chore: remove dead code found in the v0.4.0 review

- inline _in_news_window, a trivial passthrough left from extracting
  dataflows.date_window.in_window; call in_window directly
- drop SignalProcessor's orphaned quick_thinking_llm attribute (unused since
  rating extraction became a deterministic parse)

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"]:

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.