Merge 176b24be86 into fa4d01c23a
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LembaGang
GitHub
commit
a5f0418659
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"""Tests for the pre-trade market state verification gate.
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Imports the market_gate module directly to avoid pulling in the full
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tradingagents dependency chain (yfinance, etc.) in CI environments
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that only need to validate the gate logic.
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"""
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import json
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import sys
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from pathlib import Path
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from unittest.mock import patch, MagicMock
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from io import BytesIO
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# Allow direct import without the full tradingagents package chain
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sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "tradingagents" / "agents" / "risk_mgmt"))
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from market_gate import (
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_ticker_to_mic,
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check_market_state,
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create_market_gate,
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)
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class TestTickerToMic:
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"""Test ticker suffix to MIC resolution."""
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def test_plain_us_ticker(self):
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assert _ticker_to_mic("AAPL") == "XNYS"
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def test_london_suffix(self):
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assert _ticker_to_mic("VOD.L") == "XLON"
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def test_tokyo_suffix(self):
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assert _ticker_to_mic("7203.T") == "XJPX"
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def test_hong_kong_suffix(self):
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assert _ticker_to_mic("0700.HK") == "XHKG"
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def test_case_insensitive(self):
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assert _ticker_to_mic("vod.l") == "XLON"
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def test_unknown_suffix_defaults_to_xnys(self):
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assert _ticker_to_mic("UNKNOWN.ZZ") == "XNYS"
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class TestCheckMarketState:
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"""Test the oracle HTTP call and fail-closed behavior."""
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@patch("market_gate.urlopen")
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def test_open_market(self, mock_urlopen):
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response = BytesIO(json.dumps({"status": "OPEN", "mic": "XNYS"}).encode())
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mock_urlopen.return_value.__enter__ = lambda s: response
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mock_urlopen.return_value.__exit__ = MagicMock(return_value=False)
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result = check_market_state("AAPL")
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assert result["status"] == "OPEN"
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assert result["blocked"] is False
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assert result["reason"] == ""
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@patch("market_gate.urlopen")
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def test_closed_market(self, mock_urlopen):
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response = BytesIO(json.dumps({"status": "CLOSED", "mic": "XNYS"}).encode())
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mock_urlopen.return_value.__enter__ = lambda s: response
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mock_urlopen.return_value.__exit__ = MagicMock(return_value=False)
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result = check_market_state("AAPL")
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assert result["status"] == "CLOSED"
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assert result["blocked"] is True
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assert "BLOCK TRADE" in result["reason"]
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@patch("market_gate.urlopen")
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def test_halted_market(self, mock_urlopen):
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response = BytesIO(json.dumps({"status": "HALTED", "mic": "XNYS"}).encode())
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mock_urlopen.return_value.__enter__ = lambda s: response
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mock_urlopen.return_value.__exit__ = MagicMock(return_value=False)
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result = check_market_state("AAPL")
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assert result["status"] == "HALTED"
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assert result["blocked"] is True
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@patch("market_gate.urlopen")
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def test_network_failure_defaults_to_unknown(self, mock_urlopen):
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from urllib.error import URLError
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mock_urlopen.side_effect = URLError("connection refused")
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result = check_market_state("AAPL")
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assert result["status"] == "UNKNOWN"
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assert result["blocked"] is True
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assert "BLOCK TRADE" in result["reason"]
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class TestMarketGateNode:
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"""Test the LangGraph node integration."""
