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https://github.com/TauricResearch/TradingAgents.git
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0c1231a405
The yfinance news date filter only ran when an article had a parsed date, so flat-format and undated articles bypassed it and leaked future news into historical/backtest runs. Parse the flat providerPublishTime, apply one look-ahead-safe window rule across ticker and global news (undated kept only when the window reaches the present), and return an informative message when everything is filtered out.
81 lines
3.0 KiB
Python
81 lines
3.0 KiB
Python
"""yfinance news must not leak future-dated (or undated, in a backtest) articles
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into a historical window.
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Regressions for #992 (flat articles bypassed the date filter), #1007 (global
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news injected future articles), #993 (empty-after-filter returned a blank body).
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"""
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import time
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from datetime import datetime
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from unittest import mock
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import pytest
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import tradingagents.dataflows.yfinance_news as ynews
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def _epoch(date_str):
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return int(time.mktime(datetime.strptime(date_str, "%Y-%m-%d").timetuple()))
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@pytest.mark.unit
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def test_flat_article_publish_time_is_parsed():
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# #992: flat articles now carry a pub_date (was always None -> unfilterable).
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data = ynews._extract_article_data(
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{"title": "X", "publisher": "P", "link": "l", "providerPublishTime": _epoch("2025-05-09")}
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)
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assert data["pub_date"] is not None
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assert data["pub_date"].strftime("%Y-%m-%d") == "2025-05-09"
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@pytest.mark.unit
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def test_window_excludes_future_and_undated_in_backtest():
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start = datetime(2025, 5, 1)
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end = datetime(2025, 5, 9) # historical window (well in the past)
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inside = datetime(2025, 5, 5)
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future = datetime(2025, 6, 1)
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assert ynews._in_news_window(inside, start, end) is True
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assert ynews._in_news_window(future, start, end) is False # look-ahead blocked
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assert ynews._in_news_window(None, start, end) is False # undated -> excluded in backtest
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@pytest.mark.unit
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def test_window_keeps_undated_in_live_window():
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# Live window (reaches today): undated articles can't be "future", so keep them.
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start = datetime.now()
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end = datetime.now()
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assert ynews._in_news_window(None, start, end) is True
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@pytest.mark.unit
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def test_global_news_future_flat_article_excluded(monkeypatch):
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# #1007: a flat, future-dated global article must not appear in a historical run.
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future_article = {"title": "FUTURE EVENT", "publisher": "P", "link": "l",
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"providerPublishTime": _epoch("2025-06-01")}
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past_article = {"title": "PAST EVENT", "publisher": "P", "link": "l",
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"providerPublishTime": _epoch("2025-05-05")}
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class FakeSearch:
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def __init__(self, *a, **k):
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self.news = [future_article, past_article]
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monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
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out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
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assert "PAST EVENT" in out
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assert "FUTURE EVENT" not in out # #1007
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@pytest.mark.unit
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def test_global_news_empty_after_filter_is_informative(monkeypatch):
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# #993: everything filtered out -> a clear message, not a blank-bodied report.
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only_future = {"title": "FUTURE", "publisher": "P", "link": "l",
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"providerPublishTime": _epoch("2025-06-01")}
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class FakeSearch:
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def __init__(self, *a, **k):
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self.news = [only_future]
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monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
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out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
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assert "No global news found" in out
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assert "###" not in out # no empty article body
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