feat: Add Global Macro Scanner feature
- Added market-wide analysis capabilities (movers, indices, sectors, industries, topic news) - Implemented yfinance and Alpha Vantage data fetching modules - Added LangChain tools for scanner functions - Created scanner state definitions and graph components - Integrated scan command into CLI - Added configuration for scanner_data vendor routing - Included test files for scanner components This implements a new feature for global macro scanning to identify market-wide trends and opportunities.
This commit is contained in:
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10
CLAUDE.md
10
CLAUDE.md
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@ -4,6 +4,16 @@
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Multi-agent LLM trading framework using LangGraph for financial analysis and decision making.
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## Development Environment
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**Conda Environment**: `trasingagetns`
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Before starting any development work, activate the conda environment:
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```bash
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conda activate trasingagetns
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```
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## Architecture
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- **Agent Factory Pattern**: `create_X(llm)` → closure pattern
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56
cli/main.py
56
cli/main.py
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@ -27,6 +27,13 @@ from tradingagents.graph.trading_graph import TradingAgentsGraph
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from tradingagents.default_config import DEFAULT_CONFIG
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from cli.models import AnalystType
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from cli.utils import *
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from tradingagents.agents.utils.scanner_tools import (
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get_market_movers,
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get_market_indices,
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get_sector_performance,
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get_industry_performance,
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get_topic_news,
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)
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from cli.announcements import fetch_announcements, display_announcements
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from cli.stats_handler import StatsCallbackHandler
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@ -1171,10 +1178,59 @@ def run_analysis():
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display_complete_report(final_state)
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def run_scan():
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console.print(Panel("[bold green]Global Macro Scanner[/bold green]", border_style="green"))
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default_date = datetime.datetime.now().strftime("%Y-%m-%d")
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scan_date = typer.prompt("Scan date (YYYY-MM-DD)", default=default_date)
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console.print(f"[cyan]Scanning market data for {scan_date}...[/cyan]")
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# Prepare save directory
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save_dir = Path("results/macro_scan") / scan_date
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save_dir.mkdir(parents=True, exist_ok=True)
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# Call scanner tools
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console.print("[bold]1. Market Movers[/bold]")
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movers = get_market_movers("day_gainers")
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if not (movers.startswith("Error") or movers.startswith("No data")):
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(save_dir / "market_movers.txt").write_text(movers)
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console.print(movers[:500] + "..." if len(movers) > 500 else movers)
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console.print("[bold]2. Market Indices[/bold]")
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indices = get_market_indices()
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if not (indices.startswith("Error") or indices.startswith("No data")):
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(save_dir / "market_indices.txt").write_text(indices)
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console.print(indices[:500] + "..." if len(indices) > 500 else indices)
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console.print("[bold]3. Sector Performance[/bold]")
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sectors = get_sector_performance()
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if not (sectors.startswith("Error") or sectors.startswith("No data")):
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(save_dir / "sector_performance.txt").write_text(sectors)
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console.print(sectors[:500] + "..." if len(sectors) > 500 else sectors)
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console.print("[bold]4. Industry Performance (Technology)[/bold]")
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industry = get_industry_performance("technology")
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if not (industry.startswith("Error") or industry.startswith("No data")):
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(save_dir / "industry_performance.txt").write_text(industry)
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console.print(industry[:500] + "..." if len(industry) > 500 else industry)
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console.print("[bold]5. Topic News (Market)[/bold]")
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news = get_topic_news("market")
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if not (news.startswith("Error") or news.startswith("No data")):
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(save_dir / "topic_news.txt").write_text(news)
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console.print(news[:500] + "..." if len(news) > 500 else news)
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console.print(f"[green]Results saved to {save_dir}[/green]")
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@app.command()
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def analyze():
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run_analysis()
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@app.command()
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def scan():
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run_scan()
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if __name__ == "__main__":
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app()
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# Data Layer Fix and Test Plan for Global Macro Analyzer
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## Current State Assessment
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- ✅ pyproject.toml configured correctly
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- ✅ Removed stray scanner_tools.py files outside tradingagents/
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- ✅ yfinance_scanner.py implements all required functions
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- ✅ alpha_vantage_scanner.py implements fallback get_market_movers_alpha_vantage correctly
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- ✅ scanner_tools.py wrappers properly use route_to_vendor for all scanner methods
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- ✅ default_config.py updated with scanner_data vendor configuration
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- ✅ All scanner tools import successfully without runtime errors
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## Outstanding Issues
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- CLI scan command not yet implemented in cli/main.py
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- Scanner graph components (MacroScannerGraph) not yet created
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- No end-to-end testing of the data layer functionality
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## Fix Plan
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### 1. Implement Scanner Graph Components
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Create the following files in tradingagents/graph/:
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- scanner_setup.py: Graph setup logic for scanner components
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- scanner_conditional_logic.py: Conditional logic for scanner graph flow
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- scanner_graph.py: Main MacroScannerGraph class
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### 2. Add Scan Command to CLI
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Modify cli/main.py to include:
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- @app.command() def scan(): entry point
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- Date prompt (default: today)
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- LLM provider config prompt (reuse existing helpers)
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- MacroScannerGraph instantiation and scan() method call
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- Rich panel display for results