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@patch("market_gate.check_market_state")
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def test_open_market_adds_safe_advisory(self, mock_check):
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mock_check.return_value = {
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"status": "OPEN", "mic": "XNYS", "blocked": False, "reason": ""
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}
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node = create_market_gate()
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state = {
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"company_of_interest": "AAPL",
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"risk_debate_state": {
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"history": "Prior debate...",
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"aggressive_history": "",
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"conservative_history": "",
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"neutral_history": "",
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"latest_speaker": "Neutral",
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"current_aggressive_response": "",
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"current_conservative_response": "",
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"current_neutral_response": "",
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"judge_decision": "",
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"count": 3,
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},
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}
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result = node(state)
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history = result["risk_debate_state"]["history"]
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assert "[MARKET GATE]" in history
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assert "OPEN" in history
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assert "safe to proceed" in history
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@patch("market_gate.check_market_state")
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def test_closed_market_adds_block_advisory(self, mock_check):
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mock_check.return_value = {
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"status": "CLOSED",
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"mic": "XNYS",
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"blocked": True,
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"reason": "BLOCK TRADE — market XNYS is CLOSED",
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}
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node = create_market_gate()
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state = {
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"company_of_interest": "AAPL",
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"risk_debate_state": {
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"history": "Prior debate...",
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"aggressive_history": "",
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"conservative_history": "",
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"neutral_history": "",
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"latest_speaker": "Neutral",
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"current_aggressive_response": "",
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"current_conservative_response": "",
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"current_neutral_response": "",
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"judge_decision": "",
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"count": 3,
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},
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}
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result = node(state)
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history = result["risk_debate_state"]["history"]
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assert "[MARKET GATE]" in history
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assert "BLOCK TRADE" in history
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assert "Do NOT approve execution" in history
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@ -13,6 +13,7 @@ from .researchers.bull_researcher import create_bull_researcher
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from .risk_mgmt.aggressive_debator import create_aggressive_debator
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from .risk_mgmt.conservative_debator import create_conservative_debator
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from .risk_mgmt.neutral_debator import create_neutral_debator
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from .risk_mgmt.market_gate import create_market_gate
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from .managers.research_manager import create_research_manager
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from .managers.portfolio_manager import create_portfolio_manager
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@ -37,4 +38,5 @@ __all__ = [
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"create_conservative_debator",
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"create_social_media_analyst",
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"create_trader",
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"create_market_gate",
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]
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"""Pre-trade market state verification gate.
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Checks whether the target exchange is open before the Portfolio Manager
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approves a trade. Uses the Headless Oracle free demo endpoint — no API
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key or account required.
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Resolves: https://github.com/TauricResearch/TradingAgents/issues/514
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"""
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import json
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import logging
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from urllib.request import urlopen, Request
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from urllib.error import URLError
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logger = logging.getLogger(__name__)
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# Map common ticker suffixes to ISO 10383 Market Identifier Codes.
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# Tickers without a suffix are assumed to be US equities (XNYS).
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SUFFIX_TO_MIC = {
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"": "XNYS", # US equities (default)
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".TO": "XNYS", # TMX — route through NYSE hours as proxy
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".L": "XLON", # London Stock Exchange
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".HK": "XHKG", # Hong Kong
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".T": "XJPX", # Tokyo
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".PA": "XPAR", # Euronext Paris
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".SI": "XSES", # Singapore
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".AX": "XASX", # Australia
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".BO": "XBOM", # BSE India
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".NS": "XNSE", # NSE India
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".SS": "XSHG", # Shanghai
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".SZ": "XSHE", # Shenzhen
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".KS": "XKRX", # Korea
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".JO": "XJSE", # Johannesburg
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".SA": "XBSP", # B3 Brazil
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".SW": "XSWX", # SIX Swiss
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".MI": "XMIL", # Borsa Italiana
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".IS": "XIST", # Borsa Istanbul
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".SR": "XSAU", # Saudi Exchange
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".NZ": "XNZE", # New Zealand
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".HE": "XHEL", # Nasdaq Helsinki
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".ST": "XSTO", # Nasdaq Stockholm
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}
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ORACLE_URL = "https://headlessoracle.com/v5/demo"
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def _ticker_to_mic(ticker: str) -> str:
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"""Derive the exchange MIC from a ticker's suffix."""
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upper = ticker.upper()
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for suffix, mic in SUFFIX_TO_MIC.items():
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if suffix and upper.endswith(suffix):
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return mic
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# No suffix -> US equity
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return "XNYS"
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def check_market_state(ticker: str, timeout: int = 10) -> dict:
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"""Fetch a signed market-state receipt for the ticker's exchange.
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Returns a dict with at least:
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status - "OPEN", "CLOSED", "HALTED", or "UNKNOWN"
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mic - the exchange MIC that was checked
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blocked - True if the trade should not proceed
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reason - human-readable explanation (empty string when OPEN)
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On network failure the status defaults to "UNKNOWN" (fail-closed).
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"""
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mic = _ticker_to_mic(ticker)
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url = f"{ORACLE_URL}?mic={mic}"
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try:
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req = Request(url, headers={"User-Agent": "TradingAgents/1.0"})
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with urlopen(req, timeout=timeout) as resp:
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data = json.load(resp)
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except (URLError, OSError, json.JSONDecodeError) as exc:
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logger.warning("Market gate: oracle unreachable (%s), defaulting to UNKNOWN", exc)
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data = {"status": "UNKNOWN", "mic": mic}
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status = data.get("status", "UNKNOWN")
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blocked = status != "OPEN"
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reason = "" if not blocked else f"BLOCK TRADE — market {mic} is {status}"
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return {
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"status": status,
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"mic": mic,
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"blocked": blocked,
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"reason": reason,
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}
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def create_market_gate():
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"""Create a graph node that gates trade execution on market state.
