mirror of
https://github.com/TauricResearch/TradingAgents.git
synced 2026-09-19 11:15:24 +03:00
d04693a208
- dated tools read trade_date from graph state and clamp later or missing dates #1331 - propagate() rejects non-canonical and future trade dates #1319
141 lines
5.0 KiB
Python
141 lines
5.0 KiB
Python
"""Dated tools take the analysis date from graph state, not from the model.
|
|
|
|
Every point-in-time guard behind a tool trusts the date it is given. A model that
|
|
omits the date, or passes today's instead of the analysis date, would otherwise
|
|
walk past them. The run's trade_date is injected from state and hidden from the
|
|
model-visible schema.
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
from unittest import mock
|
|
|
|
import pytest
|
|
from langchain_core.messages import AIMessage
|
|
from langgraph.graph import END, START, MessagesState, StateGraph
|
|
from langgraph.prebuilt import ToolNode
|
|
|
|
from tradingagents.agents.utils import (
|
|
core_stock_tools,
|
|
fundamental_data_tools,
|
|
macro_data_tools,
|
|
market_data_validation_tools,
|
|
news_data_tools,
|
|
technical_indicators_tools,
|
|
)
|
|
from tradingagents.dataflows.date_window import as_of, as_of_window
|
|
|
|
TRADE_DATE = "2026-08-14"
|
|
|
|
|
|
@pytest.mark.unit
|
|
@pytest.mark.parametrize("requested, expected", [
|
|
("2026-09-14", TRADE_DATE), # later than the run: clamped
|
|
("2026-08-01", "2026-08-01"), # earlier: narrows, allowed
|
|
(None, TRADE_DATE), # omitted
|
|
("Sept 1", TRADE_DATE), # unparseable
|
|
("", TRADE_DATE),
|
|
])
|
|
def test_as_of_takes_the_earlier_date(requested, expected):
|
|
assert as_of(requested, TRADE_DATE) == expected
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_as_of_without_a_trade_date_passes_the_request_through():
|
|
assert as_of("2026-09-14", "") == "2026-09-14"
|
|
|
|
|
|
@pytest.mark.unit
|
|
@pytest.mark.parametrize("start, end, expected", [
|
|
("2026-08-01", "2026-09-14", ("2026-08-01", TRADE_DATE)), # end clamped
|
|
("2026-08-01", "2026-08-10", ("2026-08-01", "2026-08-10")), # inside: unchanged
|
|
("2026-09-01", "2026-09-08", ("2026-08-07", TRADE_DATE)), # wholly later: span kept, moved back
|
|
])
|
|
def test_as_of_window(start, end, expected):
|
|
assert as_of_window(start, end, TRADE_DATE) == expected
|
|
|
|
|
|
DATED_TOOLS = [
|
|
core_stock_tools.get_stock_data,
|
|
fundamental_data_tools.get_fundamentals,
|
|
fundamental_data_tools.get_balance_sheet,
|
|
fundamental_data_tools.get_cashflow,
|
|
fundamental_data_tools.get_income_statement,
|
|
news_data_tools.get_news,
|
|
news_data_tools.get_global_news,
|
|
technical_indicators_tools.get_indicators,
|
|
macro_data_tools.get_macro_indicators,
|
|
market_data_validation_tools.get_verified_market_snapshot,
|
|
]
|
|
|
|
|
|
@pytest.mark.unit
|
|
@pytest.mark.parametrize("tool", DATED_TOOLS, ids=lambda t: t.name)
|
|
def test_trade_date_is_hidden_from_the_model(tool):
|
|
assert "trade_date" not in tool.tool_call_schema.model_json_schema()["properties"]
|
|
|
|
|
|
class _State(MessagesState):
|
|
trade_date: str
|
|
|
|
|
|
def _run(tool, args, module):
|
|
"""Call the tool through a ToolNode in a graph carrying the run's trade_date."""
|
|
graph = StateGraph(_State)
|
|
graph.add_node("tools", ToolNode([tool]))
|
|
graph.add_edge(START, "tools")
|
|
graph.add_edge("tools", END)
|
|
with mock.patch.object(module, "route_to_vendor", return_value="ok") as routed:
|
|
graph.compile().invoke({
|
|
"messages": [AIMessage("", tool_calls=[{"name": tool.name, "args": args, "id": "1"}])],
|
|
"trade_date": TRADE_DATE,
|
|
})
|
|
return routed.call_args.args
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_statement_tool_with_omitted_date_uses_the_run_date():
|
|
args = _run(fundamental_data_tools.get_balance_sheet, {"ticker": "AAPL"}, fundamental_data_tools)
|
|
assert args[-1] == TRADE_DATE # #1331: an omitted date no longer means unfiltered
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_future_curr_date_from_the_model_is_clamped():
|
|
args = _run(fundamental_data_tools.get_fundamentals,
|
|
{"ticker": "AAPL", "curr_date": "2026-09-14"}, fundamental_data_tools)
|
|
assert args == ("get_fundamentals", "AAPL", TRADE_DATE)
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_future_window_from_the_model_is_clamped():
|
|
args = _run(core_stock_tools.get_stock_data,
|
|
{"symbol": "AAPL", "start_date": "2026-08-01", "end_date": "2026-09-14"}, core_stock_tools)
|
|
assert args == ("get_stock_data", "AAPL", "2026-08-01", TRADE_DATE)
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_direct_call_without_state_is_unchanged():
|
|
with mock.patch.object(news_data_tools, "route_to_vendor", return_value="ok") as routed:
|
|
news_data_tools.get_news.func("AAPL", "2026-09-01", "2026-09-08")
|
|
assert routed.call_args.args == ("get_news", "AAPL", "2026-09-01", "2026-09-08")
|
|
|
|
|
|
# --- the run date itself (#1319) -------------------------------------------------
|
|
|
|
@pytest.mark.unit
|
|
@pytest.mark.parametrize("bad", ["2026-9-10", "2026-09-10 00:00", "Sept 10", None])
|
|
def test_propagate_rejects_a_non_canonical_date(bad):
|
|
from tradingagents.graph.trading_graph import TradingAgentsGraph
|
|
|
|
with pytest.raises(ValueError, match="YYYY-MM-DD"):
|
|
object.__new__(TradingAgentsGraph).propagate("AAPL", bad)
|
|
|
|
|
|
@pytest.mark.unit
|
|
def test_propagate_rejects_a_future_date(monkeypatch):
|
|
import tradingagents.graph.trading_graph as tg
|
|
|
|
monkeypatch.setattr(tg, "get_current_date", lambda: "2026-09-10")
|
|
with pytest.raises(ValueError, match="future"):
|
|
object.__new__(tg.TradingAgentsGraph).propagate("AAPL", "2026-09-11")
|