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https://github.com/TauricResearch/TradingAgents.git
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40774ca042
- the upper bound was inclusive, so an article stamped exactly midnight after end_date leaked into a historical run - flat epoch timestamps were parsed in host-local time and offset-aware stamps had tzinfo stripped without converting, making filtering machine-dependent - normalize every operand to UTC and use a half-open [start, end + 1 day) #1126
105 lines
4.3 KiB
Python
105 lines
4.3 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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and #1126 (inclusive upper bound leaked the midnight-after article; host-local
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timestamp parsing made filtering machine-dependent).
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"""
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from datetime import datetime, timezone
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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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"""Epoch seconds for UTC midnight of ``date_str`` (host-timezone independent)."""
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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_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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# #1126: parsed as UTC-aware, so the date can't shift with the host timezone.
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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"].tzinfo is not None
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assert data["pub_date"] == datetime(2025, 5, 9, tzinfo=timezone.utc)
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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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now = datetime.now(timezone.utc)
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assert ynews._in_news_window(None, now, now) is True
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@pytest.mark.unit
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def test_upper_bound_is_exclusive():
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# #1126: an article stamped exactly midnight AFTER end_date leaked in under
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# the old inclusive bound; the whole of end_date itself must still be kept.
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start = datetime(2025, 5, 1)
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end = datetime(2025, 5, 9)
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midnight_after = datetime(2025, 5, 10, 0, 0, 0, tzinfo=timezone.utc)
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last_moment = datetime(2025, 5, 9, 23, 59, 59, tzinfo=timezone.utc)
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assert ynews._in_news_window(midnight_after, start, end) is False
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assert ynews._in_news_window(last_moment, start, end) is True
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@pytest.mark.unit
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def test_offset_aware_timestamp_is_converted_not_truncated():
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# #1126: 2025-05-10T01:00+05:00 is really 2025-05-09T20:00Z -> inside the
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# window. Stripping tzinfo (old behavior) misread it as 05-10 and dropped it.
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start = datetime(2025, 5, 1)
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end = datetime(2025, 5, 9)
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aware = datetime.fromisoformat("2025-05-10T01:00:00+05:00")
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assert ynews._in_news_window(aware, 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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