mirror of
https://github.com/TauricResearch/TradingAgents.git
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152 lines
6.4 KiB
Python
152 lines
6.4 KiB
Python
"""Insider filings and prediction-market odds are bounded by the run's trade date.
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Neither tool takes a date from the model, so the run's trade_date is injected from
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graph state. Insider filings carry dates and are filtered to it; Polymarket serves
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only live odds, so a historical run withholds them.
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"""
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from __future__ import annotations
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import json
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from unittest import mock
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import pandas as pd
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import pytest
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from tradingagents.agents.utils import news_data_tools, prediction_markets_tools
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from tradingagents.dataflows import alpha_vantage_news, polymarket, y_finance
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def _insider_frame(*dates):
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return pd.DataFrame({
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"Shares": [100] * len(dates),
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"Text": [f"Sale at price {100 + i} per share." for i in range(len(dates))],
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"Start Date": pd.to_datetime(list(dates)),
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})
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def _yf_insider(frame, curr_date):
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ticker = mock.Mock(insider_transactions=frame)
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with mock.patch.object(y_finance.yf, "Ticker", return_value=ticker):
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return y_finance.get_insider_transactions("AAPL", curr_date)
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@pytest.mark.unit
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def test_yfinance_insider_filings_after_the_date_are_dropped():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-06-02", "2025-05-30", "2025-01-10"), "2025-06-01")
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assert "2026-09-08" not in out and "2025-06-02" not in out
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assert "2025-05-30" in out and "2025-01-10" in out
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@pytest.mark.unit
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def test_yfinance_insider_date_before_coverage_is_unavailable_not_absent():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-06-02"), "2024-01-01")
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assert "unavailable" in out and "No insider transactions reported" not in out
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assert "2025-06-02" in out # where coverage starts
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@pytest.mark.unit
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def test_yfinance_insider_without_a_date_is_unfiltered():
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out = _yf_insider(_insider_frame("2026-09-08", "2025-01-10"), None)
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assert "2026-09-08" in out and "2025-01-10" in out
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@pytest.mark.unit
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def test_alpha_vantage_insider_filings_after_the_date_are_dropped():
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body = json.dumps({"data": [
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{"transaction_date": "2026-09-08", "executive": "A"},
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{"transaction_date": "2025-05-30", "executive": "B"},
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]})
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with mock.patch.object(alpha_vantage_news, "_make_api_request", return_value=body):
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out = json.loads(alpha_vantage_news.get_insider_transactions("AAPL", "2025-06-01"))
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assert [t["executive"] for t in out["data"]] == ["B"]
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@pytest.mark.unit
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def test_polymarket_withholds_live_odds_from_a_historical_run():
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with mock.patch.object(polymarket, "_request", side_effect=AssertionError("must not fetch")):
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out = polymarket.get_prediction_markets("Fed rate cut", curr_date="2025-06-01")
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assert "withheld" in out
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@pytest.mark.unit
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def test_polymarket_serves_a_current_run():
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with mock.patch.object(polymarket, "_request", return_value={"events": []}) as req:
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polymarket.get_prediction_markets("Fed rate cut", curr_date=polymarket.get_current_date())
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req.assert_called_once()
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@pytest.mark.unit
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@pytest.mark.parametrize("tool", [news_data_tools.get_insider_transactions,
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prediction_markets_tools.get_prediction_markets], ids=lambda t: t.name)
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def test_trade_date_is_injected_not_model_visible(tool):
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assert "trade_date" in tool.func.__code__.co_varnames
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props = tool.tool_call_schema.model_json_schema()["properties"]
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assert "trade_date" not in props and "curr_date" not in props
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# --- the instrument's identity -------------------------------------------------
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@pytest.mark.unit
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def test_a_historical_run_is_told_the_identity_is_current(monkeypatch):
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"""The company name, sector and industry come from today's vendor profile.
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They are usually right for a past date, but a company that renamed or was
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reclassified since would read wrong, and every agent is told to anchor to
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this identity, so the run has to know which date it describes."""
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from tradingagents.agents.utils.agent_utils import build_instrument_context
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identity = {"company_name": "Example Corp", "sector": "Technology",
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"industry": "Software", "exchange": "NMS"}
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historical = build_instrument_context("EXMP", "stock", identity, curr_date="2024-03-14")
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assert "Example Corp" in historical
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assert "2024-03-14" in historical and "today" in historical.lower()
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@pytest.mark.unit
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def test_a_current_run_is_not_cluttered_with_a_vintage_note(monkeypatch):
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from tradingagents.agents.utils.agent_utils import build_instrument_context
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from tradingagents.dataflows.utils import get_current_date
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today = build_instrument_context("EXMP", "stock", {"company_name": "Example Corp"},
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curr_date=get_current_date())
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assert "Example Corp" in today
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assert "resolved today" not in today.lower()
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@pytest.mark.unit
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def test_insider_rows_are_dated_by_the_trade_not_the_filing():
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"""yfinance reports the transaction date and carries no filing date. A trade
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becomes public when the Form 4 is filed, up to two business days later, so a
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run must not be told these rows were public on their transaction date."""
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import pandas as pd
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from tradingagents.dataflows import y_finance
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frame = pd.DataFrame({
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"Shares": [100, 200],
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"Text": ["Sale at price 10.00 per share.", "Sale at price 11.00 per share."],
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"Start Date": pd.to_datetime(["2026-05-01", "2026-05-20"]),
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})
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ticker = mock.Mock(insider_transactions=frame)
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with mock.patch.object(y_finance.yf, "Ticker", return_value=ticker):
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out = y_finance.get_insider_transactions("AAPL", "2026-05-10")
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assert "2026-05-01" in out and "2026-05-20" not in out # still bounded by the date
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assert "transaction date" in out.lower() # and says what the date means
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assert "filed" in out.lower() # and that filing comes later
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@pytest.mark.unit
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def test_an_indicator_that_could_not_be_read_is_not_shown_as_a_blank_value():
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"""The per-day fallback returned an empty string for a failed read, so the
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table rendered a row per day with nothing after the colon: an analyst reads
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that as "no value on that day" rather than "could not be obtained"."""
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from tradingagents.dataflows import y_finance
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from tradingagents.dataflows.errors import VendorError
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with mock.patch.object(y_finance.StockstatsUtils, "get_stock_stats",
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side_effect=RuntimeError("cache parse failed")), \
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pytest.raises(VendorError):
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y_finance.get_stockstats_indicator("AAPL", "rsi", "2026-05-08")
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