mirror of
https://github.com/TauricResearch/TradingAgents.git
synced 2026-09-27 15:02:39 +03:00
refactor(dataflows): build the three yfinance statements with one helper
- balance sheet, cash flow and income statement share _statement; output unchanged
This commit is contained in:
Yijia-Xiao
@@ -64,11 +64,10 @@ def get_YFin_data_online(
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if col in data.columns:
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data[col] = data[col].round(2)
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# Convert DataFrame to CSV string
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csv_string = data.to_csv()
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# Add header information; note the resolved symbol when it differs so the
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# agent (and user) can see which instrument was actually priced.
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# Name the resolved symbol when it differs, so the reader sees which
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# instrument was priced.
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label = canonical if canonical == symbol.upper() else f"{canonical} (from {symbol})"
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header = f"# Stock data for {label} from {start_date} to {end_date}\n"
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header += f"# Total records: {len(data)}\n\n"
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@@ -354,39 +353,41 @@ def get_fundamentals(
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raise NoMarketDataError(ticker, canonical, f"fundamentals unavailable: {e}") from e
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# This vendor dates a statement by the period it covers, not by the day it was
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# filed, and carries no filing date to do better. A company files weeks after its
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# period ends, so a run dated in that gap can be served figures that were not yet
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# public. Say so rather than implying the stricter guarantee (SEC EDGAR, which
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# does carry filing dates, serves US filers as filed).
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_PERIOD_END_VINTAGE = (
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"# Periods are cut at the fiscal period end; this vendor does not report "
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"filing dates, so the most recent period may not have been published yet.\n\n"
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)
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def _statement(ticker, freq, curr_date, title, quarterly_attr, annual_attr) -> str:
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"""One financial statement as CSV, cut at ``curr_date`` by period end."""
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canonical = normalize_symbol(ticker)
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what = title.lower()
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try:
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ticker_obj = yf.Ticker(canonical)
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attr = quarterly_attr if freq.lower() == "quarterly" else annual_attr
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data = filter_financials_by_date(yf_retry(lambda: getattr(ticker_obj, attr)), curr_date)
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if data.empty:
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raise_for_empty(ticker, canonical, f"{what} data")
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return f"# {title} data for {canonical} ({freq})\n" + _PERIOD_END_VINTAGE + data.to_csv()
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except VendorError:
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raise
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except Exception as e:
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raise NoMarketDataError(ticker, canonical, f"{what} unavailable: {e}") from e
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def get_balance_sheet(
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ticker: Annotated[str, "ticker symbol of the company"],
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freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
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curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
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):
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"""Get balance sheet data from yfinance."""
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canonical = normalize_symbol(ticker)
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try:
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ticker_obj = yf.Ticker(canonical)
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if freq.lower() == "quarterly":
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data = yf_retry(lambda: ticker_obj.quarterly_balance_sheet)
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else:
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data = yf_retry(lambda: ticker_obj.balance_sheet)
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data = filter_financials_by_date(data, curr_date)
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if data.empty:
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raise_for_empty(ticker, canonical, "balance sheet data")
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# Convert to CSV string for consistency with other functions
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csv_string = data.to_csv()
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# Add header information
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header = f"# Balance Sheet data for {canonical} ({freq})\n"
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header += _PERIOD_END_VINTAGE
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return header + csv_string
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except VendorError:
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raise
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except Exception as e:
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raise NoMarketDataError(ticker, canonical, f"balance sheet unavailable: {e}") from e
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return _statement(ticker, freq, curr_date, "Balance Sheet", "quarterly_balance_sheet", "balance_sheet")
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def get_cashflow(
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@@ -395,33 +396,7 @@ def get_cashflow(
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curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
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):
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"""Get cash flow data from yfinance."""
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canonical = normalize_symbol(ticker)
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try:
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ticker_obj = yf.Ticker(canonical)
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if freq.lower() == "quarterly":
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data = yf_retry(lambda: ticker_obj.quarterly_cashflow)
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else:
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data = yf_retry(lambda: ticker_obj.cashflow)
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data = filter_financials_by_date(data, curr_date)
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if data.empty:
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raise_for_empty(ticker, canonical, "cash flow data")
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# Convert to CSV string for consistency with other functions
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csv_string = data.to_csv()
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# Add header information
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header = f"# Cash Flow data for {canonical} ({freq})\n"
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header += _PERIOD_END_VINTAGE
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return header + csv_string
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except VendorError:
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raise
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except Exception as e:
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raise NoMarketDataError(ticker, canonical, f"cash flow unavailable: {e}") from e
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return _statement(ticker, freq, curr_date, "Cash Flow", "quarterly_cashflow", "cashflow")
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def get_income_statement(
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@@ -430,33 +405,7 @@ def get_income_statement(
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curr_date: Annotated[str, "current date in YYYY-MM-DD format"] = None
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):
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"""Get income statement data from yfinance."""
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canonical = normalize_symbol(ticker)
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try:
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ticker_obj = yf.Ticker(canonical)
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if freq.lower() == "quarterly":
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data = yf_retry(lambda: ticker_obj.quarterly_income_stmt)
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else:
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data = yf_retry(lambda: ticker_obj.income_stmt)
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data = filter_financials_by_date(data, curr_date)
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if data.empty:
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raise_for_empty(ticker, canonical, "income statement data")
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# Convert to CSV string for consistency with other functions
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csv_string = data.to_csv()
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# Add header information
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header = f"# Income Statement data for {canonical} ({freq})\n"
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header += _PERIOD_END_VINTAGE
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return header + csv_string
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except VendorError:
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raise
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except Exception as e:
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raise NoMarketDataError(ticker, canonical, f"income statement unavailable: {e}") from e
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return _statement(ticker, freq, curr_date, "Income Statement", "quarterly_income_stmt", "income_stmt")
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# Rows are dated by the transaction, which is when the insider traded, not when
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@@ -470,17 +419,6 @@ _TRANSACTION_DATE_VINTAGE = (
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)
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# This vendor dates a statement by the period it covers, not by the day it was
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# filed, and carries no filing date to do better. A company files weeks after its
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# period ends, so a run dated in that gap can be served figures that were not yet
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# public. Say so rather than implying the stricter guarantee (SEC EDGAR, which
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# does carry filing dates, serves US filers as filed).
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_PERIOD_END_VINTAGE = (
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"# Periods are cut at the fiscal period end; this vendor does not report "
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"filing dates, so the most recent period may not have been published yet.\n\n"
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)
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def get_insider_transactions(
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ticker: Annotated[str, "ticker symbol of the company"],
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curr_date: Annotated[str | None, "only transactions on or before this date, yyyy-mm-dd"] = None,
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@@ -508,14 +446,7 @@ def get_insider_transactions(
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)
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data = kept
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# Convert to CSV string for consistency with other functions
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csv_string = data.to_csv()
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# Add header information
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header = f"# Insider Transactions data for {canonical}\n"
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header += _TRANSACTION_DATE_VINTAGE
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return header + csv_string
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return f"# Insider Transactions data for {canonical}\n" + _TRANSACTION_DATE_VINTAGE + data.to_csv()
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except Exception as e:
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raise NoMarketDataError(ticker, canonical, f"insider transactions unavailable: {e}") from e
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