- with TYPESAFE_API_KEY set, each StockTwits and Reddit post is asked whether it is about the company and its stance on the stock
- posts clearly about something else are dropped before the per-source cut, and each block opens with a stance count
- any failed request leaves the source's posts unscreened and says so; without a key nothing changes
- gpt-6-sol and gpt-6-luna are the new default deep and quick models
- claude-opus-5-5 replaces claude-opus-5 in the picker; opus-5 and gpt-5.4-mini stay known as legacy IDs
- selections.py asks what to run; run.py builds the graph, streams it to the live view and saves the report
- main.py keeps the Typer app and its two commands
- display.py holds the message buffer, layout, status tables and report panels, the analyst wall-time tracker (CLI-only, from graph/analyst_execution) and the one Console
- utils.py is renamed prompts.py, which is what it holds; its analyst list is ANALYST_CHOICES, apart from display's ANALYST_ORDER
- get_initial_analyst_node, a one-line helper with one caller, is inlined
- the wall-time tracker tests sit with the other display tests, and tests import cli.prompts as prompts
- resolve_benchmark, fetch_returns and settle_pending are module functions; the graph's settle_pending runs them under its config
- create_run_state settles through settle_pending, so the CLI path also settles under the graph's config
- 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
- coverage and withholding notices named where a vendor's coverage starts or today's date
- the instrument context named today's date in every analyst prompt
- is_yahoo_safe, has_checkpoint, get_wall_times, the graph's curr_state and the project_dir config key
- the CLI's final_report and current_agent state, its duplicate get_analysis_date and the save_report_to_disk wrapper
- the dotenv import guard (a hard dependency) and a warning filter for langgraph-checkpoint 4.0.3
- an analyst's TOOLS tuple is both what it is offered and what its tool node runs
- one routing function replaces four copies of should_continue_<analyst>
- the sentiment analyst has no tools, so the unreachable social tool node 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
- propagate and settle_pending bind the graph's config for the length of the run
- a graph built later, or running concurrently, no longer changes another graph's vendors
- annual columns are the periods an annual report covers, so 10-Q balances and twelve-month totals no longer read as fiscal years
- a value is still the latest filing of any form, so a later recast counts from its filing date
- point-in-time integrity across every dated path, and a vendor failure reported as a vendor failure
- SEC EDGAR fundamentals served as filed
- backtesting over a ticker and date grid, and the caller's portfolio as run input
- current model lineups across every provider
- yfinance returned its errors as text, which the router counted as an answer, so the chain stopped and the text reached the analyst
- an empty result is checked against the vendor being reachable, so an outage is not reported as a company with no data
- a chain where every vendor is unavailable says so instead of ending the run
- xAI: Grok 4.6 and 4.5; DeepSeek: deepseek-flash (V4.1); Qwen: the 3.8 series; Mistral: the current dated snapshots
- every provider can name a model the picker does not list
- retired IDs stay valid, so existing configs run without a warning
- a price written as a range or a hedge is dropped like any other unusable value
- a field the model did not give is named as not provided, rather than omitted
- the custom model option does not exist for every provider; name any model ID instead
- alpha is measured against the regional benchmark, not always SPY
- the environment overrides a fixed set of config keys
- list the providers the picker offers, and the macro data key
- drop the example call to a method that was removed
- backtest takes --run-id, so an interrupted sweep continues
- an inverted date range or an empty ticker list is an error, not a clean zero-cell run
- a setup failure in a sweep reports one line instead of a traceback
- the remembered endpoint URL is offered back
- a round count set in the environment says it overrode the chosen research depth
- the run directory validates the ticker, and the report saves under results_dir
- the run says whether it resumed a saved run or started fresh
- rows carry the transaction date; a Form 4 is filed up to two business days later
- an indicator that could not be read is unavailable, not a blank value for the day
- gap filling keeps indicators on a continuous series, but put the previous session's open, high and low under an unsettled bar's date
- load_ohlcv takes fill_gaps, and the snapshot reads the frame as reported
- the fundamentals brief reached the model as a Python tuple
- analysts no longer emit a trade call that nothing reads
- a report that was not produced says so instead of appearing as a blank section
- holding_period_days sets it; the price request covers the calendar span those trading days occupy
- reflection states the window it judges, so a short one does not read as a failed thesis
- a Sell that fell counted as a miss and a Sell that rose as a hit
- Hold claims no direction, so it reports mean alpha and no hit rate
- the report names the window the outcomes were measured over
- a non-blank message is text, whatever it would mean as a Python literal
- the live layout renders on the alternate screen, so a tall layout does not scroll
- a run with no readable rating says so instead of looking like a normal result
- the state log keeps non-ASCII readable (#1081)
- the field list lived only in the schema, which a provider without structured output never sees
- the trader maps the five-tier recommendation onto its three actions
