docs(01-tradier-data-layer): create phase plan
This commit is contained in:
Filipe Salvio
parent
59f1ff35c1
commit
3a1190b69a
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@ -35,7 +35,10 @@ Decimal phases appear between their surrounding integers in numeric order.
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3. User can see implied volatility per contract (bid_iv, mid_iv, ask_iv, smv_vol) from Tradier
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4. User can filter the options chain by DTE range (e.g., 30-60 DTE)
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5. Tradier is registered as a new vendor in the existing data routing layer following the established provider pattern
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**Plans**: TBD
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**Plans:** 2 plans
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Plans:
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- [ ] 01-01-PLAN.md -- Tradier common module and vendor module with typed dataclasses and chain retrieval
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- [ ] 01-02-PLAN.md -- Vendor routing integration, @tool functions, and comprehensive unit tests
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### Phase 2: Deterministic Math Core
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**Goal**: All deterministic financial math lives in a pure Python module with comprehensive tests, never as LLM tool calls
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@ -148,7 +151,7 @@ Note: Phases 2, 3, and 4 can execute in parallel after Phase 1. Phase 6 depends
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| Phase | Plans Complete | Status | Completed |
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|-------|----------------|--------|-----------|
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| 1. Tradier Data Layer | 0/TBD | Not started | - |
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| 1. Tradier Data Layer | 0/2 | Planning complete | - |
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| 2. Deterministic Math Core | 0/TBD | Not started | - |
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| 3. Volatility Metrics | 0/TBD | Not started | - |
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| 4. GEX & Market Microstructure | 0/TBD | Not started | - |
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@ -0,0 +1,290 @@
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---
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phase: 01-tradier-data-layer
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plan: 01
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type: execute
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wave: 1
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depends_on: []
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files_modified:
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- tradingagents/dataflows/tradier_common.py
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- tradingagents/dataflows/tradier.py
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autonomous: true
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requirements:
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- DATA-01
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- DATA-02
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- DATA-03
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- DATA-04
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- DATA-05
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must_haves:
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truths:
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- "get_options_expirations() returns a list of YYYY-MM-DD date strings filtered by DTE range"
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- "get_options_chain() returns an OptionsChain with OptionsContract dataclasses containing Greeks and IV"
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- "OptionsChain.to_dataframe() returns a pandas DataFrame with all contract fields"
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- "OptionsChain.filter_by_dte() returns a filtered OptionsChain within the specified DTE range"
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- "Tradier API auth uses TRADIER_API_KEY env var and TRADIER_SANDBOX toggles base URL"
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- "Rate limit detection raises TradierRateLimitError on 429 or exhausted X-Ratelimit-Available"
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artifacts:
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- path: "tradingagents/dataflows/tradier_common.py"
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provides: "Auth, base URL, rate limit error, HTTP helper"
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exports: ["get_api_key", "get_base_url", "make_tradier_request", "TradierRateLimitError"]
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- path: "tradingagents/dataflows/tradier.py"
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provides: "Tradier vendor module with options chain retrieval"
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exports: ["OptionsContract", "OptionsChain", "get_options_expirations", "get_options_chain"]
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key_links:
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- from: "tradingagents/dataflows/tradier.py"
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to: "tradingagents/dataflows/tradier_common.py"
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via: "imports make_tradier_request, TradierRateLimitError"
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pattern: "from .tradier_common import"
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---
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<objective>
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Create the Tradier vendor module with typed data structures, API integration, and options chain retrieval with Greeks and IV.
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Purpose: Establish the core data retrieval layer that all downstream options analysis depends on. This is the foundation -- typed dataclasses (OptionsContract, OptionsChain) define the contract for every subsequent phase.
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Output: Two new files (tradier_common.py, tradier.py) providing complete options chain retrieval with 1st-order Greeks, IV, DTE filtering, session caching, and rate limit handling.
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</objective>
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<execution_context>
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@$HOME/.claude/get-shit-done/workflows/execute-plan.md
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@$HOME/.claude/get-shit-done/templates/summary.md
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</execution_context>
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<context>
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@.planning/PROJECT.md
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@.planning/ROADMAP.md
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@.planning/STATE.md
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@.planning/phases/01-tradier-data-layer/01-CONTEXT.md
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@.planning/phases/01-tradier-data-layer/01-RESEARCH.md
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<interfaces>
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<!-- Existing patterns the executor must follow -->
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From tradingagents/dataflows/alpha_vantage_common.py:
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```python
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class AlphaVantageRateLimitError(Exception):
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"""Exception raised when Alpha Vantage API rate limit is exceeded."""
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pass
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def get_api_key() -> str:
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api_key = os.getenv("ALPHA_VANTAGE_API_KEY")
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if not api_key:
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raise ValueError("ALPHA_VANTAGE_API_KEY environment variable is not set.")
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return api_key
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```
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From tradingagents/dataflows/config.py:
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```python
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def get_config() -> Dict:
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"""Get the current configuration."""
