From e7584b8d838905ef9b1935e53fb113680e3ea2cf Mon Sep 17 00:00:00 2001
From: nornen0202 <75664002+nornen0202@users.noreply.github.com>
Date: Tue, 7 Apr 2026 02:13:38 +0900
Subject: [PATCH] Fix scheduled news coverage and run date reporting (#10)
---
tests/test_report_localization.py | 4 +
tests/test_scheduled_analysis.py | 6 +-
tests/test_yfinance_news.py | 68 +++++++++
tradingagents/agents/analysts/news_analyst.py | 2 +-
.../agents/analysts/social_media_analyst.py | 2 +-
tradingagents/agents/utils/agent_states.py | 1 +
tradingagents/dataflows/yfinance_news.py | 143 +++++++++++++++---
tradingagents/graph/propagation.py | 6 +-
tradingagents/graph/trading_graph.py | 5 +-
tradingagents/reporting.py | 17 ++-
tradingagents/scheduled/runner.py | 12 +-
tradingagents/scheduled/site.py | 5 +-
12 files changed, 237 insertions(+), 34 deletions(-)
create mode 100644 tests/test_yfinance_news.py
diff --git a/tests/test_report_localization.py b/tests/test_report_localization.py
index 6782e31b..7f0274e1 100644
--- a/tests/test_report_localization.py
+++ b/tests/test_report_localization.py
@@ -10,6 +10,8 @@ from tradingagents.reporting import save_report_bundle
class ReportLocalizationTests(unittest.TestCase):
def test_save_report_bundle_uses_korean_labels(self):
final_state = {
+ "analysis_date": "2026-04-06",
+ "trade_date": "2026-04-02",
"market_report": "시장 보고서 본문",
"sentiment_report": "소셜 보고서 본문",
"news_report": "뉴스 보고서 본문",
@@ -39,6 +41,8 @@ class ReportLocalizationTests(unittest.TestCase):
self.assertIn("트레이딩 분석 리포트", report_text)
self.assertIn("생성 시각", report_text)
+ self.assertIn("분석 기준일: 2026-04-06", report_text)
+ self.assertIn("시장 데이터 기준일: 2026-04-02", report_text)
self.assertIn("애널리스트 팀 리포트", report_text)
self.assertIn("포트폴리오 매니저 최종 판단", report_text)
self.assertIn("시장 애널리스트", report_text)
diff --git a/tests/test_scheduled_analysis.py b/tests/test_scheduled_analysis.py
index 6adadcc5..ff854fca 100644
--- a/tests/test_scheduled_analysis.py
+++ b/tests/test_scheduled_analysis.py
@@ -24,13 +24,14 @@ class _FakeTradingAgentsGraph:
self.config = config or {}
self.callbacks = callbacks or []
- def propagate(self, ticker, trade_date):
+ def propagate(self, ticker, trade_date, analysis_date=None):
if ticker == "FAIL":
raise RuntimeError("synthetic failure")
final_state = {
"company_of_interest": ticker,
"trade_date": trade_date,
+ "analysis_date": analysis_date or trade_date,
"market_report": f"## Market\n{ticker} market analysis",
"sentiment_report": f"## Sentiment\n{ticker} sentiment analysis",
"news_report": f"## News\n{ticker} news analysis",
@@ -104,6 +105,7 @@ subtitle = "Automated"
self.assertEqual(manifest["settings"]["provider"], "codex")
self.assertEqual(manifest["settings"]["deep_model"], "gpt-5.4")
self.assertEqual(manifest["settings"]["quick_model"], "gpt-5.4")
+ self.assertEqual(manifest["tickers"][0]["analysis_date"], manifest["started_at"][:10])
run_dir = archive_dir / "runs" / manifest["started_at"][:4] / manifest["run_id"]
self.assertTrue((run_dir / "run.json").exists())
@@ -118,6 +120,7 @@ subtitle = "Automated"
self.assertIn("partial failure", index_html)
self.assertIn("NVDA", run_html)
self.assertIn("Rendered report", ticker_html)
+ self.assertIn("Analysis date", ticker_html)
self.assertTrue((site_dir / "downloads" / manifest["run_id"] / "NVDA" / "complete_report.md").exists())
def test_main_site_only_rebuilds_from_existing_archive(self):
@@ -162,6 +165,7 @@ subtitle = "Automated"
{
"ticker": "NVDA",
"status": "success",
+ "analysis_date": "2026-04-05",
