mirror of
https://github.com/TauricResearch/TradingAgents.git
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2e38b47dca
- 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
210 lines
8.6 KiB
Python
210 lines
8.6 KiB
Python
"""Historical social sentiment must not leak current data into a backtest (#1220).
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StockTwits and Reddit fetchers pull only recent items, so for a historical run
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they must be trimmed to the analysis window (and yield a clear placeholder when
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nothing qualifies) rather than showing today's chatter as if it were from the
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as-of date. All three sources share dataflows.date_window.in_window.
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"""
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from __future__ import annotations
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import json
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from datetime import datetime, timezone
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import pytest
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from tradingagents.dataflows import reddit, stocktwits
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from tradingagents.dataflows.date_window import in_window
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class _JsonResp:
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"""Minimal urlopen() context-manager stub returning a JSON body."""
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def __init__(self, payload):
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self._body = json.dumps(payload).encode()
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def __enter__(self):
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return self
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def __exit__(self, *a):
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return False
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def read(self):
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return self._body
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# --- shared window helper ---------------------------------------------------
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@pytest.mark.unit
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def test_in_window_bounds_and_exclusive_upper():
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start = datetime(2026, 5, 1)
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end = datetime(2026, 5, 9)
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assert in_window(datetime(2026, 5, 5, tzinfo=timezone.utc), start, end) is True
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assert in_window(datetime(2026, 5, 9, 23, 59, tzinfo=timezone.utc), start, end) is True
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# exactly midnight after end -> excluded (no leak)
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assert in_window(datetime(2026, 5, 10, 0, 0, tzinfo=timezone.utc), start, end) is False
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# offset-aware converted, not truncated: 05-10T01:00+05:00 == 05-09T20:00Z
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assert in_window(datetime.fromisoformat("2026-05-10T01:00:00+05:00"), start, end) is True
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@pytest.mark.unit
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def test_in_window_undated_excluded_in_backtest_kept_live():
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old = datetime(2026, 5, 9)
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assert in_window(None, datetime(2026, 5, 1), old) is False # historical
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now = datetime.now(timezone.utc)
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assert in_window(None, now, now) is True # live
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# --- StockTwits -------------------------------------------------------------
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def _msg(created_iso, sentiment=None):
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return {
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"created_at": created_iso,
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"user": {"username": "u"},
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"entities": {"sentiment": {"basic": sentiment}},
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"body": "text",
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}
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@pytest.mark.unit
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def test_stocktwits_historical_window_excludes_recent(monkeypatch):
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# All messages are "today"; a run as-of a past week must show none of them.
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recent = [_msg("2026-08-30T12:00:00Z", "Bullish"), _msg("2026-08-29T09:00:00Z")]
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monkeypatch.setattr(stocktwits, "urlopen", lambda *a, **k: _JsonResp({"messages": recent}))
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out = stocktwits.fetch_stocktwits_messages("AAPL", start_date="2026-05-01", end_date="2026-05-08")
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assert "2026-05-01..2026-05-08" in out
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assert "Bullish: 1" not in out # the recent bullish message did not leak
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# Coverage starts after the window: unavailable, never a claim of silence.
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assert "unavailable" in out and "not an absence" in out
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@pytest.mark.unit
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def test_stocktwits_live_window_keeps_in_range(monkeypatch):
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msgs = [_msg("2026-05-05T12:00:00Z", "Bullish"), _msg("2026-05-07T09:00:00Z", "Bearish")]
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monkeypatch.setattr(stocktwits, "urlopen", lambda *a, **k: _JsonResp({"messages": msgs}))
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out = stocktwits.fetch_stocktwits_messages("AAPL", start_date="2026-05-01", end_date="2026-05-08")
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assert "Total: 2" in out
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@pytest.mark.unit
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def test_stocktwits_no_window_is_unfiltered(monkeypatch):
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msgs = [_msg("2026-08-30T12:00:00Z", "Bullish")]
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monkeypatch.setattr(stocktwits, "urlopen", lambda *a, **k: _JsonResp({"messages": msgs}))
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out = stocktwits.fetch_stocktwits_messages("AAPL") # live caller, no dates
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assert "Total: 1" in out
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# --- Reddit -----------------------------------------------------------------
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def _epoch(date_str):
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return int(datetime.strptime(date_str, "%Y-%m-%d").replace(tzinfo=timezone.utc).timestamp())
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@pytest.mark.unit
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def test_reddit_historical_window_excludes_recent(monkeypatch):
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posts = [{"title": "NOW", "created_utc": _epoch("2026-08-30"), "source": "rss"}]
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date="2026-05-01", end_date="2026-05-08",
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)
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assert "NOW" not in out
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assert "unavailable" in out and "not an absence" in out
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@pytest.mark.unit
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def test_reddit_live_window_keeps_in_range(monkeypatch):
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posts = [{"title": "INRANGE", "created_utc": _epoch("2026-05-05"), "source": "rss"}]
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date="2026-05-01", end_date="2026-05-08",
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)
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assert "INRANGE" in out
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# --- coverage vs absence --------------------------------------------------------
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# The public feeds only serve recent items. When everything fetched postdates the
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# window the source cannot answer for that date; reporting "no posts" there is a
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# claim about the market that was never observed.