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```
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</interfaces>
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</context>
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<tasks>
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<task type="auto">
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<name>Task 1: Create Tradier common module (auth, HTTP helper, rate limit error)</name>
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<files>tradingagents/dataflows/tradier_common.py</files>
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<read_first>
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- tradingagents/dataflows/alpha_vantage_common.py
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- tradingagents/dataflows/config.py
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</read_first>
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<action>
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Create `tradingagents/dataflows/tradier_common.py` with:
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1. **Constants** (per D-02):
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- `TRADIER_PRODUCTION_URL = "https://api.tradier.com"`
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- `TRADIER_SANDBOX_URL = "https://sandbox.tradier.com"`
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2. **TradierRateLimitError** exception class:
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- `class TradierRateLimitError(Exception): pass`
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3. **get_api_key()** function (per D-01):
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- Read `os.getenv("TRADIER_API_KEY")`
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- If not set, raise `ValueError("TRADIER_API_KEY environment variable is not set.")`
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- Return the key string
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4. **get_base_url()** function (per D-02):
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- Read `os.getenv("TRADIER_SANDBOX", "false")`
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- If value `.lower()` is in `("true", "1", "yes")`, return `TRADIER_SANDBOX_URL`
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- Otherwise return `TRADIER_PRODUCTION_URL`
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5. **make_tradier_request(path: str, params: dict | None = None) -> dict** function:
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- Build URL: `f"{get_base_url()}{path}"`
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- Headers: `{"Authorization": f"Bearer {get_api_key()}", "Accept": "application/json"}`
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- Execute `requests.get(url, headers=headers, params=params or {})`
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- Check `response.headers.get("X-Ratelimit-Available")` -- if not None and `int(remaining) <= 0`, raise `TradierRateLimitError` with message including `X-Ratelimit-Expiry` header value
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- Check `response.status_code == 429` -- raise `TradierRateLimitError("Tradier rate limit exceeded (HTTP 429)")`
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- Call `response.raise_for_status()`
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- Return `response.json()`
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6. **make_tradier_request_with_retry(path: str, params: dict | None = None, max_retries: int = 3) -> dict** function:
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- Loop `for attempt in range(max_retries):`
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- Try `make_tradier_request(path, params)`
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- On `TradierRateLimitError`: if `attempt < max_retries - 1`, `time.sleep(2 ** attempt)` then continue; else re-raise
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- Return result on success
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Imports needed: `os`, `time`, `requests`
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</action>
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<verify>
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<automated>uv run python -c "from tradingagents.dataflows.tradier_common import get_api_key, get_base_url, make_tradier_request, make_tradier_request_with_retry, TradierRateLimitError; print('imports OK')"</automated>
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</verify>
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<acceptance_criteria>
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- tradingagents/dataflows/tradier_common.py exists
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- File contains `TRADIER_PRODUCTION_URL = "https://api.tradier.com"`
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- File contains `TRADIER_SANDBOX_URL = "https://sandbox.tradier.com"`
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- File contains `class TradierRateLimitError(Exception):`
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- File contains `def get_api_key() -> str:`
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- File contains `def get_base_url() -> str:`
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- File contains `def make_tradier_request(path: str, params: dict | None = None) -> dict:`
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- File contains `def make_tradier_request_with_retry(`
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- File contains `os.getenv("TRADIER_API_KEY")`
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- File contains `os.getenv("TRADIER_SANDBOX", "false")`
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- File contains `X-Ratelimit-Available`
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- File contains `Bearer {get_api_key()}`
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- `uv run python -c "from tradingagents.dataflows.tradier_common import TradierRateLimitError"` exits 0
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</acceptance_criteria>
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<done>tradier_common.py exports TradierRateLimitError, get_api_key, get_base_url, make_tradier_request, make_tradier_request_with_retry. Auth reads TRADIER_API_KEY env var, sandbox detection reads TRADIER_SANDBOX env var, rate limit detection checks both headers and HTTP 429.</done>
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</task>
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<task type="auto">
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<name>Task 2: Create Tradier vendor module with typed dataclasses and chain retrieval</name>
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<files>tradingagents/dataflows/tradier.py</files>
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<read_first>
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- tradingagents/dataflows/tradier_common.py
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- tradingagents/dataflows/y_finance.py
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- tradingagents/dataflows/alpha_vantage.py
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</read_first>
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<action>
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Create `tradingagents/dataflows/tradier.py` with:
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1. **OptionsContract dataclass** (per D-06):
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```
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@dataclass
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class OptionsContract:
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symbol: str # OCC symbol e.g. AAPL220617C00270000
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underlying: str # e.g. AAPL
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option_type: str # "call" or "put"
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strike: float
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expiration_date: str # YYYY-MM-DD
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bid: float
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ask: float
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last: float
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volume: int
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open_interest: int
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# Greeks (from ORATS via Tradier)
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delta: float | None = None
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gamma: float | None = None
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theta: float | None = None
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vega: float | None = None
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rho: float | None = None
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phi: float | None = None
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# IV
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bid_iv: float | None = None
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mid_iv: float | None = None
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ask_iv: float | None = None
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smv_vol: float | None = None
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greeks_updated_at: str | None = None
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```
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2. **OptionsChain dataclass** (per D-06):
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```
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@dataclass
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class OptionsChain:
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underlying: str
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fetch_timestamp: str
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expirations: list[str]
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contracts: list[OptionsContract] = field(default_factory=list)
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def to_dataframe(self) -> pd.DataFrame:
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return pd.DataFrame([vars(c) for c in self.contracts])
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def filter_by_dte(self, min_dte: int = 0, max_dte: int = 50) -> "OptionsChain":
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# Calculate DTE for each contract, keep those in range
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# Return new OptionsChain with filtered contracts and updated expirations list
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```
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The `filter_by_dte` method must: calculate `(exp_date - date.today()).days` for each contract's `expiration_date`, keep contracts where `min_dte <= dte <= max_dte`, derive the `expirations` list from the filtered contracts' unique expiration_dates (sorted), return a new OptionsChain instance.