"trade_date": "2026-04-04",
"decision": "BUY",
"started_at": "2026-04-05T09:13:00+09:00",
diff --git a/tests/test_yfinance_news.py b/tests/test_yfinance_news.py
new file mode 100644
index 00000000..9275b294
--- /dev/null
+++ b/tests/test_yfinance_news.py
@@ -0,0 +1,68 @@
+import unittest
+from unittest.mock import patch
+
+from tradingagents.dataflows.yfinance_news import get_news_yfinance
+
+
+def _article(date_value: str, title: str, link: str) -> dict:
+ return {
+ "content": {
+ "title": title,
+ "summary": f"Summary for {title}",
+ "provider": {"displayName": "Unit Test"},
+ "canonicalUrl": {"url": link},
+ "pubDate": f"{date_value}T12:00:00Z",
+ }
+ }
+
+
+class _FakeTicker:
+ def __init__(self, full_news: list[dict]):
+ self.full_news = list(full_news)
+
+ def get_news(self, count=20):
+ return self.full_news[:count]
+
+
+class YFinanceNewsTests(unittest.TestCase):
+ def test_get_news_yfinance_expands_feed_depth_to_cover_requested_window(self):
+ recent_articles = [
+ _article(f"2026-04-{day:02d}", f"Recent article {day}", f"https://example.com/recent-{day}")
+ for day in range(6, 2, -1)
+ for _ in range(15)
+ ]
+ older_articles = [
+ _article("2026-04-02", "Alphabet April 2 article", "https://example.com/apr2"),
+ _article("2026-04-01", "Alphabet April 1 article", "https://example.com/apr1"),
+ ]
+ fake_ticker = _FakeTicker(recent_articles + older_articles)
+
+ with (
+ patch("tradingagents.dataflows.yfinance_news.yf.Ticker", return_value=fake_ticker),
+ patch("tradingagents.dataflows.yfinance_news.yf_retry", side_effect=lambda fn: fn()),
+ ):
+ result = get_news_yfinance("GOOGL", "2026-03-26", "2026-04-02")
+
+ self.assertIn("Alphabet April 2 article", result)
+ self.assertIn("[2026-04-02]", result)
+
+ def test_get_news_yfinance_reports_feed_coverage_when_window_is_unavailable(self):
+ fake_ticker = _FakeTicker(
+ [
+ _article("2026-04-06", "Fresh article", "https://example.com/fresh"),
+ _article("2026-04-05", "Fresh article 2", "https://example.com/fresh-2"),
+ ]
+ )
+
+ with (
+ patch("tradingagents.dataflows.yfinance_news.yf.Ticker", return_value=fake_ticker),
+ patch("tradingagents.dataflows.yfinance_news.yf_retry", side_effect=lambda fn: fn()),
+ ):
+ result = get_news_yfinance("GOOGL", "2026-03-26", "2026-04-02")
+
+ self.assertIn("No news found for GOOGL between 2026-03-26 and 2026-04-02", result)
+ self.assertIn("2026-04-05 to 2026-04-06", result)
+
+
+if __name__ == "__main__":
+ unittest.main()
diff --git a/tradingagents/agents/analysts/news_analyst.py b/tradingagents/agents/analysts/news_analyst.py
index e0fe93c5..275a498a 100644
--- a/tradingagents/agents/analysts/news_analyst.py
+++ b/tradingagents/agents/analysts/news_analyst.py
@@ -10,7 +10,7 @@ from tradingagents.dataflows.config import get_config
def create_news_analyst(llm):
def news_analyst_node(state):
- current_date = state["trade_date"]
+ current_date = state.get("analysis_date") or state["trade_date"]
instrument_context = build_instrument_context(state["company_of_interest"])
tools = [
diff --git a/tradingagents/agents/analysts/social_media_analyst.py b/tradingagents/agents/analysts/social_media_analyst.py
index 34a53c46..2f97d174 100644
--- a/tradingagents/agents/analysts/social_media_analyst.py
+++ b/tradingagents/agents/analysts/social_media_analyst.py
@@ -5,7 +5,7 @@ from tradingagents.dataflows.config import get_config
def create_social_media_analyst(llm):
def social_media_analyst_node(state):
- current_date = state["trade_date"]
+ current_date = state.get("analysis_date") or state["trade_date"]
