diff --git a/tradingagents/dataflows/alpha_vantage_fundamentals.py b/tradingagents/dataflows/alpha_vantage_fundamentals.py
index 3f401337..8e0e9768 100644
--- a/tradingagents/dataflows/alpha_vantage_fundamentals.py
+++ b/tradingagents/dataflows/alpha_vantage_fundamentals.py
@@ -1,6 +1,24 @@
+from typing import Union
+
 from .alpha_vantage_common import _make_api_request
 
 
+def _filter_reports_by_date(result: dict, curr_date: str) -> dict:
+    """Remove annualReports/quarterlyReports whose fiscalDateEnding exceeds curr_date.
+
+    Mutates *result* in-place and returns it so callers can chain the call.
+    """
+    if not (curr_date and isinstance(result, dict)):
+        return result
+    for key in ("annualReports", "quarterlyReports"):
+        if key in result:
+            result[key] = [
+                r for r in result[key]
+                if r.get("fiscalDateEnding", "") <= curr_date
+            ]
+    return result
+
+
 def get_fundamentals(ticker: str, curr_date: str = None) -> str:
     """
     Retrieve comprehensive fundamental data for a given ticker symbol using Alpha Vantage.
@@ -19,7 +37,9 @@ def get_fundamentals(ticker: str, curr_date: str = None) -> str:
     return _make_api_request("OVERVIEW", params)
 
 
-def get_balance_sheet(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+def get_balance_sheet(
+    ticker: str, freq: str = "quarterly", curr_date: str = None
+) -> Union[dict, str]:
     """
     Retrieve balance sheet data for a given ticker symbol using Alpha Vantage.
 
@@ -29,23 +49,19 @@ def get_balance_sheet(ticker: str, freq: str = "quarterly", curr_date: str = Non
         curr_date (str): Current date you are trading at, yyyy-mm-dd
 
     Returns:
-        str: Balance sheet data with normalized fields
+        dict | str: Balance sheet data dict, or an error string.
     """
     params = {
         "symbol": ticker,
     }
 
     result = _make_api_request("BALANCE_SHEET", params)
-    # Filter out reports whose fiscalDateEnding is after curr_date to prevent look-ahead bias.
-    if curr_date and isinstance(result, dict):
-        for key in ("annualReports", "quarterlyReports"):
-            if key in result:
-                result[key] = [r for r in result[key]
-                               if r.get("fiscalDateEnding", "") <= curr_date]
-    return result
+    return _filter_reports_by_date(result, curr_date)
 
 
-def get_cashflow(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+def get_cashflow(
+    ticker: str, freq: str = "quarterly", curr_date: str = None
+) -> Union[dict, str]:
     """
     Retrieve cash flow statement data for a given ticker symbol using Alpha Vantage.
 
@@ -55,23 +71,19 @@ def get_cashflow(ticker: str, freq: str = "quarterly", curr_date: str = None) ->
         curr_date (str): Current date you are trading at, yyyy-mm-dd
 
     Returns:
-        str: Cash flow statement data with normalized fields
+        dict | str: Cash flow statement data dict, or an error string.
     """
     params = {
         "symbol": ticker,
     }
 
     result = _make_api_request("CASH_FLOW", params)
-    # Filter out reports whose fiscalDateEnding is after curr_date to prevent look-ahead bias.
-    if curr_date and isinstance(result, dict):
-        for key in ("annualReports", "quarterlyReports"):
-            if key in result:
-                result[key] = [r for r in result[key]
-                               if r.get("fiscalDateEnding", "") <= curr_date]
-    return result
+    return _filter_reports_by_date(result, curr_date)
 
 
-def get_income_statement(ticker: str, freq: str = "quarterly", curr_date: str = None) -> str:
+def get_income_statement(
+    ticker: str, freq: str = "quarterly", curr_date: str = None
+) -> Union[dict, str]:
     """
     Retrieve income statement data for a given ticker symbol using Alpha Vantage.
 