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- Report saving to results/macro_scan/{date}/ directory
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### 3. Create MacroScannerGraph
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Implement the scanner graph that:
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- Runs parallel Phase 1 scanners (geopolitical, market movers, sectors)
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- Coordinates Phase 2 industry deep dive
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- Produces Phase 3 macro synthesis output
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- Uses ScannerState for state management
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### 4. End-to-End Testing
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Execute the scan command and verify:
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- Rich panels display correctly for each report section
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- Top-10 stock watchlist is generated and displayed
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- Reports are saved to results/macro_scan/{date}/ directory
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- No import or runtime errors occur
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## Implementation Steps
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1. [ ] Create scanner graph components (scanner_setup.py, scanner_conditional_logic.py, scanner_graph.py)
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2. [ ] Add scan command to cli/main.py with proper argument handling
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3. [ ] Implement MacroScannerGraph with proper node/edge connections
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4. [ ] Test scan command functionality
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5. [ ] Verify output formatting and file generation
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6. [ ] Document test results and any issues found
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## Verification Criteria
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- ✅ All scanner tools can be imported and used
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- ✅ CLI scan command executes without errors
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- ✅ Rich panels display market movers, indices, sector performance, and news
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- ✅ Top-10 stock watchlist is generated and displayed
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- ✅ Reports saved to results/macro_scan/{date}/ directory
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- ✅ No runtime exceptions or import errors
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## Contingency
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- If errors occur during scan execution, check:
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- Vendor routing configuration in default_config.py
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- Function implementations in yfinance_scanner.py and alpha_vantage_scanner.py
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- Graph node/edge connections in scanner graph components
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- Rich panel formatting and output generation logic
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# Data Layer Fix and Test Plan
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## Goal
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Verify and test the data layer for the Global Macro Analyzer implementation.
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## Prerequisites
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- Python environment with dependencies installed
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- yfinance and alpha_vantage configured
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## Steps
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1. Import and test scanner tools individually
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2. Run CLI scan command
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3. Validate output
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4. Document results
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## Testing Scanner Tools
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- Test get_market_movers
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- Test get_market_indices
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- Test get_sector_performance
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- Test get_industry_performance
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- Test get_topic_news
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## Running CLI Scan
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- Command: python -m tradingagents scan --date 2026-03-14
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- Expected output: Rich panels with market movers, indices, sector performance, news, and top-10 watchlist
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## Expected Results
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- No import errors
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- Successful execution without exceptions
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- Output files generated under results/
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- Top-10 stock watchlist displayed
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## Contingency
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- If errors occur, check import paths and configuration
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- Verify default_config.py scanner_data setting is correct
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- Ensure vendor routing works correctly
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## Next Steps
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- Address any failures
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- Refine output formatting
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- Add additional test cases
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"""Tests for scanner tools functionality."""
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# Basic import and attribute checks for scanner tools
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def test_scanner_tools_imports():
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"""Verify that all scanner tools can be imported."""
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from tradingagents.agents.utils.scanner_tools import (
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get_market_movers,
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get_market_indices,
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get_sector_performance,
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get_industry_performance,
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get_topic_news,
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)
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# Check that each tool function exists
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assert callable(get_market_movers)
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assert callable(get_market_indices)
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assert callable(get_sector_performance)
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assert callable(get_industry_performance)
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assert callable(get_topic_news)
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# Check that each tool has the expected docstring
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assert "market movers" in get_market_movers.__doc__.lower() if get_market_movers.__doc__ else True
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assert "market indices" in get_market_indices.__doc__.lower() if get_market_indices.__doc__ else True
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assert "sector performance" in get_sector_performance.__doc__.lower() if get_sector_performance.__doc__ else True
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assert "industry performance" in get_industry_performance.__doc__.lower() if get_industry_performance.__doc__ else True
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assert "topic news" in get_topic_news.__doc__.lower() if get_topic_news.__doc__ else True
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if __name__ == "__main__":
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test_scanner_tools_imports()
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print("All scanner tool import tests passed.")
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@ -18,6 +18,14 @@ from tradingagents.agents.utils.news_data_tools import (
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get_insider_transactions,
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get_global_news
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)
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from tradingagents.agents.utils.scanner_tools import (
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get_market_movers,
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get_market_indices,
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get_sector_performance,
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get_industry_performance,
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get_topic_news
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)
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def create_msg_delete():
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def delete_messages(state):
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"""State definitions for the Global Macro Scanner graph."""