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3. **_parse_contract(raw: dict) -> OptionsContract** private function:
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- Extract `greeks = raw.get("greeks") or {}`
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- Map all fields from Tradier response dict to OptionsContract
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- Use `float(raw.get("bid", 0) or 0)` pattern for nullable numeric fields (bid, ask, last)
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- Use `int(raw.get("volume", 0) or 0)` for volume, open_interest
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- Greeks and IV fields use `greeks.get("delta")` etc. (None if missing -- per Pitfall 1: sandbox has no Greeks)
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- `greeks_updated_at = greeks.get("updated_at")`
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4. **get_options_expirations(symbol: str, min_dte: int = 0, max_dte: int = 50) -> list[str]** function:
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- Call `make_tradier_request_with_retry("/v1/markets/options/expirations", {"symbol": symbol.upper(), "includeAllRoots": "false", "strikes": "false"})`
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- Extract dates: `data.get("expirations", {}).get("date", [])`
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- Normalize single-item response: `if isinstance(dates, str): dates = [dates]` (Pitfall 5)
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- Filter by DTE range using `date.today()` and `datetime.strptime(d, "%Y-%m-%d").date()`
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- Return sorted list of qualifying date strings
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5. **_fetch_chain_for_expiration(symbol: str, expiration: str) -> list[OptionsContract]** private function:
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- Call `make_tradier_request_with_retry("/v1/markets/options/chains", {"symbol": symbol.upper(), "expiration": expiration, "greeks": "true"})` (per D-05: always greeks=true)
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- Extract: `options = data.get("options", {}).get("option", [])`
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- Normalize single contract: `if isinstance(options, dict): options = [options]` (Pitfall 2)
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- Return `[_parse_contract(opt) for opt in options]`
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6. **Session cache** (Claude's discretion -- in-memory dict):
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- Module-level `_options_cache: dict[str, OptionsChain] = {}`
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- `clear_options_cache()` function to reset cache
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7. **get_options_chain(symbol: str, min_dte: int = 0, max_dte: int = 50) -> str** function (per D-03: pre-fetch all expirations):
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- Check cache: `cache_key = f"{symbol.upper()}:{min_dte}:{max_dte}"`; if in `_options_cache`, return its `.to_dataframe().to_string()`
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- Call `get_options_expirations(symbol, min_dte, max_dte)` to get qualifying dates
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- For each expiration, call `_fetch_chain_for_expiration(symbol, expiration)` and accumulate all OptionsContract instances
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- Build `OptionsChain(underlying=symbol.upper(), fetch_timestamp=datetime.now().isoformat(), expirations=expirations, contracts=all_contracts)`
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- Store in `_options_cache[cache_key]`
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- Return `chain.to_dataframe().to_string()` (string return matches vendor function pattern for LLM tool consumption)
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8. **get_options_chain_structured(symbol: str, min_dte: int = 0, max_dte: int = 50) -> OptionsChain** function:
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- Same as get_options_chain but returns the OptionsChain dataclass directly
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- This is for programmatic access by downstream computation modules (not LLM tools)
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- Uses same cache
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Imports: `from dataclasses import dataclass, field`, `from datetime import datetime, date`, `import pandas as pd`, `from .tradier_common import make_tradier_request_with_retry, TradierRateLimitError`
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</action>
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<verify>
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<automated>uv run python -c "from tradingagents.dataflows.tradier import OptionsContract, OptionsChain, get_options_expirations, get_options_chain, get_options_chain_structured, clear_options_cache; print('imports OK')"</automated>
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</verify>
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<acceptance_criteria>
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- tradingagents/dataflows/tradier.py exists
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- File contains `@dataclass` (at least twice, for OptionsContract and OptionsChain)
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- File contains `class OptionsContract:` with fields: symbol, underlying, option_type, strike, expiration_date, bid, ask, last, volume, open_interest, delta, gamma, theta, vega, rho, phi, bid_iv, mid_iv, ask_iv, smv_vol, greeks_updated_at
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- File contains `class OptionsChain:` with fields: underlying, fetch_timestamp, expirations, contracts
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- File contains `def to_dataframe(self) -> pd.DataFrame:`
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- File contains `def filter_by_dte(self, min_dte: int = 0, max_dte: int = 50)`
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- File contains `def get_options_expirations(symbol: str, min_dte: int = 0, max_dte: int = 50) -> list[str]:`
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- File contains `def get_options_chain(symbol: str, min_dte: int = 0, max_dte: int = 50) -> str:`
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- File contains `def get_options_chain_structured(symbol: str, min_dte: int = 0, max_dte: int = 50) -> OptionsChain:`
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- File contains `def clear_options_cache():`
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- File contains `"greeks": "true"` (D-05)
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- File contains `if isinstance(options, dict):` (Pitfall 2 normalization)
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- File contains `if isinstance(dates, str):` (Pitfall 5 normalization)
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- File contains `_options_cache` (session cache)
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- File contains `from .tradier_common import`
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- `uv run python -c "from tradingagents.dataflows.tradier import OptionsContract, OptionsChain"` exits 0
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</acceptance_criteria>
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<done>tradier.py exports OptionsContract, OptionsChain (with to_dataframe and filter_by_dte), get_options_expirations, get_options_chain (string return), get_options_chain_structured (dataclass return), clear_options_cache. Pre-fetches all expirations in DTE range per D-03, always requests greeks=true per D-05, handles Pitfall 2 and Pitfall 5 response normalization, uses session cache per Claude's discretion.</done>
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</task>
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</tasks>
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<verification>
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- `uv run python -c "from tradingagents.dataflows.tradier_common import TradierRateLimitError, get_api_key, get_base_url, make_tradier_request, make_tradier_request_with_retry; print('common OK')"`