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When the market is not OPEN, the node injects a blocking advisory into
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the risk debate history so the Portfolio Manager sees it before deciding.
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"""
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def market_gate_node(state) -> dict:
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ticker = state["company_of_interest"]
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result = check_market_state(ticker)
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risk_debate_state = state["risk_debate_state"]
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history = risk_debate_state.get("history", "")
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if result["blocked"]:
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advisory = (
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f"\n\n[MARKET GATE] {result['reason']}. "
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f"Exchange {result['mic']} status is {result['status']}. "
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"Do NOT approve execution — the market is not open for trading."
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)
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logger.info("Market gate blocked trade: %s", result["reason"])
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else:
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advisory = (
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f"\n\n[MARKET GATE] Exchange {result['mic']} is OPEN. "
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"Market state verified — safe to proceed with execution."
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)
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new_risk_debate_state = {
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**risk_debate_state,
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"history": history + advisory,
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}
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return {"risk_debate_state": new_risk_debate_state}
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return market_gate_node
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@ -22,6 +22,13 @@ DEFAULT_CONFIG = {
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"max_debate_rounds": 1,
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"max_risk_discuss_rounds": 1,
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"max_recur_limit": 100,
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# Market state verification gate (pre-trade safety check)
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# When enabled, verifies the target exchange is open before the
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# Portfolio Manager approves execution. Uses the free Headless Oracle
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# demo endpoint (no API key required). Covers 28 global exchanges.
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# See: https://github.com/TauricResearch/TradingAgents/issues/514
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"use_market_gate": True,
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# Data vendor configuration
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# Category-level configuration (default for all tools in category)
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"data_vendors": {
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@ -5,6 +5,7 @@ from langgraph.graph import END, START, StateGraph
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from langgraph.prebuilt import ToolNode
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from tradingagents.agents import *
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from tradingagents.agents.risk_mgmt.market_gate import create_market_gate
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from tradingagents.agents.utils.agent_states import AgentState
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from .conditional_logic import ConditionalLogic
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@ -24,8 +25,10 @@ class GraphSetup:
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invest_judge_memory,
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portfolio_manager_memory,
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conditional_logic: ConditionalLogic,
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config: dict = None,
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):
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"""Initialize with required components."""
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self.config = config or {}
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self.quick_thinking_llm = quick_thinking_llm
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self.deep_thinking_llm = deep_thinking_llm
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self.tool_nodes = tool_nodes
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@ -169,13 +172,24 @@ class GraphSetup:
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},
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)
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workflow.add_edge("Research Manager", "Trader")
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# Market state verification gate (optional, enabled by default)
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# When enabled, checks if the target exchange is open before the
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# Portfolio Manager approves execution.
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if self.config.get("use_market_gate", True):
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market_gate_node = create_market_gate()
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workflow.add_node("Market Gate", market_gate_node)
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workflow.add_edge("Market Gate", "Portfolio Manager")
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portfolio_entry = "Market Gate"
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else:
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portfolio_entry = "Portfolio Manager"
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workflow.add_edge("Trader", "Aggressive Analyst")
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workflow.add_conditional_edges(
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"Aggressive Analyst",
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self.conditional_logic.should_continue_risk_analysis,
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{
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"Conservative Analyst": "Conservative Analyst",
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"Portfolio Manager": "Portfolio Manager",
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"Portfolio Manager": portfolio_entry,
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},
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)
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workflow.add_conditional_edges(
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@ -183,7 +197,7 @@ class GraphSetup:
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self.conditional_logic.should_continue_risk_analysis,
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{
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"Neutral Analyst": "Neutral Analyst",
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"Portfolio Manager": "Portfolio Manager",
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"Portfolio Manager": portfolio_entry,
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},
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)
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workflow.add_conditional_edges(
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@ -191,7 +205,7 @@ class GraphSetup:
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self.conditional_logic.should_continue_risk_analysis,
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{
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"Aggressive Analyst": "Aggressive Analyst",
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"Portfolio Manager": "Portfolio Manager",
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"Portfolio Manager": portfolio_entry,
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},
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)
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@ -117,6 +117,7 @@ class TradingAgentsGraph:
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self.invest_judge_memory,
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self.portfolio_manager_memory,
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self.conditional_logic,
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config=self.config,
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)
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self.propagator = Propagator()
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