mirror of
https://github.com/TauricResearch/TradingAgents.git
synced 2026-09-19 11:15:24 +03:00
8db41f6bca
- get_past_context returned every resolved lesson regardless of the run date, so a historical run could learn from an outcome that had not happened yet - record each resolved entry's resolution date (the last price bar used) and filter get_past_context(as_of=trade_date) on it for a historical run; a current-date run passes None so live behavior and pre-migration entries (no stored resolution date, conservatively excluded from backtests) are unaffected #1251
79 lines
2.7 KiB
Python
79 lines
2.7 KiB
Python
"""Symbol normalization must apply on every yfinance path, not just price fetch.
|
|
|
|
Regression tests for #983 (instrument identity), #984 (reflection returns), and
|
|
the news path: a broker symbol like XAUUSD must resolve to the same Yahoo symbol
|
|
(GC=F) that the price path uses, so identity, realized-return, and news lookups
|
|
hit the right instrument instead of failing/mismatching.
|
|
"""
|
|
import pandas as pd
|
|
|
|
import tradingagents.agents.utils.agent_utils as au
|
|
import tradingagents.dataflows.yfinance_news as ynews
|
|
import tradingagents.graph.trading_graph as tg
|
|
from tradingagents.graph.trading_graph import TradingAgentsGraph
|
|
|
|
|
|
def test_identity_lookup_normalizes_symbol(monkeypatch):
|
|
seen = {}
|
|
|
|
class FakeTicker:
|
|
def __init__(self, symbol):
|
|
seen["symbol"] = symbol
|
|
|
|
@property
|
|
def info(self):
|
|
return {"longName": "Gold Futures", "quoteType": "FUTURE"}
|
|
|
|
monkeypatch.setattr(au.yf, "Ticker", FakeTicker)
|
|
au.resolve_instrument_identity.cache_clear()
|
|
|
|
identity = au.resolve_instrument_identity("XAUUSD")
|
|
|
|
assert seen["symbol"] == "GC=F" # normalized, not the raw broker symbol
|
|
assert identity.get("company_name") == "Gold Futures"
|
|
|
|
|
|
def test_fetch_returns_normalizes_symbol(monkeypatch):
|
|
queried = []
|
|
|
|
class FakeTicker:
|
|
def __init__(self, symbol):
|
|
queried.append(symbol)
|
|
|
|
def history(self, *args, **kwargs):
|
|
prices = [100.0, 101.0, 102.0, 103.0, 104.0, 105.0, 106.0]
|
|
idx = pd.date_range(start="2025-01-02", periods=len(prices), freq="D")
|
|
return pd.DataFrame({"Close": prices}, index=idx)
|
|
|
|
monkeypatch.setattr(tg.yf, "Ticker", FakeTicker)
|
|
|
|
# _fetch_returns does not use ``self``; call unbound to avoid building the graph.
|
|
raw, alpha, days, resolved = TradingAgentsGraph._fetch_returns(
|
|
None, "XAUUSD", "2025-01-02", holding_days=5, benchmark="SPY"
|
|
)
|
|
|
|
assert queried[0] == "GC=F" # stock symbol normalized (#984)
|
|
assert queried[1] == "SPY" # benchmark left as the canonical symbol
|
|
assert raw is not None and days is not None
|
|
assert resolved == "2025-01-07" # resolution date recorded (#1251)
|
|
|
|
|
|
def test_news_lookup_normalizes_symbol(monkeypatch):
|
|
seen = {}
|
|
|
|
class FakeTicker:
|
|
def __init__(self, symbol):
|
|
seen["symbol"] = symbol
|
|
|
|
def get_news(self, count):
|
|
return []
|
|
|
|
monkeypatch.setattr(ynews.yf, "Ticker", FakeTicker)
|
|
monkeypatch.setattr(ynews, "yf_retry", lambda fn: fn())
|
|
|
|
out = ynews.get_news_yfinance("XAUUSD", "2025-01-01", "2025-01-10")
|
|
|
|
assert seen["symbol"] == "GC=F" # news queried with the canonical symbol
|
|
assert "XAUUSD" in out # the user's ticker stays in the report
|
|
assert "GC=F" in out # provenance noted
|