@@ -81,18 +93,11 @@ def get_income_statement(ticker: str, freq: str = "quarterly", curr_date: str =
         curr_date (str): Current date you are trading at, yyyy-mm-dd
 
     Returns:
-        str: Income statement data with normalized fields
+        dict | str: Income statement data dict, or an error string.
     """
     params = {
         "symbol": ticker,
     }
 
     result = _make_api_request("INCOME_STATEMENT", params)
-    # Filter out reports whose fiscalDateEnding is after curr_date to prevent look-ahead bias.
-    if curr_date and isinstance(result, dict):
-        for key in ("annualReports", "quarterlyReports"):
-            if key in result:
-                result[key] = [r for r in result[key]
-                               if r.get("fiscalDateEnding", "") <= curr_date]
-    return result
-
+    return _filter_reports_by_date(result, curr_date)
diff --git a/tradingagents/dataflows/y_finance.py b/tradingagents/dataflows/y_finance.py
index 8f6d6680..cd35c165 100644
--- a/tradingagents/dataflows/y_finance.py
+++ b/tradingagents/dataflows/y_finance.py
@@ -1,10 +1,25 @@
 from typing import Annotated
 from datetime import datetime
 from dateutil.relativedelta import relativedelta
+import pandas as pd
 import yfinance as yf
 import os
 from .stockstats_utils import StockstatsUtils, _clean_dataframe, yf_retry
 
+
+def _filter_financials_by_date(data: "pd.DataFrame", curr_date: str) -> "pd.DataFrame":
+    """Drop DataFrame columns (fiscal period timestamps) that exceed curr_date.
+
+    yfinance financial statements are indexed by metric name (rows) and fiscal
+    period end date (columns).  Columns that post-date the simulation's current
+    date represent future data and must be removed to prevent look-ahead bias.
+    """
+    if not curr_date or data.empty:
+        return data
+    cutoff = pd.Timestamp(curr_date)
+    mask = pd.to_datetime(data.columns, errors="coerce") <= cutoff
+    return data.loc[:, mask]
+
 def get_YFin_data_online(
     symbol: Annotated[str, "ticker symbol of the company"],
     start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
@@ -365,9 +380,7 @@ def get_balance_sheet(
             data = yf_retry(lambda: ticker_obj.balance_sheet)
 
         # Filter out fiscal periods after curr_date to prevent look-ahead bias.
-        if curr_date and not data.empty:
-            cutoff = pd.Timestamp(curr_date)
-            data = data.loc[:, [c for c in data.columns if pd.Timestamp(c) <= cutoff]]
+        data = _filter_financials_by_date(data, curr_date)
 
         if data.empty:
             return f"No balance sheet data found for symbol '{ticker}'" + (
@@ -402,9 +415,7 @@ def get_cashflow(
             data = yf_retry(lambda: ticker_obj.cashflow)
 
         # Filter out fiscal periods after curr_date to prevent look-ahead bias.
-        if curr_date and not data.empty:
-            cutoff = pd.Timestamp(curr_date)
-            data = data.loc[:, [c for c in data.columns if pd.Timestamp(c) <= cutoff]]
+        data = _filter_financials_by_date(data, curr_date)
 
         if data.empty:
             return f"No cash flow data found for symbol '{ticker}'" + (
@@ -439,9 +450,7 @@ def get_income_statement(
             data = yf_retry(lambda: ticker_obj.income_stmt)
 
         # Filter out fiscal periods after curr_date to prevent look-ahead bias.
-        if curr_date and not data.empty:
-            cutoff = pd.Timestamp(curr_date)
-            data = data.loc[:, [c for c in data.columns if pd.Timestamp(c) <= cutoff]]
+        data = _filter_financials_by_date(data, curr_date)
 
         if data.empty:
             return f"No income statement data found for symbol '{ticker}'" + (