- quick_think_provider / deep_think_provider and their backend URLs (with TRADINGAGENTS_* variables) choose a tier's provider; unset, a tier uses llm_provider and backend_url
- a tier on another provider gets that provider's own settings and endpoint, and the run settings and report header name each tier's provider
- the CLI checks each tier provider's model variable and key before the run
- a Memory Log step runs beside the analysts, settles every ticker's due decisions and loads the lessons known by the trade date for the Portfolio Manager; the run no longer settles before it starts
- a settlement failure is logged and noted in the report's header instead of ending the run
- the checkpoint signature records the new layout
- after max_tool_rounds rounds of tool calls (default 20, TRADINGAGENTS_MAX_TOOL_ROUNDS) the analyst takes one last turn with no tools, its tool calls and results given as text, and that turn ends its graph
- the three tool-using analysts take their turns through analysts.turn.take_turn
- a limit the recursion limit cannot hold is refused when the graph is built
- each analyst is a graph of its own (model and tools on a private message history) that returns only its report; all start together and the research debate waits for every report
- the message-clearing nodes are gone; a checkpoint saved by the sequential layout starts fresh
- TradingAgentsGraph.stream_run streams the analysts' messages for debug mode and the CLI, whose status and timing now track the analysts side by side
- the typed rating is the state's final_rating; propagate returns it, and the memory log tag, the state log and the CLI review check read it
- the decision text is parsed only when the Portfolio Manager answered in free text
- TradingAgentsGraph.process_signal is removed
- tools.py: the analysts' data tools, previously seven modules under utils
- context.py (was agent_utils, without its tool re-exports), state.py, rating.py and structured.py sit beside schemas.py
- every role package has an __init__
- vendors/yahoo: ohlcv (loader and cache), market (prices, indicators), fundamentals (profile, statements, insider), news, snapshot
- vendors/alpha_vantage is a package; sec_edgar, fred, polymarket, reddit and stocktwits sit beside it
- the one-method StockstatsUtils class is a function; the duplicate Yahoo host constant is gone
- tests are named after the modules they cover: test_ohlcv_date_column, test_yahoo_snapshot, and the ohlcv and snapshot aliases
- interface -> router; symbol_utils -> symbols, which also takes safe_ticker_component
- utils is split: get_current_date to date_window, the HTTP helpers to net
- dataflows imports are absolute; the NoMarketDataError re-export from symbols is gone
- a graph reused across a backtest grid held each run's complete state for its whole life
- the state log is written from the run's own state; the ticker attribute it read is removed
- 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
- every analyst calls its tools through the router, offline; the decision is parsed and logged
- free-text and structured-output paths, and resume from a checkpoint
- remove the unused mock_llm_client fixture
Yijia-Xiao