- vendor functions and date_window take as_of_date, the date data is served as of; the model-facing tool arguments are unchanged
- build_instrument_context and resolve_instrument_context take trade_date, which is what they receive
- 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
- FRED and Alpha Vantage authenticate with a query parameter, and requests
quotes the full URL in HTTP, connection and timeout errors, so the key was
written into any log or traceback that recorded one
- route both vendors through one request helper that re-raises a requests error
as the same class with the key removed, carrying no request, response or
exception chain, each of which still held the URL #1324
- the unconditional realtime pin 400s when curr_date is ahead of FRED's
US-Central date (a live run's local date), which the router then degrades to
a silent DATA_UNAVAILABLE — an Asia/Pacific run loses macro data
- clamp realtime_start/end to min(curr_date, FRED-today) via pytz Chicago;
a past curr_date pins unchanged, so historical look-ahead safety is preserved
- name the vintage in the empty-result message: widening the window can't fix a
series with no vintage coverage #1275
- FRED defaults both realtime bounds to today, so historical macro requests
served the latest revision and leaked future information into backtests
- set realtime_start=realtime_end=curr_date on both the metadata and
observations requests #1275
Optional enrichment vendors (FRED macro, Polymarket events) raised on a bad LLM
indicator, a missing key, or a network blip, which aborted the whole run.
- Router: mark macro_data and prediction_markets optional; a sole-vendor failure
returns a sentinel instead of re-raising. Core categories still raise.
- FRED: reject a descriptive phrase up front and return guidance instead of
400ing the API; an unknown series returns a not-found message, not a crash.
Surface Federal Reserve Economic Data (rates, inflation, labor, growth) to the
news analyst via a new get_macro_indicators tool and a macro_data vendor
category. Friendly aliases (cpi, unemployment, fed_funds_rate, 10y_treasury,
yield_curve, ...) map to FRED series IDs; raw series IDs are accepted too. The
report gives the latest value, change over the window, and a recent observation
table. Windowing is lookahead-safe (observation_end = curr_date), missing values
are skipped, and a missing FRED_API_KEY surfaces as a clear not-configured
condition through the vendor router rather than a crash.
Yijia-Xiao