- the labelled rating decides, whatever dash separates it, and a scale the model echoed is not one
- prose naming several ratings is reviewed rather than read as the first word in the text
- an unreadable decision is tagged REVIEW everywhere instead of a tradeable Hold
- unrated decisions are counted apart from the backtest figures
- statements are limited to facts filed by the run's date, at the values filed then
- quarterly figures are picked by span, so a year to date total is not read as a quarter
- a fourth quarter is reported unavailable rather than derived
- opt in with sec_edgar in the fundamental_data chain; a non-filer falls through
- settling a past decision is per entry; a provider error leaves it pending
- an explicitly configured benchmark ticker is normalized like any other symbol (#1075)
- analysts, depth, provider, models and language prefill; prompts still shown
- values no longer offered by the current catalog are dropped
- environment variables keep skipping their step
- analysis stays the bare invocation; backtest runs a ticker and date grid
- selections name the models as the config does
- the pending note prints only when a cell is pending
- run_backtest runs the pipeline per cell into its own decision log and resumes by skipping logged cells
- summarize scores settled cells by rating on realized alpha
- settle_pending settles a ticker whose last decision would otherwise stay open
- PortfolioContext input, rendered once into state and read by the trader, risk and portfolio agents
- --portfolio JSON file on the CLI
- a run without it is never treated as a flat book
- the checkpoint signature keys on the portfolio
- the key prompt created .env with the default umask, typically readable by
other local users
- create it 0600 and tighten an existing file before writing the key; a
read-only file is still updated
- 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
- anonymous RSS allows about one request per minute per IP, so fetching each
subreddit separately hit a 429 and a 60s back-off on nearly every run
- search the subreddits as one combined feed at Reddit's full page size and
group posts by the subreddit each entry names; each subreddit keeps its own
limit, and a full page is not taken as evidence of absence
- drop the unused JSON search path, still blocked with a 403, and the
per-subreddit pacing; arguments after subreddits are keyword-only
- the sentiment prompt no longer asks for vote and comment counts, which the
RSS feed does not carry
- Yahoo news and the Reddit and StockTwits feeds serve only recent items, so a
historical window trimmed to nothing was reported as "no news" or "no
posts", and the sentiment analyst scored that silence as a neutral signal
- judge each empty window in one shared rule: it is a real absence only when
the feed's coverage reaches the window's first day and the window ends by
today; otherwise report it unavailable with where coverage starts
- coverage comes from the returned timestamps, which are newest-first on these
feeds, plus Reddit's one-week search lookback; merged global-news searches
prove no continuity and are bounded by the present alone
- state in the sentiment analyst that historical sentiment inputs are not
guaranteed to be point-in-time
- OpenAI: gpt-6-astra
- Google: gemini-3.8-flash and gemini-3.5-flash-lite
- Anthropic: claude-opus-5 and claude-fable-5-1
- models taken out of the picker stay valid through LEGACY_MODELS, so configs
that name them run without an unknown-model warning
- reasoning_effort was forwarded only to IDs matching gpt-5 or the o-series, so
GPT-6 models silently dropped the configured effort; match GPT-5 and later,
with a version boundary so unrelated IDs do not match
- Gemini Pro, 3.8+ and the -latest aliases reject thinking_level "minimal"
with a 400; send it only to numbered Flash models before 3.8 and map it to
"low" elsewhere, since aliases move between generations
- both manager prompts and both rating fields listed "materially conflicting"
as a Hold condition, and every bull/bear and risk debate is conflicting, so
a modest directional edge collapsed to Hold
- state one rule at all four sites: conflict alone is not a reason to Hold,
commit to the stronger side sized by how decisively it wins, and Hold only
when the evidence is still balanced after weighing or too thin for a call
- a modest bull edge now resolves to Overweight; a genuinely balanced debate
still resolves to Hold #1321
- keep what the code cannot state itself: which session a closeless bar is,
where the drop actually happens, and why the trim must stay unguarded
- drop the field-by-field enumeration, the account of what the previous
behaviour got wrong, and the restatements of adjacent calls
- list kimi-k3 (flagship, 1M context) and kimi-k2.6 (256K, thinking modes) on
both tiers, replacing the custom-only entry
- keep Custom model ID for models newer than the list
- omit the k2.7-code variants: coding specialists, not analysis models
- a newest bar with no close made load_ohlcv reject the whole frame, so the
routing layer answered with its no-data sentinel: the caller lost the entire
price history and was told the symbol may be invalid, delisted or not
covered, when only the latest session had not settled
- treat a closeless newest bar as an unsettled session instead. The gap fill
already drops it, here and mid-series alike, so the frame ends at the last
settled bar; only a range with no close anywhere is still no data
- the staleness check keeps deciding whether what remains is recent enough, so
falling back cannot resurrect a long-dead series
- log which bars had no close and which date is being used as the latest close
- the console highlights numbers and URLs, so with colour enabled the rendered
output splits asserted substrings with escape codes and two tests fail
- strip the codes before asserting so the result no longer depends on where the
suite runs
Yijia-Xiao