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https://github.com/TauricResearch/TradingAgents.git
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96111aa368
- both fundamentals vendors accepted curr_date and ignored it, serving a present-day company profile into a run dated in the past: yfinance via Ticker.info, Alpha Vantage via OVERVIEW - that profile has no historical vintage, not even name/sector/industry (which move when a company renames or is reclassified), so a past curr_date now withholds it and says why; live runs are unchanged - the rule lives once in date_window next to the existing look-ahead helpers, so switching data_vendors between the two cannot reintroduce the leak, and the guard runs before the request rather than discarding a paid-for response - point-in-time fundamentals for a past date already come from the balance sheet, income statement and cash flow tools, which filter on curr_date #1300
131 lines
5.0 KiB
Python
131 lines
5.0 KiB
Python
"""Historical fundamentals must not leak a live company profile (#1300).
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Vendor "company overview" endpoints (yfinance ``Ticker.info``, Alpha Vantage
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``OVERVIEW``) serve only present-day values: market cap, valuation multiples,
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the 52-week range and TTM income all move with today's quote, and even name,
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sector and industry shift when a company renames or is reclassified. None of it
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carries a historical vintage, so emitting it into a run dated in the past puts
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post-decision information into the analyst's context, in the same family as the
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FRED (#1275), social (#1220) and memory (#1251) leaks.
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Both vendors withhold on one shared rule (``date_window.withhold_live_profile``)
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so switching ``fundamental_data`` between them cannot reintroduce the leak. The
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statement tools stay point-in-time by filtering on ``curr_date``, and a live run
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is unchanged. All API access is mocked.
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"""
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from __future__ import annotations
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from unittest import mock
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import pytest
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from tradingagents.dataflows import alpha_vantage_fundamentals as av, date_window, y_finance
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_TODAY = "2026-09-07"
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_PAST = "2024-05-10"
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# A profile payload mixing stable-looking identity fields with market-dependent ones.
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_INFO = {
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"longName": "Apple Inc.",
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"sector": "Technology",
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"industry": "Consumer Electronics",
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"marketCap": 3_500_000_000_000,
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"trailingPE": 34.2,
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"fiftyTwoWeekHigh": 260.1,
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"totalRevenue": 391_000_000_000,
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}
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# Values that must never reach a historical run.
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_LEAKY = ("3500000000000", "34.2", "260.1", "391000000000",
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"Apple Inc.", "Technology", "Consumer Electronics")
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def _yf(curr_date, info=_INFO, today=_TODAY):
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with mock.patch.object(date_window, "get_current_date", return_value=today), \
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mock.patch.object(y_finance, "yf_retry", lambda fn: info), \
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mock.patch.object(y_finance.yf, "Ticker"):
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return y_finance.get_fundamentals("AAPL", curr_date)
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def _av(curr_date, today=_TODAY):
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"""Alpha Vantage path; the API call is mocked so a leak would be visible."""
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with mock.patch.object(date_window, "get_current_date", return_value=today), \
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mock.patch.object(av, "_make_api_request",
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return_value="MarketCapitalization: 3500000000000") as req:
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return av.get_fundamentals("AAPL", curr_date), req
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@pytest.mark.unit
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class TestYFinanceHistoricalRun:
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def test_no_profile_value_survives(self):
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out = _yf(_PAST)
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for leaked in _LEAKY:
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assert leaked not in out, f"leaked live-profile value {leaked!r}"
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def test_states_the_as_of_date_and_explains_itself(self):
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# The analyst must be told why the figures are absent, so it does not
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# read the gap as a real signal or fabricate around it.
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out = _yf(_PAST)
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assert f"Point-in-time as of: {_PAST}" in out
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assert "withheld" in out
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assert _PAST in out and _TODAY in out
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def test_no_wall_clock_retrieval_stamp(self):
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# The old header stamped datetime.now(), which is what surfaced the leak.
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assert "Data retrieved on:" not in _yf(_PAST)
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def test_the_request_is_not_even_made(self):
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# The response would only be discarded; skipping it also avoids burning
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# vendor quota on a call whose result cannot be used.
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with mock.patch.object(date_window, "get_current_date", return_value=_TODAY), \
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mock.patch.object(y_finance.yf, "Ticker") as tk:
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y_finance.get_fundamentals("AAPL", _PAST)
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tk.assert_not_called()
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@pytest.mark.unit
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class TestAlphaVantageHistoricalRun:
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"""The same rule must hold for the other fundamentals vendor, or switching
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data_vendors["fundamental_data"] would silently reintroduce the leak."""
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def test_overview_is_withheld(self):
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out, _ = _av(_PAST)
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assert "3500000000000" not in out
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assert "withheld" in out
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assert f"Point-in-time as of: {_PAST}" in out
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def test_the_api_call_is_not_made(self):
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_, req = _av(_PAST)
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req.assert_not_called()
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def test_live_run_still_calls_the_api(self):
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out, req = _av(_TODAY)
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req.assert_called_once()
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assert "3500000000000" in out
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@pytest.mark.unit
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class TestLiveRunUnchanged:
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def test_yfinance_current_date_returns_the_full_profile(self):
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out = _yf(_TODAY)
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for value in _LEAKY:
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assert value in out
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assert "Data retrieved on:" in out
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assert "withheld" not in out
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def test_yfinance_absent_curr_date_returns_the_full_profile(self):
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out = _yf(None)
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assert "Market Cap: 3500000000000" in out
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assert "withheld" not in out
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@pytest.mark.unit
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class TestNoUsableFieldsStillRaises:
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def test_stub_payload_raises_no_market_data(self):
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# yfinance returns {"trailingPegRatio": None} for unknown symbols; on a
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# live run that must stay a hard "no data", not a bare header.
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from tradingagents.dataflows.symbol_utils import NoMarketDataError
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with pytest.raises(NoMarketDataError):
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_yf(_TODAY, info={"trailingPegRatio": None})
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