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

- 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

tests/test_market_data_validator.py

@@ -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"}
         )

tests/test_ohlcv_latest_bar.py

@@ -167,3 +167,34 @@ def test_tz_aware_latest_bar_is_kept_at_the_cutoff(monkeypatch, tmp_path):
     out = _run_load(monkeypatch, tmp_path, frame, "2026-05-08")
     assert out["Close"].iloc[-1] == 101.5
     assert out["Date"].iloc[-1] == pd.Timestamp("2026-05-08")
+
+
+@pytest.mark.unit
+def test_the_snapshot_does_not_present_a_filled_price_as_reported(monkeypatch, tmp_path):
+    """Gap filling exists so indicators compute on a continuous series. The
+    verification snapshot is the one place a number must be what the vendor
+    reported, or the module built to stop invented prices supplies them."""
+    from tradingagents.dataflows import market_data_validator as mdv, stockstats_utils as su
+
+    frame = pd.DataFrame({
+        "Date": ["2026-05-06", "2026-05-07", "2026-05-08"],
+        "Open": [100.0, 104.5, ""],     # the latest bar has not settled
+        "High": [101.0, 105.5, ""],
+        "Low": [99.0, 103.5, ""],
+        "Close": [100.5, 105.0, 106.0],
+        "Volume": [1000000, 1000000, ""],
+    })
+    today = pd.Timestamp("2026-05-08 12:00")
+    monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
+    monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: today))
+    cache = tmp_path / "AAPL-YFin-data.csv"
+    cache.write_text(frame.to_csv(index=False))
+    os.utime(cache, (today.timestamp(), today.timestamp()))
+    monkeypatch.setattr(su.yf, "download", lambda *a, **k: (_ for _ in ()).throw(
+        AssertionError("should read the seeded cache")))
+
+    out = mdv.build_verified_market_snapshot("AAPL", "2026-05-08", 3)
+
+    row = out.split("Latest verified OHLCV row")[1].split("###")[0]
+    assert "104.50" not in row and "105.50" not in row  # the previous session's numbers
+    assert "106.00" in row  # the close the vendor did report

tradingagents/dataflows/market_data_validator.py

@@ -32,7 +32,9 @@ def _verified_rows(symbol: str, curr_date: str) -> pd.DataFrame:
     look-ahead rows, but we re-apply the cutoff defensively — this is a
     verification path, so it must not trust its input to be pre-filtered.
     """
-    data = load_ohlcv(symbol, curr_date)
+    # As reported: this snapshot is quoted by the agents as exact prices, so a
+    # gap-filled cell would put the previous session's number under this date.
+    data = load_ohlcv(symbol, curr_date, fill_gaps=False)
     if data is None or data.empty:
         raise ValueError(f"No OHLCV data available for {symbol}.")
 

tradingagents/dataflows/stockstats_utils.py

@@ -179,12 +179,16 @@ def _cache_is_fresh(data_file, curr_date_dt, now) -> bool:
     return curr_date_dt.date() < now.date() or (now - written).total_seconds() <= OHLCV_CACHE_TTL_SECONDS
 
 
-def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
+def load_ohlcv(symbol: str, curr_date: str, fill_gaps: bool = True) -> pd.DataFrame:
     """Fetch OHLCV data with caching, filtered to prevent look-ahead bias.
 
     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.
+
+    ``fill_gaps`` carries prices forward over gaps so indicators compute on a
+    continuous series. Pass ``False`` to read the values as the vendor reported
+    them, leaving a cell that was never reported empty.
     """
     # Resolve broker/forex symbols (XAUUSD+ -> GC=F) to Yahoo's convention,
     # then reject values that would escape the cache directory when
@@ -262,7 +266,10 @@ def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
             data["Date"].iloc[-1].date(), data["Date"].iloc[settled[-1]].date(),
         )
 
-    data = _fill_price_gaps(data)
+    # Indicators need a continuous series, so gaps are carried forward. A caller
+    # that reports the numbers themselves asks for the frame as it was reported:
+    # a filled cell is the previous session's price under this session's date.
+    data = _fill_price_gaps(data) if fill_gaps else data.dropna(subset=["Close"]).copy()
 
     # Reject a stale frame (latest row far older than curr_date) rather than
     # feeding year-old prices into indicators (#1021).