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- `uv run python -c "from tradingagents.dataflows.tradier import OptionsContract, OptionsChain, get_options_expirations, get_options_chain, get_options_chain_structured, clear_options_cache; print('tradier OK')"`
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</verification>
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<success_criteria>
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- Two new files exist: tradier_common.py (auth + HTTP) and tradier.py (dataclasses + retrieval)
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- All exports importable without errors
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- OptionsContract has all 21 fields (symbol through greeks_updated_at)
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- OptionsChain has to_dataframe() and filter_by_dte() methods
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- Rate limit detection covers both header check and HTTP 429
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- Sandbox/production URL switching driven by TRADIER_SANDBOX env var
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</success_criteria>
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<output>
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After completion, create `.planning/phases/01-tradier-data-layer/01-01-SUMMARY.md`
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</output>
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@ -0,0 +1,552 @@
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---
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phase: 01-tradier-data-layer
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plan: 02
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type: execute
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wave: 2
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depends_on:
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- 01-01
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files_modified:
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- tradingagents/dataflows/interface.py
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- tradingagents/default_config.py
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- tradingagents/agents/utils/options_tools.py
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- .env.example
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- tests/test_tradier.py
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- tests/conftest.py
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autonomous: true
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requirements:
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- DATA-08
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must_haves:
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truths:
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- "Tradier is registered as a vendor in VENDOR_LIST"
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- "options_chain category exists in TOOLS_CATEGORIES with get_options_chain and get_options_expirations tools"
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- "VENDOR_METHODS maps get_options_chain and get_options_expirations to Tradier implementations"
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- "DEFAULT_CONFIG data_vendors includes options_chain: tradier"
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- "route_to_vendor catches TradierRateLimitError for vendor fallback"
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- "@tool decorated functions exist for options chain retrieval"
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- "All unit tests pass with mocked Tradier API responses"
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artifacts:
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- path: "tradingagents/dataflows/interface.py"
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provides: "Vendor routing with Tradier and options_chain category"
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contains: "options_chain"
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- path: "tradingagents/default_config.py"
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provides: "Default config with options_chain vendor"
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contains: "options_chain"
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- path: "tradingagents/agents/utils/options_tools.py"
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provides: "LangChain @tool functions for options data"
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exports: ["get_options_chain", "get_options_expirations"]
|
||||
- path: "tests/test_tradier.py"
|
||||
provides: "Unit tests for all DATA requirements"
|
||||
min_lines: 100
|
||||
key_links:
|
||||
- from: "tradingagents/dataflows/interface.py"
|
||||
to: "tradingagents/dataflows/tradier.py"
|
||||
via: "import get_options_chain, get_options_expirations"
|
||||
pattern: "from .tradier import"
|
||||
- from: "tradingagents/agents/utils/options_tools.py"
|
||||
to: "tradingagents/dataflows/interface.py"
|
||||
via: "route_to_vendor call"
|
||||
pattern: "route_to_vendor"
|
||||
- from: "tradingagents/dataflows/interface.py"
|
||||
to: "tradingagents/dataflows/tradier_common.py"
|
||||
via: "import TradierRateLimitError for fallback catch"
|
||||
pattern: "TradierRateLimitError"
|
||||
---
|
||||
|
||||
<objective>
|
||||
Integrate Tradier into the existing vendor routing system, create @tool functions for LLM agents, and write comprehensive unit tests covering all Phase 1 requirements.
|
||||
|
||||
Purpose: Without vendor registration, no agent can access Tradier data. Without tests, we cannot verify correctness. This plan wires the Tradier module into the system and proves it works.
|
||||
Output: Updated interface.py and default_config.py, new options_tools.py, comprehensive test suite in tests/test_tradier.py.
|
||||
</objective>
|
||||
|
||||
<execution_context>
|
||||
@$HOME/.claude/get-shit-done/workflows/execute-plan.md
|
||||
@$HOME/.claude/get-shit-done/templates/summary.md
|
||||
</execution_context>
|
||||
|
||||
<context>
|
||||
@.planning/PROJECT.md
|
||||
@.planning/ROADMAP.md
|
||||
@.planning/STATE.md
|
||||
@.planning/phases/01-tradier-data-layer/01-CONTEXT.md
|
||||
@.planning/phases/01-tradier-data-layer/01-RESEARCH.md
|
||||
@.planning/phases/01-tradier-data-layer/01-01-SUMMARY.md
|
||||
|
||||
<interfaces>
|
||||
<!-- From Plan 01 outputs -->
|
||||
|
||||
From tradingagents/dataflows/tradier.py (created in Plan 01):
|
||||
```python
|
||||
@dataclass
|
||||
class OptionsContract:
|
||||
symbol: str; underlying: str; option_type: str; strike: float
|
||||
expiration_date: str; bid: float; ask: float; last: float
|
||||
volume: int; open_interest: int
|
||||
delta: float | None; gamma: float | None; theta: float | None
|
||||
vega: float | None; rho: float | None; phi: float | None
|
||||
bid_iv: float | None; mid_iv: float | None; ask_iv: float | None
|
||||
smv_vol: float | None; greeks_updated_at: str | None
|
||||
|
||||
@dataclass
|
||||
class OptionsChain:
|
||||
underlying: str; fetch_timestamp: str; expirations: list[str]
|
||||
contracts: list[OptionsContract]
|
||||
def to_dataframe(self) -> pd.DataFrame: ...
|
||||
def filter_by_dte(self, min_dte: int = 0, max_dte: int = 50) -> "OptionsChain": ...
|
||||
|
||||
def get_options_expirations(symbol: str, min_dte: int = 0, max_dte: int = 50) -> list[str]: ...
|
||||
def get_options_chain(symbol: str, min_dte: int = 0, max_dte: int = 50) -> str: ...
|
||||
def get_options_chain_structured(symbol: str, min_dte: int = 0, max_dte: int = 50) -> OptionsChain: ...
|
||||
def clear_options_cache(): ...
|
||||
```
|
||||
|
||||
From tradingagents/dataflows/tradier_common.py (created in Plan 01):
|
||||
```python
|
||||
class TradierRateLimitError(Exception): pass
|
||||
def get_api_key() -> str: ...
|
||||
def get_base_url() -> str: ...
|
||||
def make_tradier_request(path: str, params: dict | None = None) -> dict: ...
|
||||
def make_tradier_request_with_retry(path: str, params: dict | None = None, max_retries: int = 3) -> dict: ...
|
||||
```
|
||||
|
||||
From tradingagents/dataflows/interface.py (existing):
|
||||
```python
|
||||
TOOLS_CATEGORIES = { "core_stock_apis": ..., "technical_indicators": ..., "fundamental_data": ..., "news_data": ... }
|
||||
VENDOR_LIST = ["yfinance", "alpha_vantage"]
|
||||
VENDOR_METHODS = { "get_stock_data": {...}, ... }
|
||||
def route_to_vendor(method: str, *args, **kwargs): ...