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@pytest.mark.unit
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def test_stocktwits_covered_but_empty_window_is_a_real_absence(monkeypatch):
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# The stream reaches back before the window (an older message exists) yet
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# nothing falls inside it: that is genuine silence.
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msgs = [_msg("2026-08-30T12:00:00Z"), _msg("2026-04-20T12:00:00Z")]
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monkeypatch.setattr(stocktwits, "urlopen", lambda *a, **k: _JsonResp({"messages": msgs}))
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out = stocktwits.fetch_stocktwits_messages("AAPL", start_date="2026-05-01", end_date="2026-05-08")
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assert "no StockTwits messages" in out
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assert "unavailable" not in out
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@pytest.mark.unit
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def test_reddit_covered_but_empty_window_is_a_real_absence(monkeypatch):
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posts = [{"title": "NOW", "created_utc": _epoch("2026-08-30"), "source": "rss"},
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{"title": "OLD", "created_utc": _epoch("2026-04-20"), "source": "rss"}]
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date="2026-05-01", end_date="2026-05-08",
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)
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assert "no reddit posts" in out.lower()
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assert "unavailable" not in out
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@pytest.mark.unit
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def test_reddit_empty_feed_for_an_old_window_is_unavailable(monkeypatch):
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# Search is limited to the last week, so an empty response says nothing
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# about a window from months ago: there are no timestamps to go on, and the
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# lookback bound alone must decide.
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date="2024-05-01", end_date="2024-05-08",
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)
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assert "unavailable" in out and "not an absence" in out
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@pytest.mark.unit
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def test_reddit_live_empty_feed_is_a_real_absence(monkeypatch):
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts("AAPL", subreddits=("stocks",), inter_request_delay=0)
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assert "no reddit posts" in out.lower() and "past 7 days" in out
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assert "unavailable" not in out
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@pytest.mark.unit
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def test_stocktwits_empty_stream_for_a_past_window_is_unavailable(monkeypatch):
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monkeypatch.setattr(stocktwits, "urlopen", lambda *a, **k: _JsonResp({"messages": []}))
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out = stocktwits.fetch_stocktwits_messages("AAPL", start_date="2026-05-01", end_date="2026-05-08")
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assert "unavailable" in out and "not an absence" in out
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@pytest.mark.unit
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def test_reddit_window_straddling_the_lookback_is_unavailable(monkeypatch):
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# Ten days ago through five days ago: the week-long search never reaches the
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# first three days, so an empty result cannot stand for the whole window.
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from datetime import timedelta
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today = datetime.now(timezone.utc).date()
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date=str(today - timedelta(days=10)), end_date=str(today - timedelta(days=5)),
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)
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assert "unavailable" in out
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@pytest.mark.unit
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def test_reddit_standard_week_window_empty_is_a_real_absence(monkeypatch):
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# The graph's window is [trade_date - 7, trade_date]; the week-long search
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# covers it, so an empty result is genuine silence.
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from datetime import timedelta
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today = datetime.now(timezone.utc).date()
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monkeypatch.setattr(reddit, "_fetch_subreddit", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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start_date=str(today - timedelta(days=7)), end_date=str(today),
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)
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assert "no reddit posts" in out.lower() and "unavailable" not in out
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