instrument_context = build_instrument_context(state["company_of_interest"])
tools = [
diff --git a/tradingagents/agents/utils/agent_states.py b/tradingagents/agents/utils/agent_states.py
index 6423b936..41fcb037 100644
--- a/tradingagents/agents/utils/agent_states.py
+++ b/tradingagents/agents/utils/agent_states.py
@@ -46,6 +46,7 @@ class RiskDebateState(TypedDict):
class AgentState(MessagesState):
company_of_interest: Annotated[str, "Company that we are interested in trading"]
trade_date: Annotated[str, "What date we are trading at"]
+ analysis_date: Annotated[str, "What date the full analysis is being generated on"]
sender: Annotated[str, "Agent that sent this message"]
diff --git a/tradingagents/dataflows/yfinance_news.py b/tradingagents/dataflows/yfinance_news.py
index dd1046f5..a20c4034 100644
--- a/tradingagents/dataflows/yfinance_news.py
+++ b/tradingagents/dataflows/yfinance_news.py
@@ -1,12 +1,46 @@
"""yfinance-based news data fetching functions."""
-import yfinance as yf
-from datetime import datetime
+from datetime import datetime, timezone
+
from dateutil.relativedelta import relativedelta
+import yfinance as yf
from .stockstats_utils import yf_retry
+_TICKER_NEWS_FETCH_COUNTS = (20, 50, 100)
+_MAX_FILTERED_TICKER_ARTICLES = 25
+
+
+def _parse_pub_date(raw_value) -> datetime | None:
+ """Normalize yfinance pub date values into a timezone-aware datetime."""
+ if raw_value in (None, ""):
+ return None
+
+ if isinstance(raw_value, datetime):
+ return raw_value
+
+ if isinstance(raw_value, (int, float)):
+ try:
+ return datetime.fromtimestamp(raw_value, tz=timezone.utc)
+ except (OverflowError, OSError, ValueError):
+ return None
+
+ if isinstance(raw_value, str):
+ normalized = raw_value.strip()
+ if not normalized:
+ return None
+ try:
+ return datetime.fromisoformat(normalized.replace("Z", "+00:00"))
+ except ValueError:
+ try:
+ return datetime.fromtimestamp(float(normalized), tz=timezone.utc)
+ except (OverflowError, OSError, ValueError):
+ return None
+
+ return None
+
+
def _extract_article_data(article: dict) -> dict:
"""Extract article data from yfinance news format (handles nested 'content' structure)."""
# Handle nested content structure
@@ -22,13 +56,7 @@ def _extract_article_data(article: dict) -> dict:
link = url_obj.get("url", "")
# Get publish date
- pub_date_str = content.get("pubDate", "")
- pub_date = None
- if pub_date_str:
- try:
- pub_date = datetime.fromisoformat(pub_date_str.replace("Z", "+00:00"))
- except (ValueError, AttributeError):
- pass
+ pub_date = _parse_pub_date(content.get("pubDate", ""))
return {
"title": title,
@@ -44,10 +72,79 @@ def _extract_article_data(article: dict) -> dict:
"summary": article.get("summary", ""),
"publisher": article.get("publisher", "Unknown"),
"link": article.get("link", ""),
- "pub_date": None,
+ "pub_date": _parse_pub_date(article.get("providerPublishTime")),
}
+def _article_identity(article: dict) -> str:
+ """Return a stable identity key for deduplicating news articles."""
+ link = article.get("link", "").strip()
+ if link:
+ return link
+
+ title = article.get("title", "").strip()
+ publisher = article.get("publisher", "").strip()
+ pub_date = article.get("pub_date")
+ stamp = pub_date.isoformat() if isinstance(pub_date, datetime) else ""
+ return f"{publisher}::{title}::{stamp}"
+
+
+def _collect_ticker_news(
+ ticker: str,
+ start_dt: datetime,
+) -> tuple[list[dict], datetime | None, datetime | None]:
+ """Fetch increasingly larger ticker feeds until the requested window is covered."""