|
||||
# Currently catches only AlphaVantageRateLimitError in fallback loop
|
||||
```
|
||||
|
||||
From tradingagents/default_config.py (existing):
|
||||
```python
|
||||
DEFAULT_CONFIG = {
|
||||
"data_vendors": {
|
||||
"core_stock_apis": "yfinance",
|
||||
"technical_indicators": "yfinance",
|
||||
"fundamental_data": "yfinance",
|
||||
"news_data": "yfinance",
|
||||
},
|
||||
"tool_vendors": {},
|
||||
}
|
||||
```
|
||||
|
||||
From tradingagents/agents/utils/core_stock_tools.py (pattern reference):
|
||||
```python
|
||||
from langchain_core.tools import tool
|
||||
from typing import Annotated
|
||||
from tradingagents.dataflows.interface import route_to_vendor
|
||||
|
||||
@tool
|
||||
def get_stock_data(symbol: Annotated[str, "ticker symbol"], ...) -> str:
|
||||
return route_to_vendor("get_stock_data", symbol, start_date, end_date)
|
||||
```
|
||||
</interfaces>
|
||||
</context>
|
||||
|
||||
<tasks>
|
||||
|
||||
<task type="auto">
|
||||
<name>Task 1: Register Tradier in vendor routing and update default config</name>
|
||||
<files>tradingagents/dataflows/interface.py, tradingagents/default_config.py, .env.example, tradingagents/agents/utils/options_tools.py</files>
|
||||
<read_first>
|
||||
- tradingagents/dataflows/interface.py
|
||||
- tradingagents/default_config.py
|
||||
- tradingagents/agents/utils/core_stock_tools.py
|
||||
- tradingagents/dataflows/tradier.py
|
||||
- tradingagents/dataflows/tradier_common.py
|
||||
- .env.example
|
||||
</read_first>
|
||||
<action>
|
||||
**A. Update `tradingagents/dataflows/interface.py`:**
|
||||
|
||||
1. Add imports at top of file (after existing vendor imports):
|
||||
```python
|
||||
from .tradier import (
|
||||
get_options_chain as get_tradier_options_chain,
|
||||
get_options_expirations as get_tradier_options_expirations,
|
||||
)
|
||||
from .tradier_common import TradierRateLimitError
|
||||
```
|
||||
|
||||
2. Add `"options_chain"` category to `TOOLS_CATEGORIES` dict:
|
||||
```python
|
||||
"options_chain": {
|
||||
"description": "Options chain data with Greeks and IV",
|
||||
"tools": [
|
||||
"get_options_chain",
|
||||
"get_options_expirations",
|
||||
]
|
||||
}
|
||||
```
|
||||
|
||||
3. Add `"tradier"` to `VENDOR_LIST`:
|
||||
```python
|
||||
VENDOR_LIST = ["yfinance", "alpha_vantage", "tradier"]
|
||||
```
|
||||
|
||||
4. Add options methods to `VENDOR_METHODS` dict:
|
||||
```python
|
||||
"get_options_chain": {
|
||||
"tradier": get_tradier_options_chain,
|
||||
},
|
||||
"get_options_expirations": {
|
||||
"tradier": get_tradier_options_expirations,
|
||||
},
|
||||
```
|
||||
|
||||
5. Update `route_to_vendor()` fallback exception catch to also catch `TradierRateLimitError`. Change line:
|
||||
```python
|
||||
except AlphaVantageRateLimitError:
|
||||
```
|
||||
to:
|
||||
```python
|
||||
except (AlphaVantageRateLimitError, TradierRateLimitError):
|
||||
```
|
||||
|
||||
**B. Update `tradingagents/default_config.py`:**
|
||||
|
||||
Add to the `"data_vendors"` dict inside `DEFAULT_CONFIG`:
|
||||
```python
|
||||
"options_chain": "tradier", # Options: tradier
|
||||
```
|
||||
|
||||
**C. Update `.env.example`:**
|
||||
|
||||
Add after the existing API keys section:
|
||||
```
|
||||
# Options Data Providers
|
||||
TRADIER_API_KEY=
|
||||
TRADIER_SANDBOX=false
|
||||
```
|
||||
|
||||
**D. Create `tradingagents/agents/utils/options_tools.py`:**
|
||||
|
||||
Following the `core_stock_tools.py` pattern exactly:
|
||||
|
||||
```python
|
||||
from langchain_core.tools import tool
|
||||
from typing import Annotated
|
||||
from tradingagents.dataflows.interface import route_to_vendor
|
||||
|
||||
|
||||
@tool
|
||||
def get_options_chain(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
min_dte: Annotated[int, "minimum days to expiration"] = 0,
|
||||
max_dte: Annotated[int, "maximum days to expiration"] = 50,
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve options chain data with Greeks and IV for a given ticker symbol.
|
||||
Returns strikes, expirations, bid/ask, volume, OI, 1st-order Greeks
|
||||
(Delta, Gamma, Theta, Vega, Rho), and implied volatility (bid_iv,
|
||||
mid_iv, ask_iv, smv_vol) filtered by DTE range.
|
||||
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSLA
|
||||
min_dte (int): Minimum days to expiration (default 0)
|
||||
max_dte (int): Maximum days to expiration (default 50)
|
||||
Returns:
|
||||
str: A formatted dataframe containing options chain data with Greeks and IV.
|
||||
"""
|
||||
return route_to_vendor("get_options_chain", symbol, min_dte, max_dte)
|
||||
|
||||
|
||||
@tool
|
||||
def get_options_expirations(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
min_dte: Annotated[int, "minimum days to expiration"] = 0,
|
||||
max_dte: Annotated[int, "maximum days to expiration"] = 50,
|
||||
) -> str:
|
||||
"""
|
||||
Retrieve available options expiration dates for a given ticker symbol,
|
||||
filtered by DTE range.
|
||||
|
||||
Args:
|
||||
symbol (str): Ticker symbol of the company, e.g. AAPL, TSLA
|
||||
min_dte (int): Minimum days to expiration (default 0)
|
||||
max_dte (int): Maximum days to expiration (default 50)
|
||||
Returns:
|
||||
str: Comma-separated list of expiration dates (YYYY-MM-DD format).
|
||||
"""
|
||||
result = route_to_vendor("get_options_expirations", symbol, min_dte, max_dte)
|
||||
if isinstance(result, list):
|
||||
return ", ".join(result)
|
||||
return str(result)
|
||||
```
|
||||
|
||||
Default DTE range 0-50 per D-04. Docstrings are LLM-readable per project conventions.