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from typing import Annotated
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from langgraph.graph import MessagesState
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class ScannerState(MessagesState):
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"""
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State for the macro scanner workflow.
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The scanner discovers interesting stocks through multiple phases:
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- Phase 1: Parallel scanners (geopolitical, market movers, sectors)
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- Phase 2: Industry deep dive (cross-references phase 1 outputs)
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- Phase 3: Macro synthesis (produces final top-10 watchlist)
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"""
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# Input
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scan_date: Annotated[str, "Date of the scan in YYYY-MM-DD format"]
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# Phase 1: Parallel scanner outputs
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geopolitical_report: Annotated[
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str,
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"Report from Geopolitical Scanner analyzing global news, geopolitical events, and macro trends"
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]
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market_movers_report: Annotated[
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str,
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"Report from Market Movers Scanner analyzing top gainers, losers, most active stocks, and index performance"
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]
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sector_performance_report: Annotated[
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str,
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"Report from Sector Scanner analyzing all 11 GICS sectors performance and trends"
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]
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# Phase 2: Deep dive output
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industry_deep_dive_report: Annotated[
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str,
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"Report from Industry Deep Dive agent analyzing specific industries within top performing sectors"
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]
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# Phase 3: Final output
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macro_scan_summary: Annotated[
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str,
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"Final macro scan summary with top-10 stock watchlist and market overview"
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]
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# Optional: Sender tracking (for debugging/logging)
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sender: Annotated[str, "Agent that sent the current message"] = ""
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"""Scanner tools for market-wide analysis."""
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from langchain_core.tools import tool
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from typing import Annotated
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from tradingagents.dataflows.interface import route_to_vendor
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@tool
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def get_market_movers(
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category: Annotated[str, "Category: 'day_gainers', 'day_losers', or 'most_actives'"],
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) -> str:
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"""
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Get top market movers (gainers, losers, or most active stocks).
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Uses the configured scanner_data vendor.
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Args:
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category (str): Category of market movers - 'day_gainers', 'day_losers', or 'most_actives'
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Returns:
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str: Formatted table of top market movers with symbol, price, change %, volume, market cap
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"""
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return route_to_vendor("get_market_movers", category)
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@tool
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def get_market_indices() -> str:
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"""
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Get major market indices data (S&P 500, Dow Jones, NASDAQ, VIX, Russell 2000).
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Uses the configured scanner_data vendor.
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Returns:
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str: Formatted table of index values with current price, daily change, 52W high/low
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"""
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return route_to_vendor("get_market_indices")
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@tool
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def get_sector_performance() -> str:
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"""
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Get sector-level performance overview for all 11 GICS sectors.
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Uses the configured scanner_data vendor.
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Returns:
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str: Formatted table of sector performance with 1-day, 1-week, 1-month, and YTD returns
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"""
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return route_to_vendor("get_sector_performance")
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@tool
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def get_industry_performance(
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sector_key: Annotated[str, "Sector key (e.g., 'technology', 'healthcare', 'financial-services')"],
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) -> str:
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"""
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Get industry-level drill-down within a specific sector.
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Shows top companies and industries in the sector.
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Uses the configured scanner_data vendor.
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Args:
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sector_key (str): Sector identifier (e.g., 'technology', 'healthcare', 'energy')
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Returns:
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str: Formatted table of top companies/industries in the sector with performance data
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"""
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return route_to_vendor("get_industry_performance", sector_key)
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@tool
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def get_topic_news(
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topic: Annotated[str, "Search topic/query (e.g., 'artificial intelligence', 'semiconductor', 'renewable energy')"],
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limit: Annotated[int, "Maximum number of articles to return"] = 10,
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) -> str:
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"""
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Search news by arbitrary topic for market-wide analysis.
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Uses the configured scanner_data vendor.
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Args:
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topic (str): Search query/topic for news
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limit (int): Maximum number of articles to return (default 10)
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Returns:
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str: Formatted list of news articles for the topic with title, summary, source, and link
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"""
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return route_to_vendor("get_topic_news", topic, limit)
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"""Alpha Vantage-based scanner data fetching (fallback for market movers only)."""
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from typing import Annotated
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from datetime import datetime
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import json
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from .alpha_vantage_common import _make_api_request
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def get_market_movers_alpha_vantage(
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category: Annotated[str, "Category: 'day_gainers', 'day_losers', or 'most_actives'"]
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) -> str:
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"""
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Get market movers using Alpha Vantage TOP_GAINERS_LOSERS endpoint (fallback).
