mirror of
https://github.com/TauricResearch/TradingAgents.git
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Yijia-Xiao
6097b582d9
- vendors/yahoo: ohlcv (loader and cache), market (prices, indicators), fundamentals (profile, statements, insider), news, snapshot - vendors/alpha_vantage is a package; sec_edgar, fred, polymarket, reddit and stocktwits sit beside it - the one-method StockstatsUtils class is a function; the duplicate Yahoo host constant is gone - tests are named after the modules they cover: test_ohlcv_date_column, test_yahoo_snapshot, and the ohlcv and snapshot aliases
304 lines
13 KiB
Python
304 lines
13 KiB
Python
"""Insider filings and prediction-market odds are bounded by the run's trade date.
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Neither tool takes a date from the model, so the run's trade_date is injected from
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graph state. Insider filings carry dates and are filtered to it; Polymarket serves
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only live odds, so a historical run withholds them.
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"""
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from __future__ import annotations
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import json
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from unittest import mock
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import pandas as pd
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import pytest
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from tradingagents.agents.utils import news_data_tools, prediction_markets_tools
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from tradingagents.dataflows.vendors import polymarket
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from tradingagents.dataflows.vendors.alpha_vantage import news as alpha_vantage_news
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from tradingagents.dataflows.vendors.yahoo import (
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fundamentals as yahoo_fundamentals,
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market as yahoo_market,
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)
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def _insider_frame(*dates):
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return pd.DataFrame({
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"Shares": [100] * len(dates),
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"Text": [f"Sale at price {100 + i} per share." for i in range(len(dates))],
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"Start Date": pd.to_datetime(list(dates)),
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})
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def _yf_insider(frame, curr_date):
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ticker = mock.Mock(insider_transactions=frame)
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with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
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return yahoo_fundamentals.get_insider_transactions("AAPL", curr_date)
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@pytest.mark.unit
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def test_yfinance_insider_filings_after_the_date_are_dropped():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-06-02", "2025-05-30", "2025-01-10"), "2025-06-01")
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assert "2026-09-08" not in out and "2025-06-02" not in out
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assert "2025-05-30" in out and "2025-01-10" in out
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@pytest.mark.unit
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def test_yfinance_insider_date_before_coverage_is_unavailable_not_absent():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-06-02"), "2024-01-01")
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assert "unavailable" in out and "No insider transactions reported" not in out
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assert "2025-06-02" not in out # a transaction after the run date
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@pytest.mark.unit
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def test_yfinance_insider_without_a_date_is_unfiltered():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-01-10"), None)
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assert "2026-09-08" in out and "2025-01-10" in out
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@pytest.mark.unit
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def test_alpha_vantage_insider_filings_after_the_date_are_dropped():
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body = json.dumps({"data": [
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{"transaction_date": "2026-09-08", "executive": "A"},
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{"transaction_date": "2025-05-30", "executive": "B"},
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]})
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with mock.patch.object(alpha_vantage_news, "_make_api_request", return_value=body):
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out = json.loads(alpha_vantage_news.get_insider_transactions("AAPL", "2025-06-01"))
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assert [t["executive"] for t in out["data"]] == ["B"]
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@pytest.mark.unit
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def test_polymarket_withholds_live_odds_from_a_historical_run():
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with mock.patch.object(polymarket, "_request", side_effect=AssertionError("must not fetch")):
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out = polymarket.get_prediction_markets("Fed rate cut", curr_date="2025-06-01")
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assert "withheld" in out
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@pytest.mark.unit
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def test_polymarket_serves_a_current_run():
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with mock.patch.object(polymarket, "_request", return_value={"events": []}) as req:
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polymarket.get_prediction_markets("Fed rate cut", curr_date=polymarket.get_current_date())
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req.assert_called_once()
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@pytest.mark.unit
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@pytest.mark.parametrize("tool", [news_data_tools.get_insider_transactions,
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prediction_markets_tools.get_prediction_markets], ids=lambda t: t.name)
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def test_trade_date_is_injected_not_model_visible(tool):
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assert "trade_date" in tool.func.__code__.co_varnames
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props = tool.tool_call_schema.model_json_schema()["properties"]
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assert "trade_date" not in props and "curr_date" not in props
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# --- the instrument's identity -------------------------------------------------
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@pytest.mark.unit
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def test_a_historical_run_is_told_the_identity_is_current(monkeypatch):
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"""The company name, sector and industry come from today's vendor profile.
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They are usually right for a past date, but a company that renamed or was
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reclassified since would read wrong, and every agent is told to anchor to
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this identity, so the run has to know which date it describes."""