|
||||
</action>
|
||||
<verify>
|
||||
<automated>uv run python -c "
|
||||
from tradingagents.dataflows.interface import TOOLS_CATEGORIES, VENDOR_LIST, VENDOR_METHODS
|
||||
assert 'options_chain' in TOOLS_CATEGORIES, 'options_chain not in TOOLS_CATEGORIES'
|
||||
assert 'tradier' in VENDOR_LIST, 'tradier not in VENDOR_LIST'
|
||||
assert 'get_options_chain' in VENDOR_METHODS, 'get_options_chain not in VENDOR_METHODS'
|
||||
assert 'get_options_expirations' in VENDOR_METHODS, 'get_options_expirations not in VENDOR_METHODS'
|
||||
from tradingagents.default_config import DEFAULT_CONFIG
|
||||
assert DEFAULT_CONFIG['data_vendors'].get('options_chain') == 'tradier', 'options_chain not in default config'
|
||||
from tradingagents.agents.utils.options_tools import get_options_chain, get_options_expirations
|
||||
print('ALL CHECKS PASSED')
|
||||
"</automated>
|
||||
</verify>
|
||||
<acceptance_criteria>
|
||||
- tradingagents/dataflows/interface.py contains `"options_chain"` in TOOLS_CATEGORIES
|
||||
- tradingagents/dataflows/interface.py contains `"tradier"` in VENDOR_LIST
|
||||
- tradingagents/dataflows/interface.py contains `"get_options_chain"` in VENDOR_METHODS
|
||||
- tradingagents/dataflows/interface.py contains `"get_options_expirations"` in VENDOR_METHODS
|
||||
- tradingagents/dataflows/interface.py contains `TradierRateLimitError` in the except clause of route_to_vendor
|
||||
- tradingagents/dataflows/interface.py contains `from .tradier import`
|
||||
- tradingagents/dataflows/interface.py contains `from .tradier_common import TradierRateLimitError`
|
||||
- tradingagents/default_config.py contains `"options_chain": "tradier"`
|
||||
- .env.example contains `TRADIER_API_KEY=`
|
||||
- .env.example contains `TRADIER_SANDBOX=false`
|
||||
- tradingagents/agents/utils/options_tools.py exists
|
||||
- tradingagents/agents/utils/options_tools.py contains `@tool` (at least twice)
|
||||
- tradingagents/agents/utils/options_tools.py contains `route_to_vendor("get_options_chain"`
|
||||
- tradingagents/agents/utils/options_tools.py contains `route_to_vendor("get_options_expirations"`
|
||||
- tradingagents/agents/utils/options_tools.py contains `min_dte` and `max_dte` parameters with default 0 and 50 (D-04)
|
||||
- `uv run python -c "from tradingagents.agents.utils.options_tools import get_options_chain"` exits 0
|
||||
</acceptance_criteria>
|
||||
<done>Tradier registered in vendor routing (VENDOR_LIST, TOOLS_CATEGORIES, VENDOR_METHODS). DEFAULT_CONFIG has options_chain: tradier. route_to_vendor catches TradierRateLimitError. Two @tool functions created following core_stock_tools.py pattern. .env.example updated with TRADIER_API_KEY and TRADIER_SANDBOX.</done>
|
||||
</task>
|
||||
|
||||
<task type="auto" tdd="true">
|
||||
<name>Task 2: Create comprehensive unit tests for all Phase 1 requirements</name>
|
||||
<files>tests/test_tradier.py, tests/conftest.py</files>
|
||||
<read_first>
|
||||
- tradingagents/dataflows/tradier.py
|
||||
- tradingagents/dataflows/tradier_common.py
|
||||
- tradingagents/dataflows/interface.py
|
||||
- tradingagents/agents/utils/options_tools.py
|
||||
- tests/test_ticker_symbol_handling.py
|
||||
</read_first>
|
||||
<behavior>
|
||||
- TestGetExpirations (DATA-02): mock Tradier /expirations response with 5 dates, verify DTE filter returns only dates within range. Test single-date string normalization (Pitfall 5).
|
||||
- TestGetOptionsChain (DATA-01): mock Tradier /chains response with 3 contracts, verify OptionsChain has correct underlying, expirations, and contract count. Test single-contract dict normalization (Pitfall 2).
|
||||
- TestGreeksPresent (DATA-03): mock response with greeks object, verify OptionsContract has delta, gamma, theta, vega, rho values and greeks_updated_at timestamp.
|
||||
- TestGreeksAbsent (Pitfall 1): mock response with greeks: null, verify OptionsContract has None for all Greeks fields without crashing.
|
||||
- TestIVPresent (DATA-04): mock response with greeks object, verify OptionsContract has bid_iv, mid_iv, ask_iv, smv_vol values.
|
||||
- TestDTEFilter (DATA-05): create OptionsChain with contracts at various DTEs, call filter_by_dte(30, 60), verify only contracts in range remain.
|
||||
- TestVendorRegistration (DATA-08): verify "tradier" in VENDOR_LIST, "options_chain" in TOOLS_CATEGORIES, get_options_chain and get_options_expirations in VENDOR_METHODS.
|
||||
- TestRateLimitDetection: mock 429 response, verify TradierRateLimitError raised. Mock response with X-Ratelimit-Available: 0, verify TradierRateLimitError raised.
|
||||
- TestSessionCache: call get_options_chain twice with mock, verify only one API call made.
|
||||
- TestSandboxURL: set TRADIER_SANDBOX=true, verify get_base_url returns sandbox URL.