+ collected: list[dict] = []
+ seen: set[str] = set()
+ oldest_pub_date = None
+ newest_pub_date = None
+
+ for count in _TICKER_NEWS_FETCH_COUNTS:
+ news = yf_retry(lambda batch_size=count: yf.Ticker(ticker).get_news(count=batch_size))
+ if not news:
+ continue
+
+ for article in news:
+ data = _extract_article_data(article)
+ identity = _article_identity(data)
+ if identity in seen:
+ continue
+ seen.add(identity)
+ collected.append(data)
+
+ pub_date = data.get("pub_date")
+ if pub_date:
+ if newest_pub_date is None or pub_date > newest_pub_date:
+ newest_pub_date = pub_date
+ if oldest_pub_date is None or pub_date < oldest_pub_date:
+ oldest_pub_date = pub_date
+
+ if oldest_pub_date and oldest_pub_date.replace(tzinfo=None) <= start_dt:
+ break
+ if len(news) < count:
+ break
+
+ collected.sort(
+ key=lambda article: article["pub_date"].timestamp() if article.get("pub_date") else float("-inf"),
+ reverse=True,
+ )
+ return collected, oldest_pub_date, newest_pub_date
+
+
+def _format_coverage_note(oldest_pub_date: datetime | None, newest_pub_date: datetime | None) -> str:
+ """Describe the yfinance coverage window when no article matches the requested range."""
+ if oldest_pub_date and newest_pub_date:
+ return (
+ "; the current yfinance ticker feed only covered "
+ f"{oldest_pub_date.strftime('%Y-%m-%d')} to {newest_pub_date.strftime('%Y-%m-%d')} at query time"
+ )
+ if oldest_pub_date:
+ return f"; the current yfinance ticker feed only reached back to {oldest_pub_date.strftime('%Y-%m-%d')}"
+ if newest_pub_date:
+ return f"; the current yfinance ticker feed only returned articles up to {newest_pub_date.strftime('%Y-%m-%d')}"
+ return ""
+
+
def get_news_yfinance(
ticker: str,
start_date: str,
@@ -65,38 +162,40 @@ def get_news_yfinance(
Formatted string containing news articles
"""
try:
- stock = yf.Ticker(ticker)
- news = yf_retry(lambda: stock.get_news(count=20))
-
- if not news:
- return f"No news found for {ticker}"
-
- # Parse date range for filtering
start_dt = datetime.strptime(start_date, "%Y-%m-%d")
end_dt = datetime.strptime(end_date, "%Y-%m-%d")
+ articles, oldest_pub_date, newest_pub_date = _collect_ticker_news(ticker, start_dt)
+
+ if not articles:
+ return f"No news found for {ticker}"
news_str = ""
filtered_count = 0
- for article in news:
- data = _extract_article_data(article)
-
+ for data in articles:
# Filter by date if publish time is available
if data["pub_date"]:
pub_date_naive = data["pub_date"].replace(tzinfo=None)
if not (start_dt <= pub_date_naive <= end_dt + relativedelta(days=1)):
continue
- news_str += f"### {data['title']} (source: {data['publisher']})\n"
+ date_prefix = ""
+ if data["pub_date"]:
+ date_prefix = f"[{data['pub_date'].strftime('%Y-%m-%d')}] "
+
+ news_str += f"### {date_prefix}{data['title']} (source: {data['publisher']})\n"
if data["summary"]:
news_str += f"{data['summary']}\n"
if data["link"]:
news_str += f"Link: {data['link']}\n"
news_str += "\n"
filtered_count += 1
+ if filtered_count >= _MAX_FILTERED_TICKER_ARTICLES:
+ break
if filtered_count == 0:
- return f"No news found for {ticker} between {start_date} and {end_date}"
+ coverage_note = _format_coverage_note(oldest_pub_date, newest_pub_date)
+ return f"No news found for {ticker} between {start_date} and {end_date}{coverage_note}"
return f"## {ticker} News, from {start_date} to {end_date}:\n\n{news_str}"
diff --git a/tradingagents/graph/propagation.py b/tradingagents/graph/propagation.py
index 0fd10c0c..a7281718 100644
--- a/tradingagents/graph/propagation.py
+++ b/tradingagents/graph/propagation.py
@@ -16,13 +16,17 @@ class Propagator:
self.max_recur_limit = max_recur_limit
def create_initial_state(
- self, company_name: str, trade_date: str
+ self,
+ company_name: str,
+ trade_date: str,
+ analysis_date: str | None = None,
) -> Dict[str, Any]:
"""Create the initial state for the agent graph."""