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from tradingagents.agents.utils.agent_utils import build_instrument_context
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identity = {"company_name": "Example Corp", "sector": "Technology",
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"industry": "Software", "exchange": "NMS"}
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historical = build_instrument_context("EXMP", "stock", identity, curr_date="2024-03-14")
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assert "Example Corp" in historical
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assert "2024-03-14" in historical and "today" in historical.lower()
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@pytest.mark.unit
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def test_a_current_run_is_not_cluttered_with_a_vintage_note(monkeypatch):
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from tradingagents.agents.utils.agent_utils import build_instrument_context
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from tradingagents.dataflows.date_window import get_current_date
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today = build_instrument_context("EXMP", "stock", {"company_name": "Example Corp"},
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curr_date=get_current_date())
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assert "Example Corp" in today
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assert "resolved today" not in today.lower()
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@pytest.mark.unit
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def test_insider_rows_are_dated_by_the_trade_not_the_filing():
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"""yfinance reports the transaction date and carries no filing date. A trade
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becomes public when the Form 4 is filed, up to two business days later, so a
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run must not be told these rows were public on their transaction date."""
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import pandas as pd
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frame = pd.DataFrame({
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"Shares": [100, 200],
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"Text": ["Sale at price 10.00 per share.", "Sale at price 11.00 per share."],
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"Start Date": pd.to_datetime(["2026-05-01", "2026-05-20"]),
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})
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ticker = mock.Mock(insider_transactions=frame)
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with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
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out = yahoo_fundamentals.get_insider_transactions("AAPL", "2026-05-10")
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assert "2026-05-01" in out and "2026-05-20" not in out # still bounded by the date
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assert "transaction date" in out.lower() # and says what the date means
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assert "filed" in out.lower() # and that filing comes later
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@pytest.mark.unit
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def test_an_indicator_that_could_not_be_read_is_not_shown_as_a_blank_value():
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"""The per-day fallback returned an empty string for a failed read, so the
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table rendered a row per day with nothing after the colon: an analyst reads
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that as "no value on that day" rather than "could not be obtained"."""
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from tradingagents.dataflows.errors import VendorError
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with mock.patch.object(yahoo_market, "get_stock_stats",
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side_effect=RuntimeError("cache parse failed")), \
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pytest.raises(VendorError):
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yahoo_market.get_stockstats_indicator("AAPL", "rsi", "2026-05-08")
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@pytest.mark.unit
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@pytest.mark.parametrize("func, args", [
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# A past date withholds the live profile before any request, so the
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# fundamentals case is exercised on the date it does fetch.
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("get_fundamentals", ("AAPL", None)),
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("get_balance_sheet", ("AAPL", "annual", "2026-09-01")),
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("get_cashflow", ("AAPL", "annual", "2026-09-01")),
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("get_income_statement", ("AAPL", "annual", "2026-09-01")),
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("get_insider_transactions", ("AAPL", "2026-09-01")),
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])
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def test_a_yfinance_failure_is_a_vendor_error_not_a_report(func, args):
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"""Returning the failure as text makes the router count it as an answer, so
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the chain stops and the analyst reads the error message as if it were data.
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yfinance serves the default path, so this is the one that matters most."""
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from tradingagents.dataflows.errors import VendorError
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with mock.patch.object(yahoo_market.yf, "Ticker", side_effect=RuntimeError("yahoo hiccup")), \
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pytest.raises(VendorError):
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getattr(yahoo_fundamentals, func)(*args)
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@pytest.mark.unit
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@pytest.mark.parametrize("func, args", [
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("get_news_yfinance", ("AAPL", "2026-08-25", "2026-09-01")),
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("get_global_news_yfinance", ("2026-09-01", 7, 5)),
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])
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def test_a_yfinance_news_failure_is_a_vendor_error_not_a_report(func, args):
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from tradingagents.dataflows.errors import VendorError
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from tradingagents.dataflows.vendors.yahoo import news as yahoo_news
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target = "Ticker" if "global" not in func else "Search"
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with mock.patch.object(yahoo_news.yf, target, side_effect=RuntimeError("yahoo hiccup")), \
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pytest.raises(VendorError):
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getattr(yahoo_news, func)(*args)
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@pytest.mark.unit
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def test_an_unreachable_vendor_is_not_reported_as_a_missing_symbol(monkeypatch):
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"""yfinance returns an empty frame when it cannot reach Yahoo, with no
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exception. Reporting that as "no data for AAPL" tells the analyst the
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company has no balance sheet, when the truth is we could not ask."""
