Files
tradingagents/tests/test_news_lookahead.py
Yijia-Xiao 2e38b47dca fix(dataflows): report windows a feed cannot observe as unavailable
- 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
2026-09-14 22:07:41 +00:00

216 lines
8.8 KiB
Python

"""yfinance news must not leak future-dated (or undated, in a backtest) articles
into a historical window.
Regressions for #992 (flat articles bypassed the date filter), #1007 (global
news injected future articles), #993 (empty-after-filter returned a blank body),
and #1126 (inclusive upper bound leaked the midnight-after article; host-local
timestamp parsing made filtering machine-dependent).
"""
from datetime import datetime, timezone
import pytest
import tradingagents.dataflows.yfinance_news as ynews
from tradingagents.dataflows.date_window import in_window
def _epoch(date_str):
"""Epoch seconds for UTC midnight of ``date_str`` (host-timezone independent)."""
return int(datetime.strptime(date_str, "%Y-%m-%d").replace(tzinfo=timezone.utc).timestamp())
@pytest.mark.unit
def test_flat_article_publish_time_is_parsed():
# #992: flat articles now carry a pub_date (was always None -> unfilterable).
# #1126: parsed as UTC-aware, so the date can't shift with the host timezone.
data = ynews._extract_article_data(
{"title": "X", "publisher": "P", "link": "l", "providerPublishTime": _epoch("2025-05-09")}
)
assert data["pub_date"] is not None
assert data["pub_date"].tzinfo is not None
assert data["pub_date"] == datetime(2025, 5, 9, tzinfo=timezone.utc)
@pytest.mark.unit
def test_window_excludes_future_and_undated_in_backtest():
start = datetime(2025, 5, 1)
end = datetime(2025, 5, 9) # historical window (well in the past)
inside = datetime(2025, 5, 5)
future = datetime(2025, 6, 1)
assert in_window(inside, start, end) is True
assert in_window(future, start, end) is False # look-ahead blocked
assert in_window(None, start, end) is False # undated -> excluded in backtest
@pytest.mark.unit
def test_window_keeps_undated_in_live_window():
# Live window (reaches today): undated articles can't be "future", so keep them.
now = datetime.now(timezone.utc)
assert in_window(None, now, now) is True
@pytest.mark.unit
def test_upper_bound_is_exclusive():
# #1126: an article stamped exactly midnight AFTER end_date leaked in under
# the old inclusive bound; the whole of end_date itself must still be kept.
start = datetime(2025, 5, 1)
end = datetime(2025, 5, 9)
midnight_after = datetime(2025, 5, 10, 0, 0, 0, tzinfo=timezone.utc)
last_moment = datetime(2025, 5, 9, 23, 59, 59, tzinfo=timezone.utc)
assert in_window(midnight_after, start, end) is False
assert in_window(last_moment, start, end) is True
@pytest.mark.unit
def test_offset_aware_timestamp_is_converted_not_truncated():
# #1126: 2025-05-10T01:00+05:00 is really 2025-05-09T20:00Z -> inside the
# window. Stripping tzinfo (old behavior) misread it as 05-10 and dropped it.
start = datetime(2025, 5, 1)
end = datetime(2025, 5, 9)
aware = datetime.fromisoformat("2025-05-10T01:00:00+05:00")
assert in_window(aware, start, end) is True
@pytest.mark.unit
def test_global_news_future_flat_article_excluded(monkeypatch):
# #1007: a flat, future-dated global article must not appear in a historical run.
future_article = {"title": "FUTURE EVENT", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2025-06-01")}
past_article = {"title": "PAST EVENT", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2025-05-05")}
class FakeSearch:
def __init__(self, *a, **k):
self.news = [future_article, past_article]
monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
assert "PAST EVENT" in out
assert "FUTURE EVENT" not in out # #1007
@pytest.mark.unit
def test_global_news_empty_after_filter_is_informative(monkeypatch):
# #993: everything filtered out -> a clear message, not a blank-bodied report.
only_future = {"title": "FUTURE", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2025-06-01")}
class FakeSearch:
def __init__(self, *a, **k):
self.news = [only_future]
monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
assert "###" not in out # no empty article body
# Only a later article came back, so the feed does not reach this window.
assert "unavailable" in out and "not an absence" in out
def _ticker_with(articles, monkeypatch):
class FakeTicker:
def __init__(self, *a, **k):
pass
def get_news(self, count=20):
return articles
monkeypatch.setattr(ynews.yf, "Ticker", FakeTicker)
@pytest.mark.unit
def test_ticker_news_window_before_feed_coverage_is_unavailable(monkeypatch):
# Yahoo serves only recent articles: a historical window gets none of them,
# which must read as "cannot answer", not "no news happened".
recent = [{"title": "RECENT", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2026-09-10")}]
_ticker_with(recent, monkeypatch)
out = ynews.get_news_yfinance("AAPL", "2026-08-07", "2026-08-14")
assert "RECENT" not in out
assert "unavailable" in out and "not an absence" in out
assert "2026-09-10" in out # says how far back the feed actually reaches
@pytest.mark.unit
def test_ticker_news_covered_but_empty_window_is_a_real_absence(monkeypatch):
articles = [{"title": "RECENT", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2026-09-10")},
{"title": "OLDER", "publisher": "P", "link": "l",
"providerPublishTime": _epoch("2026-07-01")}]
_ticker_with(articles, monkeypatch)
out = ynews.get_news_yfinance("AAPL", "2026-08-07", "2026-08-14")
assert "No news found" in out
assert "unavailable" not in out
@pytest.mark.unit
@pytest.mark.parametrize("dates, expect_gap", [
([], True), # empty feed: covers at most now
([None], True), # undated only: same
([datetime(2026, 5, 20, tzinfo=timezone.utc)], True), # all after the window
([datetime(2026, 5, 4, tzinfo=timezone.utc)], True), # starts mid-window: partial
([datetime(2026, 5, 1, 18, tzinfo=timezone.utc)], False), # reaches the first day
([datetime(2026, 5, 20, tzinfo=timezone.utc),
datetime(2026, 4, 1, tzinfo=timezone.utc)], False), # coverage reaches back
])
def test_coverage_gap_boundaries(dates, expect_gap):
from tradingagents.dataflows.date_window import coverage_gap
out = coverage_gap(dates, "2026-05-01", "2026-05-08", "Feed", "items")
assert (out is not None) is expect_gap
if expect_gap:
assert "unavailable for 2026-05-01..2026-05-08" in out and "not an absence" in out
@pytest.mark.unit
def test_ticker_news_empty_feed_for_a_past_window_is_unavailable(monkeypatch):
_ticker_with([], monkeypatch)
out = ynews.get_news_yfinance("AAPL", "2026-08-07", "2026-08-14")
assert "unavailable" in out and "not an absence" in out
@pytest.mark.unit
def test_ticker_news_null_feed_is_handled(monkeypatch):
# Yahoo can return None instead of a list; that is unavailability, not an error.
_ticker_with(None, monkeypatch)
out = ynews.get_news_yfinance("AAPL", "2026-08-07", "2026-08-14")
assert "unavailable" in out and "Error" not in out
@pytest.mark.unit
def test_global_news_empty_feed_for_a_past_window_is_unavailable(monkeypatch):
class FakeSearch:
def __init__(self, *a, **k):
self.news = []
monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
assert "unavailable" in out and "not an absence" in out
@pytest.mark.unit
def test_global_news_does_not_infer_coverage_from_a_stale_search_hit(monkeypatch):
# Global news merges fuzzy searches; one old hit before the window says
# nothing about the days in between, so the window stays unavailable.
stale = {"title": "STALE", "publisher": "P", "link": "l", "providerPublishTime": _epoch("2025-01-01")}
fresh = {"title": "FRESH", "publisher": "P", "link": "l", "providerPublishTime": _epoch("2025-06-01")}
class FakeSearch:
def __init__(self, *a, **k):
self.news = [fresh, stale]
monkeypatch.setattr(ynews.yf, "Search", FakeSearch)
out = ynews.get_global_news_yfinance("2025-05-09", look_back_days=7, limit=10)
assert "unavailable" in out and "No global news found" not in out
@pytest.mark.unit
def test_coverage_gap_future_window_is_unavailable():
from datetime import timedelta
from tradingagents.dataflows.date_window import coverage_gap
today = datetime.now(timezone.utc).date()
out = coverage_gap([], str(today), str(today + timedelta(days=3)), "Feed", "items")
assert out is not None and "past today" in out