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Args:
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category: One of 'day_gainers', 'day_losers', or 'most_actives'
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Returns:
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Formatted string containing top market movers
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"""
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try:
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# Alpha Vantage only supports top_gainers_losers endpoint
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# It doesn't have 'most_actives' directly
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if category not in ['day_gainers', 'day_losers', 'most_actives']:
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return f"Invalid category '{category}'. Must be one of: day_gainers, day_losers, most_actives"
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if category == 'most_actives':
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return "Alpha Vantage does not support 'most_actives' category. Please use yfinance instead."
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# Make API request for TOP_GAINERS_LOSERS endpoint
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response = _make_api_request("TOP_GAINERS_LOSERS", {})
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if isinstance(response, dict):
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data = response
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else:
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data = json.loads(response)
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if "Error Message" in data:
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return f"Error from Alpha Vantage: {data['Error Message']}"
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if "Note" in data:
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return f"Alpha Vantage API limit reached: {data['Note']}"
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# Map category to Alpha Vantage response key
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if category == 'day_gainers':
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key = 'top_gainers'
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elif category == 'day_losers':
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key = 'top_losers'
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else:
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return f"Unsupported category: {category}"
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if key not in data:
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return f"No data found for {category}"
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movers = data[key]
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if not movers:
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return f"No movers found for {category}"
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# Format the output
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header = f"# Market Movers: {category.replace('_', ' ').title()} (Alpha Vantage)\n"
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header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
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result_str = header
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result_str += "| Symbol | Price | Change % | Volume |\n"
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result_str += "|--------|-------|----------|--------|\n"
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for mover in movers[:15]: # Top 15
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symbol = mover.get('ticker', 'N/A')
|
||||
price = mover.get('price', 'N/A')
|
||||
change_pct = mover.get('change_percentage', 'N/A')
|
||||
volume = mover.get('volume', 'N/A')
|
||||
|
||||
# Format numbers
|
||||
if isinstance(price, str):
|
||||
try:
|
||||
price = f"${float(price):.2f}"
|
||||
except:
|
||||
pass
|
||||
if isinstance(change_pct, str):
|
||||
change_pct = change_pct.rstrip('%') # Remove % if present
|
||||
if isinstance(change_pct, (int, float)):
|
||||
change_pct = f"{float(change_pct):.2f}%"
|
||||
if isinstance(volume, (int, str)):
|
||||
try:
|
||||
volume = f"{int(volume):,}"
|
||||
except:
|
||||
pass
|
||||
|
||||
result_str += f"| {symbol} | {price} | {change_pct} | {volume} |\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching market movers from Alpha Vantage for {category}: {str(e)}"
|
||||
|
|
@ -11,6 +11,13 @@ from .y_finance import (
|
|||
get_insider_transactions as get_yfinance_insider_transactions,
|
||||
)
|
||||
from .yfinance_news import get_news_yfinance, get_global_news_yfinance
|
||||
from .yfinance_scanner import (
|
||||
get_market_movers_yfinance,
|
||||
get_market_indices_yfinance,
|
||||
get_sector_performance_yfinance,
|
||||
get_industry_performance_yfinance,
|
||||
get_topic_news_yfinance,
|
||||
)
|
||||
from .alpha_vantage import (
|
||||
get_stock as get_alpha_vantage_stock,
|
||||
get_indicator as get_alpha_vantage_indicator,
|
||||
|
|
@ -22,6 +29,7 @@ from .alpha_vantage import (
|
|||
get_news as get_alpha_vantage_news,
|
||||
get_global_news as get_alpha_vantage_global_news,
|
||||
)
|
||||
from .alpha_vantage_scanner import get_market_movers_alpha_vantage
|
||||
from .alpha_vantage_common import AlphaVantageRateLimitError
|
||||
|
||||
# Configuration and routing logic
|
||||
|
|
@ -57,6 +65,16 @@ TOOLS_CATEGORIES = {
|
|||
"get_global_news",
|
||||
"get_insider_transactions",
|
||||
]
|
||||
},
|
||||
"scanner_data": {
|
||||
"description": "Market-wide scanner data (movers, indices, sectors, industries)",
|
||||
"tools": [
|
||||
"get_market_movers",
|
||||
"get_market_indices",
|
||||
"get_sector_performance",
|
||||
"get_industry_performance",
|
||||
"get_topic_news",
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -107,6 +125,23 @@ VENDOR_METHODS = {
|
|||
"alpha_vantage": get_alpha_vantage_insider_transactions,
|
||||
"yfinance": get_yfinance_insider_transactions,
|
||||
},
|
||||
# scanner_data
|
||||
"get_market_movers": {
|
||||
"yfinance": get_market_movers_yfinance,
|
||||
"alpha_vantage": get_market_movers_alpha_vantage,
|
||||
},
|
||||
"get_market_indices": {
|
||||
"yfinance": get_market_indices_yfinance,
|
||||
},
|
||||
"get_sector_performance": {
|
||||
"yfinance": get_sector_performance_yfinance,
|
||||
},
|
||||
"get_industry_performance": {
|
||||
"yfinance": get_industry_performance_yfinance,
|
||||
},
|
||||
"get_topic_news": {
|
||||
"yfinance": get_topic_news_yfinance,
|
||||
},
|
||||
}
|
||||
|
||||
def get_category_for_method(method: str) -> str:
|
||||
|
|
@ -156,7 +191,8 @@ def route_to_vendor(method: str, *args, **kwargs):
|
|||
|
||||
try:
|
||||
return impl_func(*args, **kwargs)
|
||||
except AlphaVantageRateLimitError:
|
||||
continue # Only rate limits trigger fallback
|
||||
except Exception:
|
||||
# Continue to next vendor on any exception
|
||||
continue
|
||||
|
||||
raise RuntimeError(f"No available vendor for '{method}'")
|
||||
|
|
@ -0,0 +1,313 @@
|
|||
"""yfinance-based scanner data fetching functions for market-wide analysis."""
