fix(data): include the requested end date in yfinance fetches

yfinance treats end as exclusive, so get_YFin_data_online dropped the requested
end_date row and load_ohlcv dropped the current day. Request one day past the
end so the range is inclusive (look-ahead is still prevented by the curr_date
filter; the header still shows the requested range). Also correct the load_ohlcv
docstring to the 5-year window it actually downloads.

tests/test_date_boundaries.py

@@ -0,0 +1,61 @@
+"""yfinance treats ``end`` as exclusive; we must request one extra day so the
+requested end_date (and the current day) is actually included.
+
+Regressions for #986 (current-day OHLCV excluded) and #987 (requested end_date
+row omitted).
+"""
+import pandas as pd
+import pytest
+
+import tradingagents.dataflows.stockstats_utils as su
+import tradingagents.dataflows.y_finance as yfin
+from tradingagents.dataflows.config import set_config
+
+
+@pytest.mark.unit
+def test_get_yfin_requests_inclusive_end(monkeypatch):
+    captured = {}
+
+    class FakeTicker:
+        def __init__(self, symbol):
+            pass
+
+        def history(self, start, end):
+            captured["start"] = start
+            captured["end"] = end
+            idx = pd.to_datetime(["2025-05-08", "2025-05-09"])
+            return pd.DataFrame(
+                {"Open": [1.0, 2.0], "High": [1.0, 2.0], "Low": [1.0, 2.0],
+                 "Close": [1.0, 2.0], "Volume": [1, 2]},
+                index=idx,
+            )
+
+    monkeypatch.setattr(yfin.yf, "Ticker", FakeTicker)
+    out = yfin.get_YFin_data_online("AAPL", "2025-05-01", "2025-05-09")
+
+    # end is requested one day past end_date so 2025-05-09 is included (#987).
+    assert captured["end"] == "2025-05-10"
+    # Header still reflects the requested range, not the internal +1 day.
+    assert "to 2025-05-09" in out
+
+
+@pytest.mark.unit
+def test_load_ohlcv_requests_inclusive_end(monkeypatch, tmp_path):
+    set_config({"data_cache_dir": str(tmp_path)})
+    captured = {}
+
+    def fake_download(symbol, start, end, **kwargs):
+        captured["end"] = end
+        idx = pd.to_datetime([pd.Timestamp.today().normalize()])
+        return pd.DataFrame(
+            {"Open": [100.0], "High": [100.0], "Low": [100.0],
+             "Close": [100.0], "Volume": [1]},
+            index=idx,
+        )
+
+    monkeypatch.setattr(su.yf, "download", fake_download)
+    today = pd.Timestamp.today().strftime("%Y-%m-%d")
+    su.load_ohlcv("AAPL", today)
+
+    expected_end = (pd.Timestamp.today() + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
+    assert captured["end"] == expected_end  # tomorrow -> today's row included (#986)

tradingagents/dataflows/stockstats_utils.py

@@ -65,7 +65,7 @@ def _clean_dataframe(data: pd.DataFrame) -> pd.DataFrame:
 def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
     """Fetch OHLCV data with caching, filtered to prevent look-ahead bias.
 
-    Downloads 15 years of data up to today and caches per symbol. On
+    Downloads 5 years of data up to today and caches per symbol. On
     subsequent calls the cache is reused. Rows after curr_date are
     filtered out so backtests never see future prices.
     """
@@ -78,11 +78,14 @@ def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
     config = get_config()
     curr_date_dt = pd.to_datetime(curr_date)
 
-    # Cache uses a fixed window (15y to today) so one file per symbol
+    # Cache uses a fixed window (5y to today) so one file per symbol.
     today_date = pd.Timestamp.today()
     start_date = today_date - pd.DateOffset(years=5)
     start_str = start_date.strftime("%Y-%m-%d")
-    end_str = today_date.strftime("%Y-%m-%d")
+    # yfinance ``end`` is EXCLUSIVE; request tomorrow so today's row is included
+    # when curr_date is the current day (#986). Look-ahead is still prevented by
+    # the curr_date filter below.
+    end_str = (today_date + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
 
     os.makedirs(config["data_cache_dir"], exist_ok=True)
     data_file = os.path.join(

tradingagents/dataflows/y_finance.py

@@ -14,14 +14,17 @@ def get_YFin_data_online(
 ):
 
     datetime.strptime(start_date, "%Y-%m-%d")
-    datetime.strptime(end_date, "%Y-%m-%d")
+    end_dt = datetime.strptime(end_date, "%Y-%m-%d")
 
     # Resolve broker/forex symbols to Yahoo's convention (XAUUSD+ -> GC=F).
     canonical = normalize_symbol(symbol)
     ticker = yf.Ticker(canonical)
 
-    # Fetch historical data for the specified date range
-    data = yf_retry(lambda: ticker.history(start=start_date, end=end_date))
+    # yfinance treats ``end`` as EXCLUSIVE, so it would drop the requested
+    # end_date row (and the current day when end_date is today). Request one day
+    # past end_date so the requested range is actually inclusive (#986/#987).
+    end_inclusive = (end_dt + relativedelta(days=1)).strftime("%Y-%m-%d")
+    data = yf_retry(lambda: ticker.history(start=start_date, end=end_inclusive))
 
     # Empty result means the symbol is unknown/delisted. Raise a typed error
     # instead of returning prose: the routing layer turns it into a single