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fix(dataflows): quote the prices the vendor reported in the verification snapshot

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- gap filling keeps indicators on a continuous series, but put the previous session's open, high and low under an unsettled bar's date
- load_ohlcv takes fill_gaps, and the snapshot reads the frame as reported
This commit is contained in:
Yijia-Xiao
2026-09-17 23:37:43 +00:00
parent 13b35e8aeb
commit de7e43fc4a
4 changed files with 49 additions and 9 deletions
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12
tests/test_market_data_validator.py
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@@ -29,7 +29,7 @@ class TestVerifiedSnapshot:
pd.DataFrame({"Date": [pd.Timestamp("2026-06-01")], "Open": [999.0],
"High": [999.0], "Low": [999.0], "Close": [999.0], "Volume": [999]}),
], ignore_index=True)
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: data)
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: data)
snap = validator.build_verified_market_snapshot("COF", "2026-05-13")
assert "Verified market data snapshot for COF" in snap
@@ -39,24 +39,24 @@ class TestVerifiedSnapshot:
assert "boll_lb" in snap # indicators present
def test_uses_previous_trading_day_when_date_is_weekend(self, monkeypatch):
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: _sample_ohlcv())
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
# 2026-05-16 is a Saturday; latest row should be Fri 2026-05-15
snap = validator.build_verified_market_snapshot("COF", "2026-05-16")
assert "Latest trading row used: 2026-05-15" in snap
assert "Recent verified closes" in snap
def test_raises_when_no_rows_on_or_before_date(self, monkeypatch):
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: _sample_ohlcv())
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
with pytest.raises(ValueError):
validator.build_verified_market_snapshot("COF", "2020-01-01")
def test_raises_on_empty_data(self, monkeypatch):
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: pd.DataFrame())
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: pd.DataFrame())
with pytest.raises(ValueError):
validator.build_verified_market_snapshot("COF", "2026-05-13")
def test_look_back_window_capped_at_30(self, monkeypatch):
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: _sample_ohlcv())
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
snap = validator.build_verified_market_snapshot("COF", "2026-05-20", look_back_days=999)
# last-N closes table has at most 30 data rows
close_rows = [ln for ln in snap.splitlines() if ln.startswith("| 2026-")]
@@ -69,7 +69,7 @@ class TestTool:
from tradingagents.agents.utils.market_data_validation_tools import (
get_verified_market_snapshot,
)
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d: _sample_ohlcv())
monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
out = get_verified_market_snapshot.invoke(
{"symbol": "COF", "curr_date": "2026-05-20"}
)