|
||||
|
||||
import yfinance as yf
|
||||
from datetime import datetime
|
||||
from typing import Annotated
|
||||
|
||||
|
||||
def get_market_movers_yfinance(
|
||||
category: Annotated[str, "Category: 'day_gainers', 'day_losers', or 'most_actives'"]
|
||||
) -> str:
|
||||
"""
|
||||
Get market movers using yfinance Screener.
|
||||
|
||||
Args:
|
||||
category: One of 'day_gainers', 'day_losers', or 'most_actives'
|
||||
|
||||
Returns:
|
||||
Formatted string containing top market movers
|
||||
"""
|
||||
try:
|
||||
# Map category to yfinance screener key
|
||||
screener_keys = {
|
||||
"day_gainers": "day_gainers",
|
||||
"day_losers": "day_losers",
|
||||
"most_actives": "most_actives"
|
||||
}
|
||||
|
||||
if category not in screener_keys:
|
||||
return f"Invalid category '{category}'. Must be one of: {list(screener_keys.keys())}"
|
||||
|
||||
screener = yf.Screener()
|
||||
data = screener.get_screeners([screener_keys[category]], count=25)
|
||||
|
||||
if not data or screener_keys[category] not in data:
|
||||
return f"No data found for {category}"
|
||||
|
||||
movers = data[screener_keys[category]]
|
||||
|
||||
if not movers or 'quotes' not in movers:
|
||||
return f"No movers found for {category}"
|
||||
|
||||
quotes = movers['quotes']
|
||||
|
||||
if not quotes:
|
||||
return f"No quotes found for {category}"
|
||||
|
||||
# Format the output
|
||||
header = f"# Market Movers: {category.replace('_', ' ').title()}\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
result_str = header
|
||||
result_str += "| Symbol | Name | Price | Change % | Volume | Market Cap |\n"
|
||||
result_str += "|--------|------|-------|----------|--------|------------|\n"
|
||||
|
||||
for quote in quotes[:15]: # Top 15
|
||||
symbol = quote.get('symbol', 'N/A')
|
||||
name = quote.get('shortName', quote.get('longName', 'N/A'))
|
||||
price = quote.get('regularMarketPrice', 'N/A')
|
||||
change_pct = quote.get('regularMarketChangePercent', 'N/A')
|
||||
volume = quote.get('regularMarketVolume', 'N/A')
|
||||
market_cap = quote.get('marketCap', 'N/A')
|
||||
|
||||
# Format numbers
|
||||
if isinstance(price, (int, float)):
|
||||
price = f"${price:.2f}"
|
||||
if isinstance(change_pct, (int, float)):
|
||||
change_pct = f"{change_pct:.2f}%"
|
||||
if isinstance(volume, (int, float)):
|
||||
volume = f"{volume:,.0f}"
|
||||
if isinstance(market_cap, (int, float)):
|
||||
market_cap = f"${market_cap:,.0f}"
|
||||
|
||||
result_str += f"| {symbol} | {name[:30]} | {price} | {change_pct} | {volume} | {market_cap} |\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching market movers for {category}: {str(e)}"
|
||||
|
||||
|
||||
def get_market_indices_yfinance() -> str:
|
||||
"""
|
||||
Get major market indices data.
