mirror of
https://github.com/TauricResearch/TradingAgents.git
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241638da68
- anonymous RSS allows about one request per minute per IP, so fetching each subreddit separately hit a 429 and a 60s back-off on nearly every run - search the subreddits as one combined feed at Reddit's full page size and group posts by the subreddit each entry names; each subreddit keeps its own limit, and a full page is not taken as evidence of absence - drop the unused JSON search path, still blocked with a 403, and the per-subreddit pacing; arguments after subreddits are keyword-only - the sentiment prompt no longer asks for vote and comment counts, which the RSS feed does not carry
226 lines
9.3 KiB
Python
226 lines
9.3 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_rss", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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_rss", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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_rss", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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_rss", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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_rss", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts("AAPL", subreddits=("stocks",))
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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_rss", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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_rss", lambda *a, **k: [])
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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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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@pytest.mark.unit
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def test_reddit_full_page_does_not_vouch_for_older_days(monkeypatch):
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# 100 posts from today say nothing about five days ago: the page may have
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# cut older matches off, so the window stays unavailable.
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from datetime import timedelta
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today = datetime.now(timezone.utc).date()
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ts = _epoch(str(today))
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page = [{"title": f"T{i}", "created_utc": ts, "subreddit": "stocks"} for i in range(reddit._FEED_PAGE)]
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monkeypatch.setattr(reddit, "_fetch_subreddit_rss", lambda *a, **k: page)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",),
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start_date=str(today - timedelta(days=6)), end_date=str(today - timedelta(days=5)),
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)
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assert "unavailable" in out and "no reddit posts" not in out.lower()
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