|
||||
</behavior>
|
||||
<action>
|
||||
**A. Install pytest if not present:**
|
||||
```bash
|
||||
uv add --dev pytest>=8.0
|
||||
```
|
||||
|
||||
**B. Create `tests/conftest.py`** with shared Tradier API mock fixtures:
|
||||
|
||||
```python
|
||||
import pytest
|
||||
from unittest.mock import patch, MagicMock
|
||||
|
||||
MOCK_EXPIRATIONS_RESPONSE = {
|
||||
"expirations": {
|
||||
"date": ["2026-04-03", "2026-04-10", "2026-04-17", "2026-04-24", "2026-05-15", "2026-07-17"]
|
||||
}
|
||||
}
|
||||
|
||||
MOCK_SINGLE_EXPIRATION_RESPONSE = {
|
||||
"expirations": {
|
||||
"date": "2026-04-17"
|
||||
}
|
||||
}
|
||||
|
||||
MOCK_CHAIN_RESPONSE = {
|
||||
"options": {
|
||||
"option": [
|
||||
{
|
||||
"symbol": "AAPL260417C00170000",
|
||||
"underlying": "AAPL",
|
||||
"option_type": "call",
|
||||
"strike": 170.0,
|
||||
"expiration_date": "2026-04-17",
|
||||
"bid": 5.10,
|
||||
"ask": 5.30,
|
||||
"last": 5.20,
|
||||
"volume": 1234,
|
||||
"open_interest": 5678,
|
||||
"greeks": {
|
||||
"delta": 0.55,
|
||||
"gamma": 0.04,
|
||||
"theta": -0.08,
|
||||
"vega": 0.25,
|
||||
"rho": 0.03,
|
||||
"phi": -0.02,
|
||||
"bid_iv": 0.28,
|
||||
"mid_iv": 0.29,
|
||||
"ask_iv": 0.30,
|
||||
"smv_vol": 0.285,
|
||||
"updated_at": "2026-04-01 12:00:00"
|
||||
}
|
||||
},
|
||||
{
|
||||
"symbol": "AAPL260417P00170000",
|
||||
"underlying": "AAPL",
|
||||
"option_type": "put",
|
||||
"strike": 170.0,
|
||||
"expiration_date": "2026-04-17",
|
||||
"bid": 3.40,
|
||||
"ask": 3.60,
|
||||
"last": 3.50,
|
||||
"volume": 890,
|
||||
"open_interest": 2345,
|
||||
"greeks": {
|
||||
"delta": -0.45,
|
||||
"gamma": 0.04,
|
||||
"theta": -0.07,
|
||||
"vega": 0.25,
|
||||
"rho": -0.02,
|
||||
"phi": 0.02,
|
||||
"bid_iv": 0.27,
|
||||
"mid_iv": 0.28,
|
||||
"ask_iv": 0.29,
|
||||
"smv_vol": 0.280,
|
||||
"updated_at": "2026-04-01 12:00:00"
|
||||
}
|
||||
},
|
||||
{
|
||||
"symbol": "AAPL260417C00175000",
|
||||
"underlying": "AAPL",
|
||||
"option_type": "call",
|
||||
"strike": 175.0,
|
||||
"expiration_date": "2026-04-17",
|
||||
"bid": 2.80,
|
||||
"ask": 3.00,
|
||||
"last": 2.90,
|
||||
"volume": 567,
|
||||
"open_interest": 1234,
|
||||
"greeks": {
|
||||
"delta": 0.40,
|
||||
"gamma": 0.05,
|
||||
"theta": -0.09,
|
||||
"vega": 0.24,
|
||||
"rho": 0.02,
|
||||
"phi": -0.01,
|
||||
"bid_iv": 0.30,
|
||||
"mid_iv": 0.31,
|
||||
"ask_iv": 0.32,
|
||||
"smv_vol": 0.305,
|
||||
"updated_at": "2026-04-01 12:00:00"
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
MOCK_CHAIN_NO_GREEKS_RESPONSE = {
|
||||
"options": {
|
||||
"option": [
|
||||
{
|
||||
"symbol": "AAPL260417C00170000",
|
||||
"underlying": "AAPL",
|
||||
"option_type": "call",
|
||||
"strike": 170.0,
|
||||
"expiration_date": "2026-04-17",
|
||||
"bid": 5.10,
|
||||
"ask": 5.30,
|
||||
"last": 5.20,
|
||||
"volume": 1234,
|
||||
"open_interest": 5678,
|
||||
"greeks": None
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
MOCK_SINGLE_CONTRACT_RESPONSE = {
|
||||
"options": {
|
||||
"option": {
|
||||
"symbol": "AAPL260417C00170000",
|
||||
"underlying": "AAPL",
|
||||
"option_type": "call",
|
||||
"strike": 170.0,
|
||||
"expiration_date": "2026-04-17",
|
||||
"bid": 5.10,
|
||||
"ask": 5.30,
|
||||
"last": 5.20,
|
||||
"volume": 1234,
|
||||
"open_interest": 5678,
|
||||
"greeks": {
|
||||
"delta": 0.55, "gamma": 0.04, "theta": -0.08,
|
||||
"vega": 0.25, "rho": 0.03, "phi": -0.02,
|
||||
"bid_iv": 0.28, "mid_iv": 0.29, "ask_iv": 0.30,
|
||||
"smv_vol": 0.285, "updated_at": "2026-04-01 12:00:00"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
**C. Create `tests/test_tradier.py`** with test classes:
|
||||
|
||||
1. `TestGetExpirations` (DATA-02): patch `tradingagents.dataflows.tradier_common.make_tradier_request` to return `MOCK_EXPIRATIONS_RESPONSE`. Call `get_options_expirations("AAPL", 0, 50)`. Assert result is a list of strings. Assert all dates are within 0-50 DTE of today. Test with `MOCK_SINGLE_EXPIRATION_RESPONSE` to verify Pitfall 5 normalization.
|
||||
|
||||
2. `TestGetOptionsChain` (DATA-01): patch `make_tradier_request_with_retry` to return mock expirations then mock chain. Call `get_options_chain_structured("AAPL")`. Assert `.underlying == "AAPL"`. Assert `len(.contracts) == 3`. Assert `.contracts[0].bid == 5.10`. Assert `.contracts[0].volume == 1234`. Assert `.contracts[0].open_interest == 5678`. Test single-contract normalization with `MOCK_SINGLE_CONTRACT_RESPONSE`.
