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

tradingagents/agents/utils/agent_utils.py

@@ -3,7 +3,6 @@ import logging
 from collections.abc import Mapping
 from typing import Any
 
-import yfinance as yf
 from langchain_core.messages import HumanMessage, RemoveMessage
 
 # Import tools from separate utility files
@@ -23,6 +22,7 @@ from tradingagents.agents.utils.news_data_tools import (
 )
 from tradingagents.agents.utils.prediction_markets_tools import get_prediction_markets
 from tradingagents.agents.utils.technical_indicators_tools import get_indicators
+from tradingagents.dataflows.y_finance import get_company_profile
 
 # Public surface: the data tools are imported here so agents and the graph
 # import them from one place, plus the instrument/language helpers defined below.
@@ -106,13 +106,11 @@ def resolve_instrument_identity(ticker: str) -> dict:
     ticker-only context rather than failing before analysis starts. Cached so
     the lookup happens at most once per ticker per process.
 
-    The symbol is normalized first (e.g. ``XAUUSD`` -> ``GC=F``) so identity
-    resolves for the same instrument the price path actually fetches (#983).
+    Identity resolves for the same instrument the price path fetches
+    (``XAUUSD`` -> ``GC=F``, #983).
     """
-    from tradingagents.dataflows.symbol_utils import normalize_symbol
-
     try:
-        info = yf.Ticker(normalize_symbol(ticker)).info or {}
+        info = get_company_profile(ticker)
     except Exception as exc:  # noqa: BLE001 — fail open, never block the run
         logger.debug("Could not resolve instrument identity for %s: %s", ticker, exc)
         return {}

tradingagents/dataflows/y_finance.py

@@ -519,3 +519,22 @@ def get_insider_transactions(
 
     except Exception as e:
         raise NoMarketDataError(ticker, canonical, f"insider transactions unavailable: {e}") from e
+
+
+def get_company_profile(ticker: str) -> dict:
+    """Yahoo's current profile for ``ticker``: name, sector, industry and the like."""
+    canonical = normalize_symbol(ticker)
+    try:
+        return yf_retry(lambda: yf.Ticker(canonical).info) or {}
+    except Exception as e:
+        raise NoMarketDataError(ticker, canonical, f"profile unavailable: {e}") from e
+
+
+def get_closes(symbol: str, start_date: str, end_date: str) -> pd.Series:
+    """Daily closes from ``start_date`` up to, not including, ``end_date``."""
+    canonical = normalize_symbol(symbol)
+    try:
+        history = yf_retry(lambda: yf.Ticker(canonical).history(start=start_date, end=end_date))
+    except Exception as e:
+        raise NoMarketDataError(symbol, canonical, f"prices unavailable: {e}") from e
+    return history["Close"] if "Close" in history else pd.Series(dtype=float)

tradingagents/graph/trading_graph.py

@@ -8,7 +8,6 @@ from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any
 
-import yfinance as yf
 from langgraph.prebuilt import ToolNode
 
 # Import the abstract tool methods from agent_utils
@@ -31,6 +30,7 @@ from tradingagents.agents.utils.agent_utils import (
 from tradingagents.agents.utils.memory import TradingMemoryLog
 from tradingagents.dataflows.config import run_config, set_config
 from tradingagents.dataflows.utils import get_current_date, safe_ticker_component
+from tradingagents.dataflows.y_finance import get_closes
 from tradingagents.default_config import DEFAULT_CONFIG
 from tradingagents.llm_clients import create_llm_client
 from tradingagents.reporting import write_report_tree
@@ -302,8 +302,6 @@ class TradingAgentsGraph:
         the full holding window has not traded (#1169), or the symbol is delisted
         or unreachable.
         """
-        from tradingagents.dataflows.symbol_utils import normalize_symbol
-
         try:
             start = datetime.strptime(trade_date, "%Y-%m-%d")
             # holding_days counts trading days, so ask for the calendar span they
@@ -311,11 +309,9 @@ class TradingAgentsGraph:
             end = start + timedelta(days=round(holding_days * 7 / 5) + 7)
             end_str = end.strftime("%Y-%m-%d")
 
-            # Normalize so the realized-return lookup hits the same instrument
-            # the analysis priced (e.g. XAUUSD -> GC=F) (#984). The benchmark is
-            # already a canonical Yahoo symbol from ``_resolve_benchmark``.
-            stock = yf.Ticker(normalize_symbol(ticker)).history(start=trade_date, end=end_str)
-            bench = yf.Ticker(benchmark).history(start=trade_date, end=end_str)
+            # Closes for the instrument the analysis priced (XAUUSD -> GC=F, #984).
+            stock = get_closes(ticker, trade_date, end_str)
+            bench = get_closes(benchmark, trade_date, end_str)
 
             # Require the full holding window in both series. A rerun before it
             # has traded leaves the entry pending to retry next run, rather than
@@ -323,14 +319,8 @@ class TradingAgentsGraph:
             if len(stock) <= holding_days or len(bench) <= holding_days:
                 return None, None, None, None
 
-            raw = float(
-                (stock["Close"].iloc[holding_days] - stock["Close"].iloc[0])
-                / stock["Close"].iloc[0]
-            )
-            bench_ret = float(
-                (bench["Close"].iloc[holding_days] - bench["Close"].iloc[0])
-                / bench["Close"].iloc[0]
-            )
+            raw = float((stock.iloc[holding_days] - stock.iloc[0]) / stock.iloc[0])
+            bench_ret = float((bench.iloc[holding_days] - bench.iloc[0]) / bench.iloc[0])
             alpha = raw - bench_ret
             # The date of the last price bar used is when this outcome became
             # known — the point-in-time cutoff for injecting the lesson (#1251).