return {
"messages": [("human", company_name)],
"company_of_interest": company_name,
"trade_date": str(trade_date),
+ "analysis_date": str(analysis_date or trade_date),
"investment_debate_state": InvestDebateState(
{
"bull_history": "",
diff --git a/tradingagents/graph/trading_graph.py b/tradingagents/graph/trading_graph.py
index 0723ebf5..0484616b 100644
--- a/tradingagents/graph/trading_graph.py
+++ b/tradingagents/graph/trading_graph.py
@@ -202,14 +202,14 @@ class TradingAgentsGraph:
),
}
- def propagate(self, company_name, trade_date):
+ def propagate(self, company_name, trade_date, analysis_date=None):
"""Run the trading agents graph for a company on a specific date."""
self.ticker = company_name
# Initialize state
init_agent_state = self.propagator.create_initial_state(
- company_name, trade_date
+ company_name, trade_date, analysis_date=analysis_date
)
args = self.propagator.get_graph_args()
@@ -245,6 +245,7 @@ class TradingAgentsGraph:
self.log_states_dict[str(trade_date)] = {
"company_of_interest": final_state["company_of_interest"],
"trade_date": final_state["trade_date"],
+ "analysis_date": final_state.get("analysis_date", final_state["trade_date"]),
"market_report": final_state["market_report"],
"sentiment_report": final_state["sentiment_report"],
"news_report": final_state["news_report"],
diff --git a/tradingagents/reporting.py b/tradingagents/reporting.py
index f0b829e7..4537cc92 100644
--- a/tradingagents/reporting.py
+++ b/tradingagents/reporting.py
@@ -19,6 +19,8 @@ def save_report_bundle(
save_path = Path(save_path)
save_path.mkdir(parents=True, exist_ok=True)
labels = _labels_for(language)
+ analysis_date = _coerce_text(final_state.get("analysis_date"))
+ trade_date = _coerce_text(final_state.get("trade_date"))
sections: list[str] = []
@@ -104,10 +106,13 @@ def save_report_bundle(
f"### {labels['portfolio_manager']}\n{portfolio_decision}"
)
- header = (
- f"# {labels['report_title']}: {ticker}\n\n"
- f"{labels['generated_at']}: {generated_at.strftime('%Y-%m-%d %H:%M:%S')}\n\n"
- )
+ metadata_lines = [f"{labels['generated_at']}: {generated_at.strftime('%Y-%m-%d %H:%M:%S')}"]
+ if analysis_date:
+ metadata_lines.append(f"{labels['analysis_date']}: {analysis_date}")
+ if trade_date:
+ metadata_lines.append(f"{labels['trade_date']}: {trade_date}")
+
+ header = f"# {labels['report_title']}: {ticker}\n\n" + "\n".join(metadata_lines) + "\n\n"
complete_report = save_path / "complete_report.md"
_write_text(complete_report, header + "\n\n".join(sections))
return complete_report
@@ -132,6 +137,8 @@ def _labels_for(language: str) -> dict[str, str]:
return {
"report_title": "트레이딩 분석 리포트",
"generated_at": "생성 시각",
+ "analysis_date": "분석 기준일",
+ "trade_date": "시장 데이터 기준일",
"section_analysts": "I. 애널리스트 팀 리포트",
"section_research": "II. 리서치 팀 판단",
"section_trading": "III. 트레이딩 팀 계획",
@@ -154,6 +161,8 @@ def _labels_for(language: str) -> dict[str, str]:
return {
"report_title": "Trading Analysis Report",
"generated_at": "Generated",
+ "analysis_date": "Analysis date",
+ "trade_date": "Market data date",
"section_analysts": "I. Analyst Team Reports",
"section_research": "II. Research Team Decision",
"section_trading": "III. Trading Team Plan",
diff --git a/tradingagents/scheduled/runner.py b/tradingagents/scheduled/runner.py
index 7ccb3f5f..7ed27e65 100644
--- a/tradingagents/scheduled/runner.py
