fix(deps): require yfinance >=1.4.1 and tolerate non-Date index column

yfinance 1.4.0 regressed the daily-download index to unnamed, so
reset_index() produced an "index" column instead of "Date" and every
stockstats indicator silently failed (no SMA/RSI/MACD/Bollinger/ATR).
Verified across versions: 1.2.0 / 1.3.0 / 1.4.1 name it "Date"; only
1.4.0 is broken. Pin to >=1.4.1 (the upstream fix) and normalize the
date column defensively so a non-"Date" index can't silently drop
indicators on any build.

#890

pyproject.toml

@@ -29,7 +29,7 @@ dependencies = [
     "stockstats>=0.6.5",
     "tqdm>=4.67.1",
     "typing-extensions>=4.14.0",
-    "yfinance>=0.2.63",
+    "yfinance>=1.4.1",
 ]
 
 [project.scripts]

tests/test_stockstats_date_column.py

@@ -0,0 +1,70 @@
+"""Tests for tolerating a non-`Date` index column in stockstats_utils (#890).
+
+Guards against a download frame whose date column is `index` or `Datetime`
+instead of `Date`, which would otherwise silently drop every indicator.
+"""
+
+from __future__ import annotations
+
+import pandas as pd
+import pytest
+
+from tradingagents.dataflows import stockstats_utils as su
+
+
+def _ohlcv(date_col: str) -> pd.DataFrame:
+    """OHLCV frame whose date column is named `date_col`."""
+    dates = pd.bdate_range("2026-04-01", periods=10)
+    return pd.DataFrame({
+        date_col: dates,
+        "Open": [100.0 + i for i in range(10)],
+        "High": [101.0 + i for i in range(10)],
+        "Low": [99.0 + i for i in range(10)],
+        "Close": [100.5 + i for i in range(10)],
+        "Volume": [1_000_000 + i for i in range(10)],
+    })
+
+
+@pytest.mark.unit
+class TestEnsureDateColumn:
+    def test_renames_index_column(self):
+        out = su._ensure_date_column(_ohlcv("index"))
+        assert "Date" in out.columns and "index" not in out.columns
+
+    def test_renames_datetime_and_date_variants(self):
+        assert "Date" in su._ensure_date_column(_ohlcv("Datetime")).columns
+        assert "Date" in su._ensure_date_column(_ohlcv("date")).columns
+
+    def test_leaves_existing_date_untouched(self):
+        df = _ohlcv("Date")
+        assert su._ensure_date_column(df) is df  # no-op short-circuit
+
+    def test_no_datelike_column_is_left_alone(self):
+        df = pd.DataFrame({"Close": [1, 2, 3]})
+        out = su._ensure_date_column(df)
+        assert "Date" not in out.columns  # nothing to rename; caller handles
+
+
+@pytest.mark.unit
+class TestCleanDataframeAcrossVersions:
+    def test_clean_handles_index_column(self):
+        """A frame with `index` instead of `Date` must still clean to a
+        usable, date-parsed frame (was KeyError: 'Date')."""
+        cleaned = su._clean_dataframe(_ohlcv("index"))
+        assert "Date" in cleaned.columns
+        assert pd.api.types.is_datetime64_any_dtype(cleaned["Date"])
+        assert len(cleaned) == 10
+
+    def test_clean_handles_legacy_date_column(self):
+        cleaned = su._clean_dataframe(_ohlcv("Date"))
+        assert len(cleaned) == 10
+
+    def test_indicators_compute_after_index_rename(self):
+        """stockstats must compute indicators on a frame whose date column
+        arrived as `index`, instead of erroring per indicator."""
+        from stockstats import wrap
+        cleaned = su._clean_dataframe(_ohlcv("index"))
+        df = wrap(cleaned)
+        df["close_5_sma"]  # triggers calculation
+        assert "close_5_sma" in df.columns
+        assert df["close_5_sma"].notna().any()

tradingagents/dataflows/stockstats_utils.py

@@ -32,8 +32,24 @@ def yf_retry(func, max_retries=3, base_delay=2.0):
                 raise
 
 
+def _ensure_date_column(data: pd.DataFrame) -> pd.DataFrame:
+    """Normalize the date column to ``Date``.
+
+    Some yfinance builds leave the index unnamed (so ``reset_index()`` yields
+    ``index``) or use ``Datetime`` for intraday data. Rename the first
+    date-like column so indicators don't silently drop when it isn't ``Date``.
+    """
+    if "Date" in data.columns:
+        return data
+    for candidate in ("index", "Datetime", "date"):
+        if candidate in data.columns:
+            return data.rename(columns={candidate: "Date"})
+    return data
+
+
 def _clean_dataframe(data: pd.DataFrame) -> pd.DataFrame:
     """Normalize a stock DataFrame for stockstats: parse dates, drop invalid rows, fill price gaps."""
+    data = _ensure_date_column(data)
     data["Date"] = pd.to_datetime(data["Date"], errors="coerce")
     data = data.dropna(subset=["Date"])
 
@@ -82,7 +98,7 @@ def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
             progress=False,
             auto_adjust=True,
         ))
-        data = data.reset_index()
+        data = _ensure_date_column(data.reset_index())
         data.to_csv(data_file, index=False, encoding="utf-8")
 
     data = _clean_dataframe(data)