mirror of
https://github.com/TauricResearch/TradingAgents.git
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9b98f09613
- StockTwits and Reddit were fetched with no date, so a historical run showed today's chatter as if it were from the as-of date - pass the analysis window to both fetchers, filter to it, and emit a clear placeholder when nothing qualifies - centralize the UTC half-open window rule in dataflows/date_window so news, StockTwits, and Reddit share one look-ahead-safe filter #1220
122 lines
4.6 KiB
Python
122 lines
4.6 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 "no StockTwits messages" in out
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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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@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", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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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 "no posts" in out.lower() or "no reddit posts" in out.lower()
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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", lambda *a, **k: posts)
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out = reddit.fetch_reddit_posts(
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"AAPL", subreddits=("stocks",), inter_request_delay=0,
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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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