+++ b/tradingagents/scheduled/runner.py
@@ -159,6 +159,7 @@ def _run_single_ticker(
ticker_started = datetime.now(ZoneInfo(config.run.timezone))
timer_start = perf_counter()
+ analysis_date = ticker_started.date().isoformat()
try:
trade_date = resolve_trade_date(ticker, config)
@@ -169,7 +170,11 @@ def _run_single_ticker(
config=_graph_config(config, engine_results_dir),
callbacks=[stats_handler],
)
- final_state, decision = graph.propagate(ticker, trade_date)
+ final_state, decision = graph.propagate(
+ ticker,
+ trade_date,
+ analysis_date=analysis_date,
+ )
report_dir = ticker_dir / "report"
report_file = save_report_bundle(
@@ -198,6 +203,7 @@ def _run_single_ticker(
"ticker": ticker,
"status": "success",
"trade_date": trade_date,
+ "analysis_date": analysis_date,
"decision": str(decision),
"started_at": ticker_started.isoformat(),
"finished_at": datetime.now(ZoneInfo(config.run.timezone)).isoformat(),
@@ -216,6 +222,7 @@ def _run_single_ticker(
"ticker": ticker,
"status": "success",
"trade_date": trade_date,
+ "analysis_date": analysis_date,
"decision": str(decision),
"started_at": ticker_started.isoformat(),
"finished_at": analysis_payload["finished_at"],
@@ -232,6 +239,7 @@ def _run_single_ticker(
error_payload = {
"ticker": ticker,
"status": "failed",
+ "analysis_date": analysis_date,
"error": str(exc),
"traceback": traceback.format_exc(),
"started_at": ticker_started.isoformat(),
@@ -244,6 +252,7 @@ def _run_single_ticker(
return {
"ticker": ticker,
"status": "failed",
+ "analysis_date": analysis_date,
"trade_date": None,
"decision": None,
"error": str(exc),
@@ -285,6 +294,7 @@ def _serialize_final_state(final_state: dict[str, Any]) -> dict[str, Any]:
return {
"company_of_interest": final_state.get("company_of_interest"),
"trade_date": final_state.get("trade_date"),
+ "analysis_date": final_state.get("analysis_date"),
"market_report": final_state.get("market_report"),
"sentiment_report": final_state.get("sentiment_report"),
"news_report": final_state.get("news_report"),
diff --git a/tradingagents/scheduled/site.py b/tradingagents/scheduled/site.py
index 48261c2d..ed17ab28 100644
--- a/tradingagents/scheduled/site.py
+++ b/tradingagents/scheduled/site.py
@@ -163,6 +163,7 @@ def _render_run_page(manifest: dict[str, Any], settings: SiteSettings) -> str:
{_escape(ticker_summary['ticker'])}
{_escape(ticker_summary['status'])}
+ Analysis date{_escape(ticker_summary.get('analysis_date') or '-')}
Trade date{_escape(ticker_summary.get('trade_date') or '-')}
Duration{ticker_summary.get('duration_seconds', 0):.1f}s
Decision{_escape(ticker_summary.get('decision') or ticker_summary.get('error') or '-')}
@@ -239,10 +240,12 @@ def _render_ticker_page(
Ticker report
{_escape(ticker_summary['ticker'])}
-
{_escape(ticker_summary.get('trade_date') or '-')} / {_escape(ticker_summary['status'])}
+
Analysis {_escape(ticker_summary.get('analysis_date') or '-')} / Market {_escape(ticker_summary.get('trade_date') or '-')} / {_escape(ticker_summary['status'])}
{_escape(ticker_summary['status'])}
+
Analysis date{_escape(ticker_summary.get('analysis_date') or '-')}
+
Trade date{_escape(ticker_summary.get('trade_date') or '-')}
Decision{_escape(ticker_summary.get('decision') or '-')}
Duration{ticker_summary.get('duration_seconds', 0):.1f}s
LLM calls{ticker_summary.get('metrics', {}).get('llm_calls', 0)}