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import pandas as pd
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from tradingagents.dataflows.errors import NoMarketDataError, VendorRateLimitError
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from tradingagents.dataflows.vendors.yahoo import ohlcv
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empty = mock.Mock(quarterly_balance_sheet=pd.DataFrame(), balance_sheet=pd.DataFrame())
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monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: empty)
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monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: False)
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with pytest.raises(VendorRateLimitError, match="unreachable"):
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yahoo_fundamentals.get_balance_sheet("AAPL", "annual", "2026-09-01")
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monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: True)
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with pytest.raises(NoMarketDataError):
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yahoo_fundamentals.get_balance_sheet("AAPL", "annual", "2026-09-01")
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@pytest.mark.unit
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def test_every_vendor_unavailable_says_so_rather_than_crashing(monkeypatch):
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"""A throttled or unreachable chain used to raise RuntimeError('No available
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vendor'), which ends the run, and never said the vendor was the problem."""
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from tradingagents.dataflows import router
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from tradingagents.dataflows.errors import VendorRateLimitError
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def _down(*a, **k):
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raise VendorRateLimitError("Yahoo Finance is unreachable")
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monkeypatch.setitem(router.VENDOR_METHODS["get_balance_sheet"], "yfinance", _down)
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out = router.route_to_vendor("get_balance_sheet", "AAPL", "annual", "2026-09-01")
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assert "unavailable" in out.lower() and "unreachable" in out.lower()
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assert "delisted" not in out.lower() # not a claim about the symbol
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@pytest.mark.unit
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def test_the_price_path_also_tells_an_outage_from_an_unknown_symbol(monkeypatch):
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"""Prices are the most-used path, so an outage there must not read as a
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delisted symbol either."""
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import pandas as pd
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from tradingagents.dataflows.errors import NoMarketDataError, VendorRateLimitError
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from tradingagents.dataflows.vendors.yahoo import ohlcv
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monkeypatch.setattr(yahoo_market.yf, "Ticker", lambda s: mock.Mock(history=lambda **k: pd.DataFrame()))
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monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: False)
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with pytest.raises(VendorRateLimitError, match="unreachable"):
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yahoo_market.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
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monkeypatch.setattr(ohlcv, "vendor_reachable", lambda url: True)
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with pytest.raises(NoMarketDataError):
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yahoo_market.get_YFin_data_online("AAPL", "2026-09-01", "2026-09-10")
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@pytest.mark.unit
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@pytest.mark.parametrize("func, args", [
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pytest.param(f, a, id=f.__name__) for f, a in (
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(yahoo_market.get_YFin_data_online, ("AAPL", "2025-06-02", "2025-06-06")),
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(yahoo_fundamentals.get_balance_sheet, ("AAPL", "quarterly", "2025-06-06")),
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(yahoo_fundamentals.get_cashflow, ("AAPL", "quarterly", "2025-06-06")),
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(yahoo_fundamentals.get_income_statement, ("AAPL", "quarterly", "2025-06-06")),
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(yahoo_fundamentals.get_insider_transactions, ("AAPL", "2025-06-06")),
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)
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])
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def test_a_historical_run_is_not_told_todays_date(func, args):
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"""A header stamped with the wall clock tells a backtest when it is really running."""
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from datetime import date
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statement = pd.DataFrame({pd.Timestamp("2025-03-31"): [1.0]}, index=["Total Assets"])
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prices = pd.DataFrame({"Open": [1.0], "High": [1.0], "Low": [1.0], "Close": [1.0], "Volume": [1]},
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index=pd.DatetimeIndex(["2025-06-02"], name="Date"))
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ticker = mock.Mock(quarterly_balance_sheet=statement, quarterly_cashflow=statement,
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quarterly_income_stmt=statement,
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insider_transactions=_insider_frame("2025-05-30"),
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history=lambda **k: prices)
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with mock.patch.object(yahoo_market.yf, "Ticker", return_value=ticker):
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out = func(*args)
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assert date.today().isoformat() not in out
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def _dates_after(text: str, cutoff: str) -> list[str]:
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import re
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return [d for d in re.findall(r"\d{4}-\d{2}-\d{2}", text) if d > cutoff]
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@pytest.mark.unit
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def test_an_unavailable_notice_names_no_date_after_the_run():
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"""A notice explaining why data is missing named where the vendor's coverage
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starts or today's date, both after a historical run's date."""
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from tradingagents.agents.utils.agent_utils import build_instrument_context
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from tradingagents.dataflows.date_window import (
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coverage_gap,
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get_current_date,
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withhold_live_profile,
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)
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today = get_current_date()
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notices = [
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coverage_gap([pd.Timestamp(today, tz="UTC")], "2025-01-01", "2025-01-07", "Feed", "news"),
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withhold_live_profile("2025-01-07", "AAPL"),
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_yf_insider(_insider_frame(today), "2025-01-07"),
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build_instrument_context("EXMP", "stock", {"company_name": "Example"}, curr_date="2025-01-07"),
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]
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for notice in notices:
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assert _dates_after(notice, "2025-01-07") == [], notice
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