refactor(dataflows): read company identity and settlement prices through the data layer

- the Yahoo vendor owns get_company_profile and get_closes; agent_utils and the graph no longer import yfinance
- a test keeps vendor libraries inside dataflows

tests/test_graph_end_to_end.py

@@ -20,7 +20,7 @@ from pydantic import Field
 from tradingagents.agents import schemas
 from tradingagents.agents.analysts import sentiment_analyst
 from tradingagents.agents.utils import agent_utils
-from tradingagents.dataflows import interface, market_data_validator
+from tradingagents.dataflows import interface, market_data_validator, y_finance
 from tradingagents.default_config import DEFAULT_CONFIG
 from tradingagents.graph import trading_graph
 
@@ -106,7 +106,7 @@ def offline(monkeypatch, tmp_path):
                         lambda *a, **k: called.add("ohlcv") or prices.copy())
     monkeypatch.setattr(sentiment_analyst, "fetch_stocktwits_messages", lambda *a, **k: "no posts")
     monkeypatch.setattr(sentiment_analyst, "fetch_reddit_posts", lambda *a, **k: "no posts")
-    monkeypatch.setattr(agent_utils.yf, "Ticker", lambda s: type("T", (), {"info": {"longName": "NVIDIA"}})())
+    monkeypatch.setattr(y_finance.yf, "Ticker", lambda s: type("T", (), {"info": {"longName": "NVIDIA"}})())
     agent_utils.resolve_instrument_identity.cache_clear()
     return called
 

tests/test_instrument_identity.py

@@ -21,7 +21,7 @@ class ResolveInstrumentIdentityTests(unittest.TestCase):
         resolve_instrument_identity.cache_clear()
 
     def test_resolves_company_metadata_from_yfinance(self):
-        with patch("tradingagents.agents.utils.agent_utils.yf.Ticker") as mock:
+        with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
             mock.return_value.info = {
                 "longName": "TOTO LTD.",
                 "shortName": "TOTO",
@@ -38,26 +38,26 @@ class ResolveInstrumentIdentityTests(unittest.TestCase):
         self.assertEqual(identity["exchange"], "PNK")
 
     def test_falls_back_to_short_name(self):
-        with patch("tradingagents.agents.utils.agent_utils.yf.Ticker") as mock:
+        with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
             mock.return_value.info = {"shortName": "TOTO", "sector": "Industrials"}
             identity = resolve_instrument_identity("TOTDY")
         self.assertEqual(identity["company_name"], "TOTO")
 
     def test_skips_placeholder_values(self):
-        with patch("tradingagents.agents.utils.agent_utils.yf.Ticker") as mock:
+        with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
             mock.return_value.info = {"longName": "  ", "sector": "None", "industry": "n/a"}
             identity = resolve_instrument_identity("TOTDY")
         self.assertEqual(identity, {})
 
     def test_fails_open_on_exception(self):
         with patch(
-            "tradingagents.agents.utils.agent_utils.yf.Ticker",
+            "tradingagents.dataflows.y_finance.yf.Ticker",
             side_effect=RuntimeError("rate limited"),
         ):
             self.assertEqual(resolve_instrument_identity("TOTDY"), {})
 
     def test_result_is_cached(self):
-        with patch("tradingagents.agents.utils.agent_utils.yf.Ticker") as mock:
+        with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
             mock.return_value.info = {"longName": "TOTO LTD."}
             first = resolve_instrument_identity("TOTDY")
             second = resolve_instrument_identity("TOTDY")
@@ -104,7 +104,7 @@ class GetInstrumentContextFromStateTests(unittest.TestCase):
 
     def test_fallback_is_network_free_ticker_only(self):
         # No instrument_context and no yfinance call — must not hit the network.
-        with patch("tradingagents.agents.utils.agent_utils.yf.Ticker") as mock:
+        with patch("tradingagents.dataflows.y_finance.yf.Ticker") as mock:
             context = get_instrument_context_from_state(
                 {"company_of_interest": "NVDA", "asset_type": "stock"}
             )

tests/test_layering.py

@@ -0,0 +1,35 @@
+"""Only the data layer imports vendor libraries.
+
+Vendor calls belong in dataflows, where failures are raised as VendorError
+subclasses; a call made elsewhere can report an outage as a fact about the market.
+"""
+
+import ast
+from pathlib import Path
+
+import pytest
+
+ROOT = Path(__file__).resolve().parents[1]
+VENDOR_LIBRARIES = {"yfinance"}
+
+
+def _imports(path: Path) -> set[str]:
+    names = set()
+    for node in ast.walk(ast.parse(path.read_text(encoding="utf-8"))):
+        if isinstance(node, ast.Import):
+            names |= {a.name.split(".")[0] for a in node.names}
+        elif isinstance(node, ast.ImportFrom) and node.module and not node.level:
+            names.add(node.module.split(".")[0])
+    return names
+
+
+@pytest.mark.unit
+def test_vendor_libraries_are_imported_only_by_the_data_layer():
+    data_layer = ROOT / "tradingagents" / "dataflows"
+    offenders = sorted(
+        str(path.relative_to(ROOT))
+        for package in ("tradingagents", "cli")
+        for path in (ROOT / package).rglob("*.py")
+        if data_layer not in path.parents and _imports(path) & VENDOR_LIBRARIES
+    )
+    assert offenders == []

tests/test_memory_log.py

@@ -1043,7 +1043,7 @@ def test_a_longer_window_asks_for_enough_price_history(monkeypatch):
             days = pd.bdate_range(start, end)
             return pd.DataFrame({"Close": range(len(days))}, index=days)
 
-    monkeypatch.setattr("tradingagents.graph.trading_graph.yf.Ticker", _Ticker)
+    monkeypatch.setattr("tradingagents.dataflows.y_finance.yf.Ticker", _Ticker)
 
     raw, alpha, days, resolved = graph._fetch_returns("NVDA", "2026-06-01", 21, benchmark="SPY")
 

tests/test_symbol_normalization_paths.py

@@ -8,8 +8,8 @@ hit the right instrument instead of failing/mismatching.
 import pandas as pd
 
 import tradingagents.agents.utils.agent_utils as au
+import tradingagents.dataflows.y_finance as y_finance
 import tradingagents.dataflows.yfinance_news as ynews
-import tradingagents.graph.trading_graph as tg
 from tradingagents.graph.trading_graph import TradingAgentsGraph
 
 
@@ -24,7 +24,7 @@ def test_identity_lookup_normalizes_symbol(monkeypatch):
         def info(self):
             return {"longName": "Gold Futures", "quoteType": "FUTURE"}
 
-    monkeypatch.setattr(au.yf, "Ticker", FakeTicker)
+    monkeypatch.setattr(y_finance.yf, "Ticker", FakeTicker)
     au.resolve_instrument_identity.cache_clear()
 
     identity = au.resolve_instrument_identity("XAUUSD")
@@ -45,7 +45,7 @@ def test_fetch_returns_normalizes_symbol(monkeypatch):
             idx = pd.date_range(start="2025-01-02", periods=len(prices), freq="D")
             return pd.DataFrame({"Close": prices}, index=idx)
 
-    monkeypatch.setattr(tg.yf, "Ticker", FakeTicker)
+    monkeypatch.setattr(y_finance.yf, "Ticker", FakeTicker)
 
     # _fetch_returns does not use ``self``; call unbound to avoid building the graph.
     raw, alpha, days, resolved = TradingAgentsGraph._fetch_returns(