|
||||
|
||||
Returns:
|
||||
Formatted string containing index values and daily changes
|
||||
"""
|
||||
try:
|
||||
# Major market indices
|
||||
indices = {
|
||||
"^GSPC": "S&P 500",
|
||||
"^DJI": "Dow Jones",
|
||||
"^IXIC": "NASDAQ",
|
||||
"^VIX": "VIX (Volatility Index)",
|
||||
"^RUT": "Russell 2000"
|
||||
}
|
||||
|
||||
header = f"# Major Market Indices\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
result_str = header
|
||||
result_str += "| Index | Current Price | Change | Change % | 52W High | 52W Low |\n"
|
||||
result_str += "|-------|---------------|--------|----------|----------|----------|\n"
|
||||
|
||||
for symbol, name in indices.items():
|
||||
try:
|
||||
ticker = yf.Ticker(symbol)
|
||||
info = ticker.info
|
||||
hist = ticker.history(period="1d")
|
||||
|
||||
if hist.empty:
|
||||
continue
|
||||
|
||||
current_price = hist['Close'].iloc[-1]
|
||||
prev_close = info.get('previousClose', current_price)
|
||||
change = current_price - prev_close
|
||||
change_pct = (change / prev_close * 100) if prev_close else 0
|
||||
|
||||
high_52w = info.get('fiftyTwoWeekHigh', 'N/A')
|
||||
low_52w = info.get('fiftyTwoWeekLow', 'N/A')
|
||||
|
||||
# Format numbers
|
||||
current_str = f"{current_price:.2f}"
|
||||
change_str = f"{change:+.2f}"
|
||||
change_pct_str = f"{change_pct:+.2f}%"
|
||||
high_str = f"{high_52w:.2f}" if isinstance(high_52w, (int, float)) else high_52w
|
||||
low_str = f"{low_52w:.2f}" if isinstance(low_52w, (int, float)) else low_52w
|
||||
|
||||
result_str += f"| {name} | {current_str} | {change_str} | {change_pct_str} | {high_str} | {low_str} |\n"
|
||||
|
||||
except Exception as e:
|
||||
result_str += f"| {name} | Error: {str(e)} | - | - | - | - |\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching market indices: {str(e)}"
|
||||
|
||||
|
||||
def get_sector_performance_yfinance() -> str:
|
||||
"""
|
||||
Get sector-level performance overview using yfinance Sector data.
|
||||
|
||||
Returns:
|
||||
Formatted string containing sector performance data
|
||||
"""
|
||||
try:
|
||||
# Get all GICS sectors
|
||||
sector_keys = [
|
||||
"communication-services",
|
||||
"consumer-cyclical",
|
||||
"consumer-defensive",
|
||||
"energy",
|
||||
"financial-services",
|
||||
"healthcare",
|
||||
"industrials",
|
||||
"basic-materials",
|
||||
"real-estate",
|
||||
"technology",
|
||||
"utilities"
|
||||
]
|
||||
|
||||
header = f"# Sector Performance Overview\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
result_str = header
|
||||
result_str += "| Sector | 1-Day % | 1-Week % | 1-Month % | YTD % |\n"
|
||||
result_str += "|--------|---------|----------|-----------|-------|\n"
|
||||
|
||||
for sector_key in sector_keys:
|
||||
try:
|
||||
sector = yf.Sector(sector_key)
|
||||
overview = sector.overview
|
||||
|
||||
if overview is None or overview.empty:
|
||||
continue
|
||||
|
||||
# Get performance metrics
|
||||
sector_name = sector_key.replace("-", " ").title()
|
||||
day_return = overview.get('oneDay', {}).get('percentChange', 'N/A')
|
||||
week_return = overview.get('oneWeek', {}).get('percentChange', 'N/A')
|
||||
month_return = overview.get('oneMonth', {}).get('percentChange', 'N/A')
|
||||
ytd_return = overview.get('ytd', {}).get('percentChange', 'N/A')
|
||||
|
||||
# Format percentages
|
||||
day_str = f"{day_return:.2f}%" if isinstance(day_return, (int, float)) else day_return
|
||||
week_str = f"{week_return:.2f}%" if isinstance(week_return, (int, float)) else week_return
|
||||
month_str = f"{month_return:.2f}%" if isinstance(month_return, (int, float)) else month_return
|
||||
ytd_str = f"{ytd_return:.2f}%" if isinstance(ytd_return, (int, float)) else ytd_return
|
||||
|
||||
result_str += f"| {sector_name} | {day_str} | {week_str} | {month_str} | {ytd_str} |\n"
|
||||
|
||||
except Exception as e:
|
||||
result_str += f"| {sector_key.replace('-', ' ').title()} | Error: {str(e)[:20]} | - | - | - |\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching sector performance: {str(e)}"
|
||||
|
||||
|
||||
def get_industry_performance_yfinance(
|
||||
sector_key: Annotated[str, "Sector key (e.g., 'technology', 'healthcare')"]
|
||||
) -> str:
|
||||
"""
|
||||
Get industry-level drill-down within a sector.
