feat: add Azure OpenAI support

- Add AzureClient class using langchain_openai.AzureChatOpenAI
- Add Azure to LLM provider factory
- Add Azure deployment options to CLI selectors
- Support environment variables: AZURE_OPENAI_API_KEY, AZURE_OPENAI_ENDPOINT, OPENAI_API_VERSION

Fixes #334

cli/utils.py

@@ -164,6 +164,12 @@ def select_shallow_thinking_agent(provider) -> str:
             ("GPT-OSS:latest (20B, local)", "gpt-oss:latest"),
             ("GLM-4.7-Flash:latest (30B, local)", "glm-4.7-flash:latest"),
         ],
+        "azure": [
+            ("GPT-4o (your deployment)", "gpt-4o"),
+            ("GPT-4o-mini (your deployment)", "gpt-4o-mini"),
+            ("GPT-4 Turbo (your deployment)", "gpt-4-turbo"),
+            ("Custom deployment name", "__custom__"),
+        ],
     }
 
     choice = questionary.select(
@@ -231,6 +237,12 @@ def select_deep_thinking_agent(provider) -> str:
             ("GPT-OSS:latest (20B, local)", "gpt-oss:latest"),
             ("Qwen3:latest (8B, local)", "qwen3:latest"),
         ],
+        "azure": [
+            ("GPT-4o (your deployment)", "gpt-4o"),
+            ("GPT-4o-mini (your deployment)", "gpt-4o-mini"),
+            ("GPT-4 Turbo (your deployment)", "gpt-4-turbo"),
+            ("Custom deployment name", "__custom__"),
+        ],
     }
 
     choice = questionary.select(
@@ -265,6 +277,7 @@ def select_llm_provider() -> tuple[str, str]:
         ("xAI", "https://api.x.ai/v1"),
         ("Openrouter", "https://openrouter.ai/api/v1"),
         ("Ollama", "http://localhost:11434/v1"),
+        ("Azure OpenAI", "azure"),
     ]
     
     choice = questionary.select(

tradingagents/llm_clients/azure_client.py

@@ -0,0 +1,64 @@
+"""Azure OpenAI client implementation."""
+
+import os
+from typing import Any, Optional
+
+from langchain_openai import AzureChatOpenAI
+
+from .base_client import BaseLLMClient
+
+
+class AzureClient(BaseLLMClient):
+    """Client for Azure OpenAI provider.
+
+    Required environment variables:
+        AZURE_OPENAI_API_KEY: Your Azure OpenAI API key
+        AZURE_OPENAI_ENDPOINT: Your Azure endpoint (e.g., https://your-resource.openai.azure.com/)
+        OPENAI_API_VERSION: API version (e.g., 2024-02-15-preview)
+
+    Optional:
+        AZURE_DEPLOYMENT_NAME: Your deployment name (can also be passed as model parameter)
+    """
+
+    def __init__(
+        self,
+        model: str,
+        base_url: Optional[str] = None,
+        **kwargs,
+    ):
+        super().__init__(model, base_url, **kwargs)
+        # In Azure, model is the deployment name
+        self.deployment_name = model
+
+    def get_llm(self) -> Any:
+        """Return configured AzureChatOpenAI instance."""
+        llm_kwargs = {
+            "azure_deployment": self.deployment_name,
+        }
+
+        # Pass through Azure-specific kwargs
+        for key in ("timeout", "max_retries", "callbacks", "api_version",
+                    "azure_endpoint", "api_key", "http_client", "http_async_client"):
+            if key in self.kwargs:
+                llm_kwargs[key] = self.kwargs[key]
+
+        # Environment variable fallbacks
+        if "azure_endpoint" not in llm_kwargs:
+            endpoint = os.environ.get("AZURE_OPENAI_ENDPOINT")
+            if endpoint:
+                llm_kwargs["azure_endpoint"] = endpoint
+
+        if "api_key" not in llm_kwargs:
+            api_key = os.environ.get("AZURE_OPENAI_API_KEY")
+            if api_key:
+                llm_kwargs["api_key"] = api_key
+
+        if "api_version" not in llm_kwargs:
+            api_version = os.environ.get("OPENAI_API_VERSION", "2024-02-15-preview")
+            llm_kwargs["api_version"] = api_version
+
+        return AzureChatOpenAI(**llm_kwargs)
+
+    def validate_model(self) -> bool:
+        """Validate Azure deployment name (always valid, Azure validates at runtime)."""
+        return bool(self.deployment_name)

tradingagents/llm_clients/factory.py

@@ -4,6 +4,7 @@ from .base_client import BaseLLMClient
 from .openai_client import OpenAIClient
 from .anthropic_client import AnthropicClient
 from .google_client import GoogleClient
+from .azure_client import AzureClient
 
 
 def create_llm_client(
@@ -15,8 +16,8 @@ def create_llm_client(
     """Create an LLM client for the specified provider.
 
     Args:
-        provider: LLM provider (openai, anthropic, google, xai, ollama, openrouter)
-        model: Model name/identifier
+        provider: LLM provider (openai, anthropic, google, azure, xai, ollama, openrouter)
+        model: Model name/identifier (for Azure, use deployment name)
         base_url: Optional base URL for API endpoint
         **kwargs: Additional provider-specific arguments
             - http_client: Custom httpx.Client for SSL proxy or certificate customization
@@ -46,4 +47,7 @@ def create_llm_client(
     if provider_lower == "google":
         return GoogleClient(model, base_url, **kwargs)
 
+    if provider_lower == "azure":
+        return AzureClient(model, base_url, **kwargs)
+
     raise ValueError(f"Unsupported LLM provider: {provider}")