the PM's structured output guarantees the rating is parseable from the
+        # rendered markdown without a second LLM call, so it is not stored.
+        pass
 
     def process_signal(self, full_signal: str) -> str:
         """Return one of Buy / Overweight / Hold / Underweight / Sell, or REVIEW.