|
||||
|
||||
3. `TestGreeksPresent` (DATA-03): use contract from mock chain response. Assert `contract.delta == 0.55`. Assert `contract.gamma == 0.04`. Assert `contract.theta == -0.08`. Assert `contract.vega == 0.25`. Assert `contract.rho == 0.03`. Assert `contract.greeks_updated_at == "2026-04-01 12:00:00"`.
|
||||
|
||||
4. `TestGreeksAbsent` (Pitfall 1): use `MOCK_CHAIN_NO_GREEKS_RESPONSE`. Assert `contract.delta is None`. Assert `contract.gamma is None`. Assert no exception raised.
|
||||
|
||||
5. `TestIVPresent` (DATA-04): use contract from mock chain. Assert `contract.bid_iv == 0.28`. Assert `contract.mid_iv == 0.29`. Assert `contract.ask_iv == 0.30`. Assert `contract.smv_vol == 0.285`.
|
||||
|
||||
6. `TestDTEFilter` (DATA-05): create OptionsChain with contracts at various known expiration_dates. Call `chain.filter_by_dte(10, 30)`. Assert only contracts within 10-30 DTE remain. Assert returned OptionsChain.expirations matches filtered contracts.
|
||||
|
||||
7. `TestVendorRegistration` (DATA-08): import TOOLS_CATEGORIES, VENDOR_LIST, VENDOR_METHODS from interface. Assert `"tradier" in VENDOR_LIST`. Assert `"options_chain" in TOOLS_CATEGORIES`. Assert `"get_options_chain" in VENDOR_METHODS`. Assert `"tradier" in VENDOR_METHODS["get_options_chain"]`.
|
||||
|
||||
8. `TestRateLimitDetection`: mock `requests.get` to return response with status 429. Verify `TradierRateLimitError` raised. Mock response with `X-Ratelimit-Available: 0` header. Verify `TradierRateLimitError` raised.
|
||||
|
||||
9. `TestSessionCache`: patch API, call `get_options_chain_structured("AAPL")` twice. Assert mock was called only the number of times for first call (not doubled). Call `clear_options_cache()` and verify next call triggers API again.
|
||||
|
||||
10. `TestSandboxURL`: patch `os.environ` with `TRADIER_SANDBOX=true`. Assert `get_base_url()` returns `"https://sandbox.tradier.com"`. Unset it. Assert returns `"https://api.tradier.com"`.
|
||||
|
||||
Important: Each test must call `clear_options_cache()` in setUp/teardown to prevent cross-test cache pollution.
|
||||
</action>
|
||||
<verify>
|
||||
<automated>uv run python -m pytest tests/test_tradier.py -x -v --timeout=30</automated>
|
||||
</verify>
|
||||
<acceptance_criteria>
|
||||
- tests/conftest.py exists and contains MOCK_EXPIRATIONS_RESPONSE, MOCK_CHAIN_RESPONSE, MOCK_CHAIN_NO_GREEKS_RESPONSE, MOCK_SINGLE_CONTRACT_RESPONSE, MOCK_SINGLE_EXPIRATION_RESPONSE
|
||||
- tests/test_tradier.py exists and contains at least 10 test methods
|
||||
- tests/test_tradier.py contains class TestGetExpirations
|
||||
- tests/test_tradier.py contains class TestGetOptionsChain
|
||||
- tests/test_tradier.py contains class TestGreeksPresent
|
||||
- tests/test_tradier.py contains class TestGreeksAbsent
|
||||
- tests/test_tradier.py contains class TestIVPresent
|
||||
- tests/test_tradier.py contains class TestDTEFilter
|
||||
- tests/test_tradier.py contains class TestVendorRegistration
|
||||
- tests/test_tradier.py contains class TestRateLimitDetection
|
||||
- tests/test_tradier.py contains class TestSessionCache
|
||||
- tests/test_tradier.py contains class TestSandboxURL
|
||||
- tests/test_tradier.py contains `clear_options_cache` calls for test isolation
|
||||
- `uv run python -m pytest tests/test_tradier.py -x --timeout=30` exits 0 with all tests passing
|
||||
</acceptance_criteria>
|
||||
<done>All tests pass. Tests cover: DATA-01 (chain retrieval), DATA-02 (expirations), DATA-03 (Greeks present), DATA-04 (IV present), DATA-05 (DTE filtering), DATA-08 (vendor registration), plus edge cases (no Greeks, single contract, single expiration, rate limits, caching, sandbox URL). No real API calls -- all mocked.</done>
|
||||
</task>
|
||||
|
||||
</tasks>
|
||||
|
||||
<verification>
|
||||
- `uv run python -m pytest tests/test_tradier.py -x -v --timeout=30` -- all tests pass
|
||||
- `uv run python -c "from tradingagents.dataflows.interface import TOOLS_CATEGORIES, VENDOR_LIST; assert 'tradier' in VENDOR_LIST; assert 'options_chain' in TOOLS_CATEGORIES; print('ROUTING OK')"` -- vendor registered
|
||||
- `uv run python -c "from tradingagents.agents.utils.options_tools import get_options_chain, get_options_expirations; print('TOOLS OK')"` -- tool functions importable
|
||||
</verification>
|
||||
|
||||
<success_criteria>
|
||||
- Tradier fully registered in vendor routing (VENDOR_LIST, TOOLS_CATEGORIES, VENDOR_METHODS, DEFAULT_CONFIG)
|
||||
- route_to_vendor catches both AlphaVantageRateLimitError and TradierRateLimitError
|
||||
- Two @tool functions exist in options_tools.py following core_stock_tools.py pattern
|
||||
- .env.example documents TRADIER_API_KEY and TRADIER_SANDBOX
|
||||
- All unit tests pass covering DATA-01 through DATA-05 and DATA-08
|
||||
- No real API calls in tests (all mocked)
|
||||
</success_criteria>
|
||||
|
||||
<output>
|
||||
After completion, create `.planning/phases/01-tradier-data-layer/01-02-SUMMARY.md`
|
||||
</output>
|
||||
Loading…
Reference in New Issue