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https://github.com/TauricResearch/TradingAgents.git
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Yijia-Xiao
6c23d7551c
- the price table and the verified snapshot keep six significant digits and at least two decimals, so a sub-cent close is no longer 0.00 and a currency pair keeps its pips
92 lines
3.9 KiB
Python
92 lines
3.9 KiB
Python
"""What every Yahoo request shares: its retry, how a failure or an empty answer is
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reported, and how a price is written out."""
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import logging
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import math
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import time
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import yfinance as yf
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from yfinance.exceptions import YFPricesMissingError, YFRateLimitError
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from tradingagents.dataflows.errors import NoMarketDataError, VendorUnavailableError
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from tradingagents.dataflows.net import vendor_reachable
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logger = logging.getLogger(__name__)
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YAHOO_HOST = "https://query2.finance.yahoo.com"
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def price_text(value: float) -> str:
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"""A price with six significant digits and at least two decimals.
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Fixed decimals print a sub-cent coin as 0.00 and a currency pair without its
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pips; this keeps both readable.
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"""
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if not math.isfinite(value):
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return str(value)
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decimals = 2 if value == 0 else max(2, 5 - math.floor(math.log10(abs(value))))
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whole, _, fraction = f"{value:.{decimals}f}".partition(".")
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return f"{whole}.{fraction.rstrip('0').ljust(2, '0')}"
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def raise_for_empty(symbol: str, canonical: str, what: str) -> None:
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"""Report an empty Yahoo answer as an absence, or as an outage if it is one.
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An empty answer from a Yahoo that cannot be reached is not an answer about
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the symbol, so the host is probed before "this symbol has no {what}" is said.
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"""
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if not vendor_reachable(YAHOO_HOST):
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raise VendorUnavailableError(f"Yahoo Finance is unreachable; no {what} was retrieved")
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raise NoMarketDataError(symbol, canonical, f"no {what}")
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# yfinance answers some failed requests with an empty result, which would read as
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# "no data" for a symbol nobody checked; raised, the failure is reported as one.
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yf.config.debug.hide_exceptions = False
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def _answered_empty(exc: Exception) -> bool:
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"""Whether Yahoo answered that it has nothing: no such symbol (HTTP 404), or a
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price window with no prices in it.
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yfinance raises YFPricesMissingError for that answer and also for an answer
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that was an error (an error status, or Yahoo describing a failure), so only
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a chart with no prices, or Yahoo saying the data does not exist, counts.
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A missing time zone is not an answer: yfinance reports a failed lookup the same way.
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"""
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if isinstance(exc, YFPricesMissingError):
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reason = exc.yahoo_reason
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return "status_code" not in (exc.debug_info or "") and (
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reason is None or reason.startswith("Data doesn't exist"))
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return getattr(getattr(exc, "response", None), "status_code", None) == 404
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def yf_retry(func, max_retries=3, base_delay=2.0):
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"""Execute a yfinance call with exponential backoff on rate limits.
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yfinance raises YFRateLimitError on HTTP 429 responses but does not
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retry them internally, so this wrapper retries them. A rate limit that
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outlasts the retries, or any other exception, is raised as
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VendorUnavailableError: it failed in transit and says nothing about the
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symbol. Yahoo answering that it has nothing for the symbol returns None,
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an empty answer. ``func`` should build its own Ticker and make the request
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itself: a Ticker keeps a failed ``info`` fetch as done, so asking the same
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one again reads an empty profile.
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"""
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for attempt in range(max_retries + 1):
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try:
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return func()
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except YFRateLimitError as exc:
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if attempt < max_retries:
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delay = base_delay * (2 ** attempt)
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logger.warning(f"Yahoo Finance rate limited, retrying in {delay:.0f}s (attempt {attempt + 1}/{max_retries})")
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time.sleep(delay)
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else:
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raise VendorUnavailableError(
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f"Yahoo Finance rate limited after {max_retries} retries: {exc}"
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) from exc
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except Exception as exc:
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if _answered_empty(exc):
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return None
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raise VendorUnavailableError(f"Yahoo Finance request failed: {type(exc).__name__}") from exc
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