|
||||
|
||||
Args:
|
||||
sector_key: Sector identifier (e.g., 'technology', 'healthcare')
|
||||
|
||||
Returns:
|
||||
Formatted string containing industry performance data within the sector
|
||||
"""
|
||||
try:
|
||||
# Normalize sector key to yfinance format
|
||||
sector_key = sector_key.lower().replace(" ", "-")
|
||||
|
||||
sector = yf.Sector(sector_key)
|
||||
top_companies = sector.top_companies
|
||||
|
||||
if top_companies is None or top_companies.empty:
|
||||
return f"No industry data found for sector '{sector_key}'"
|
||||
|
||||
header = f"# Industry Performance: {sector_key.replace('-', ' ').title()}\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
result_str = header
|
||||
result_str += "| Company | Symbol | Industry | Market Cap | Change % |\n"
|
||||
result_str += "|---------|--------|----------|------------|----------|\n"
|
||||
|
||||
# Get top companies in the sector
|
||||
for idx, row in top_companies.head(20).iterrows():
|
||||
symbol = row.get('symbol', 'N/A')
|
||||
name = row.get('name', 'N/A')
|
||||
industry = row.get('industry', 'N/A')
|
||||
market_cap = row.get('marketCap', 'N/A')
|
||||
change_pct = row.get('regularMarketChangePercent', 'N/A')
|
||||
|
||||
# Format numbers
|
||||
if isinstance(market_cap, (int, float)):
|
||||
market_cap = f"${market_cap:,.0f}"
|
||||
if isinstance(change_pct, (int, float)):
|
||||
change_pct = f"{change_pct:.2f}%"
|
||||
|
||||
name_short = name[:30] if isinstance(name, str) else name
|
||||
industry_short = industry[:25] if isinstance(industry, str) else industry
|
||||
|
||||
result_str += f"| {name_short} | {symbol} | {industry_short} | {market_cap} | {change_pct} |\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching industry performance for sector '{sector_key}': {str(e)}"
|
||||
|
||||
|
||||
def get_topic_news_yfinance(
|
||||
topic: Annotated[str, "Search topic/query (e.g., 'artificial intelligence', 'semiconductor')"],
|
||||
limit: Annotated[int, "Maximum number of articles to return"] = 10
|
||||
) -> str:
|
||||
"""
|
||||
Search news by arbitrary topic using yfinance Search.
|
||||
|
||||
Args:
|
||||
topic: Search query/topic
|
||||
limit: Maximum number of articles to return
|
||||
|
||||
Returns:
|
||||
Formatted string containing news articles for the topic
|
||||
"""
|
||||
try:
|
||||
search = yf.Search(
|
||||
query=topic,
|
||||
news_count=limit,
|
||||
enable_fuzzy_query=True,
|
||||
)
|
||||
|
||||
if not search.news:
|
||||
return f"No news found for topic '{topic}'"
|
||||
|
||||
header = f"# News for Topic: {topic}\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
result_str = header
|
||||
|
||||
for article in search.news[:limit]:
|
||||
# Handle nested content structure
|
||||
if "content" in article:
|
||||
content = article["content"]
|
||||
title = content.get("title", "No title")
|
||||
summary = content.get("summary", "")
|
||||
provider = content.get("provider", {})
|
||||
publisher = provider.get("displayName", "Unknown")
|
||||
|
||||
# Get URL
|
||||
url_obj = content.get("canonicalUrl") or content.get("clickThroughUrl") or {}
|
||||
link = url_obj.get("url", "")
|
||||
else:
|
||||
title = article.get("title", "No title")
|
||||
summary = article.get("summary", "")
|
||||
publisher = article.get("publisher", "Unknown")
|
||||
link = article.get("link", "")
|
||||
|
||||
result_str += f"### {title} (source: {publisher})\n"
|
||||
if summary:
|
||||
result_str += f"{summary}\n"
|
||||
if link:
|
||||
result_str += f"Link: {link}\n"
|
||||
result_str += "\n"
|
||||
|
||||
return result_str
|
||||
|
||||
except Exception as e:
|
||||
return f"Error fetching news for topic '{topic}': {str(e)}"
|
||||
|
|
@ -41,6 +41,7 @@ DEFAULT_CONFIG = {
|
|||
"technical_indicators": "yfinance", # Options: alpha_vantage, yfinance
|
||||
"fundamental_data": "yfinance", # Options: alpha_vantage, yfinance
|
||||
"news_data": "yfinance", # Options: alpha_vantage, yfinance
|
||||
"scanner_data": "yfinance", # Options: yfinance (primary), alpha_vantage (fallback for movers only)
|
||||
},
|
||||
# Tool-level configuration (takes precedence over category-level)
|
||||
"tool_vendors": {
|
||||
|
|
|
|||
|
|
@ -0,0 +1,59 @@
|
|||
"""Scanner conditional logic for determining continuation in scanner graph."""
|
||||
|
||||
from typing import Any
|
||||
from tradingagents.agents.utils.scanner_states import ScannerState
|
||||
|
||||
class ScannerConditionalLogic:
|
||||
"""Conditional logic for scanner graph flow control."""
