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
40 lines
1.5 KiB
Python
40 lines
1.5 KiB
Python
from typing import Annotated
|
|
|
|
from langchain_core.tools import tool
|
|
from langgraph.prebuilt import InjectedState
|
|
|
|
from tradingagents.dataflows.date_window import as_of
|
|
from tradingagents.dataflows.interface import route_to_vendor
|
|
|
|
|
|
@tool
|
|
def get_macro_indicators(
|
|
indicator: Annotated[
|
|
str,
|
|
"Macro indicator: a friendly alias such as 'cpi', 'core_pce', "
|
|
"'unemployment', 'fed_funds_rate', '10y_treasury', 'yield_curve', "
|
|
"'real_gdp', 'vix', or a raw FRED series ID such as 'CPIAUCSL'.",
|
|
],
|
|
curr_date: Annotated[str, "Current date in yyyy-mm-dd format; the end of the window"],
|
|
look_back_days: Annotated[
|
|
int | None, "Trailing window length in days; omit for a 1-year window"
|
|
] = None,
|
|
trade_date: Annotated[str, InjectedState("trade_date")] = "",
|
|
) -> str:
|
|
"""
|
|
Retrieve a macroeconomic indicator time series from FRED (Federal Reserve
|
|
Economic Data): policy rates, Treasury yields, inflation, labor, and growth.
|
|
Returns the series title, units, frequency, the latest value, the change
|
|
over the window, and a recent observation table. Uses the configured
|
|
macro_data vendor.
|
|
|
|
Args:
|
|
indicator (str): Friendly alias or raw FRED series ID
|
|
curr_date (str): Current date in yyyy-mm-dd format
|
|
look_back_days (int): Trailing window length; omit for a 1-year window
|
|
|
|
Returns:
|
|
str: A formatted markdown report of the macro series
|
|
"""
|
|
return route_to_vendor("get_macro_indicators", indicator, as_of(curr_date, trade_date), look_back_days)
|