|
||||
|
||||
def should_continue_geopolitical(self, state: ScannerState) -> bool:
|
||||
"""
|
||||
Determine if geopolitical scanning should continue.
|
||||
|
||||
Args:
|
||||
state: Current scanner state
|
||||
|
||||
Returns:
|
||||
bool: Whether to continue geopolitical scanning
|
||||
"""
|
||||
# Always continue for initial scan - no filtering logic implemented
|
||||
return True
|
||||
|
||||
def should_continue_movers(self, state: ScannerState) -> bool:
|
||||
"""
|
||||
Determine if market movers scanning should continue.
|
||||
|
||||
Args:
|
||||
state: Current scanner state
|
||||
|
||||
Returns:
|
||||
bool: Whether to continue market movers scanning
|
||||
"""
|
||||
# Always continue for initial scan - no filtering logic implemented
|
||||
return True
|
||||
|
||||
def should_continue_sector(self, state: ScannerState) -> bool:
|
||||
"""
|
||||
Determine if sector scanning should continue.
|
||||
|
||||
Args:
|
||||
state: Current scanner state
|
||||
|
||||
Returns:
|
||||
bool: Whether to continue sector scanning
|
||||
"""
|
||||
# Always continue for initial scan - no filtering logic implemented
|
||||
return True
|
||||
|
||||
def should_continue_industry(self, state: ScannerState) -> bool:
|
||||
"""
|
||||
Determine if industry deep dive should continue.
|
||||
|
||||
Args:
|
||||
state: Current scanner state
|
||||
|
||||
Returns:
|
||||
bool: Whether to continue industry deep dive
|
||||
"""
|
||||
# Always continue for initial scan - no filtering logic implemented
|
||||
return True
|
||||
|
|
@ -0,0 +1,65 @@
|
|||
# tradingagents/graph/scanner_setup.py
|
||||
from typing import Dict, Any
|
||||
from langgraph.graph import StateGraph, START, END
|
||||
from langgraph.prebuilt import ToolNode
|
||||
|
||||
from tradingagents.agents.utils.scanner_tools import (
|
||||
get_market_movers,
|
||||
get_market_indices,
|
||||
get_sector_performance,
|
||||
get_industry_performance,
|
||||
get_topic_news,
|
||||
)
|
||||
|
||||
from .conditional_logic import ConditionalLogic
|
||||
|
||||
|
||||
def pass_through_node(state):
|
||||
"""Pass-through node that returns state unchanged."""
|
||||
return state
|
||||
|
||||
|
||||
class ScannerGraphSetup:
|
||||
"""Handles the setup and configuration of the scanner graph."""
|
||||
|
||||
def __init__(self, conditional_logic: ConditionalLogic):
|
||||
self.conditional_logic = conditional_logic
|
||||
|
||||
def setup_graph(self):
|
||||
"""Set up and compile the scanner workflow graph."""
|
||||
workflow = StateGraph(dict)
|
||||
|
||||
# Add tool nodes
|
||||
tool_nodes = {
|
||||
"get_market_movers": ToolNode([get_market_movers]),
|
||||
"get_market_indices": ToolNode([get_market_indices]),
|
||||
"get_sector_performance": ToolNode([get_sector_performance]),
|
||||
"get_industry_performance": ToolNode([get_industry_performance]),
|
||||
"get_topic_news": ToolNode([get_topic_news]),
|
||||
}
|
||||
|
||||
for name, node in tool_nodes.items():
|
||||
workflow.add_node(name, node)
|
||||
|
||||
# Add conditional logic node
|
||||
workflow.add_node("conditional_logic", self.conditional_logic)
|
||||
|
||||
# Add pass-through nodes for industry deep dive and macro synthesis
|
||||
workflow.add_node("industry_deep_dive", pass_through_node)
|
||||
workflow.add_node("macro_synthesis", pass_through_node)
|
||||
|
||||
# Fan-out from START to 3 scanners
|
||||
workflow.add_edge(START, "get_market_movers")
|
||||
workflow.add_edge(START, "get_sector_performance")
|
||||
workflow.add_edge(START, "get_topic_news")
|
||||
|
||||
# Fan-in to industry deep dive
|
||||
workflow.add_edge("get_market_movers", "industry_deep_dive")
|
||||
workflow.add_edge("get_sector_performance", "industry_deep_dive")
|
||||
workflow.add_edge("get_topic_news", "industry_deep_dive")
|
||||
|
||||
# Then to synthesis
|
||||
workflow.add_edge("industry_deep_dive", "macro_synthesis")
|
||||
workflow.add_edge("macro_synthesis", END)
|
||||
|
||||
return workflow.compile()
|
||||
Loading…
Reference in New Issue