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refactor: organize discovery config into dedicated filter/enrichment sections 

- Created nested "filters" section for all filter-stage settings
  (min_average_volume, same-day movers, recent movers, etc.)
- Created nested "enrichment" section for batch news settings
- Updated CandidateFilter to read from new nested structure
- Added backward compatibility fallback for old flat config
- Improved config organization and clarity

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
Youssef Aitousarrah 2026-02-06 08:22:39 -08:00
parent 41e91e72d1
commit f1178b4a57
2 changed files with 76 additions and 52 deletions
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31
tradingagents/dataflows/discovery/filter.py
View File

@ -109,17 +109,25 @@ class CandidateFilter:
# Discovery Settings
discovery_config = config.get("discovery", {})
# Filter settings (nested under "filters" section, with backward compatibility)
filter_config = discovery_config.get("filters", discovery_config) # Fallback to root for old configs
self.filter_same_day_movers = filter_config.get("filter_same_day_movers", True)
self.intraday_movement_threshold = filter_config.get("intraday_movement_threshold", 10.0)
self.filter_recent_movers = filter_config.get("filter_recent_movers", True)
self.recent_movement_lookback_days = filter_config.get("recent_movement_lookback_days", 7)
self.recent_movement_threshold = filter_config.get("recent_movement_threshold", 10.0)
self.recent_mover_action = filter_config.get("recent_mover_action", "filter")
self.min_average_volume = filter_config.get("min_average_volume", 500_000)
self.volume_lookback_days = filter_config.get("volume_lookback_days", 10)
# Enrichment settings (nested under "enrichment" section, with backward compatibility)
enrichment_config = discovery_config.get("enrichment", discovery_config) # Fallback to root
self.batch_news_vendor = enrichment_config.get("batch_news_vendor", "openai")
self.batch_news_batch_size = enrichment_config.get("batch_news_batch_size", 50)
# Other settings (remain at discovery level)
self.news_lookback_days = discovery_config.get("news_lookback_days", 3)
self.filter_same_day_movers = discovery_config.get("filter_same_day_movers", True)
self.intraday_movement_threshold = discovery_config.get("intraday_movement_threshold", 6.0)
self.filter_recent_movers = discovery_config.get("filter_recent_movers", True)
self.recent_movement_lookback_days = discovery_config.get(
"recent_movement_lookback_days", 7
)
self.recent_movement_threshold = discovery_config.get("recent_movement_threshold", 10.0)
self.recent_mover_action = discovery_config.get("recent_mover_action", "filter")
self.min_average_volume = discovery_config.get("min_average_volume", 500_000)
self.volume_lookback_days = discovery_config.get("volume_lookback_days", 10)
self.volume_cache_key = discovery_config.get("volume_cache_key", "avg_volume_cache")
self.min_market_cap = discovery_config.get("min_market_cap", 0)
self.compression_atr_pct_max = discovery_config.get("compression_atr_pct_max", 2.0)
@ -128,9 +136,6 @@ class CandidateFilter:
self.context_max_snippets = discovery_config.get("context_max_snippets", 2)
self.context_snippet_max_chars = discovery_config.get("context_snippet_max_chars", 140)
self.batch_news_vendor = discovery_config.get("batch_news_vendor", "openai")
self.batch_news_batch_size = discovery_config.get("batch_news_batch_size", 50)
def filter(self, state: Dict[str, Any]) -> Dict[str, Any]:
"""Filter candidates based on strategy and enrich with additional data."""
candidates = state.get("candidate_metadata", [])

97
tradingagents/default_config.py
View File

@ -21,15 +21,13 @@ DEFAULT_CONFIG = {
# Discovery settings
"discovery": {
# ========================================
# GLOBAL SETTINGS (apply to all scanners)
# GLOBAL SETTINGS (ranking, analysis, output)
# ========================================
"max_candidates_to_analyze": 200, # Maximum candidates for deep dive analysis
"analyze_all_candidates": False, # If True, skip truncation and analyze all candidates
"final_recommendations": 15, # Number of final opportunities to recommend
"deep_dive_max_workers": 1, # Parallel workers for deep-dive analysis (1 = sequential)
# Discovery mode: "traditional", "semantic", or "hybrid"
"discovery_mode": "hybrid",
"discovery_mode": "hybrid", # "traditional", "semantic", or "hybrid"
# Ranking context truncation
"truncate_ranking_context": False, # True = truncate to save tokens, False = full context
@ -37,27 +35,13 @@ DEFAULT_CONFIG = {
"max_insider_chars": 300, # Only used if truncate_ranking_context=True
"max_recommendations_chars": 300, # Only used if truncate_ranking_context=True
# Global filters (apply to all scanners)
"min_average_volume": 500_000, # Minimum average volume for liquidity filter
"volume_lookback_days": 10, # Days to average for liquidity filter
"filter_same_day_movers": True, # Filter stocks that moved significantly today
"intraday_movement_threshold": 10.0, # Intraday % change threshold to filter
"filter_recent_movers": True, # Filter stocks that already moved in recent days
"recent_movement_lookback_days": 7, # Days to check for recent move
"recent_movement_threshold": 10.0, # % change to consider as already moved
"recent_mover_action": "filter", # "filter" or "deprioritize"
# Batch news enrichment
"batch_news_vendor": "google", # Vendor for batch news: "openai" or "google"
"batch_news_batch_size": 150, # Tickers per API call
# Tool execution logging
"log_tool_calls": True, # Capture tool inputs/outputs to results logs
"log_tool_calls_console": False, # Mirror tool logs to Python logger
"tool_log_max_chars": 10_000, # Max chars stored per tool output
"tool_log_exclude": ["validate_ticker"], # Tool names to exclude from logging
# Console price charts
# Console price charts (output formatting)
"console_price_charts": True, # Render mini price charts in console output
"price_chart_library": "plotille", # "plotille" (prettier) or "plotext" fallback
"price_chart_windows": ["1d", "7d", "1m", "6m", "1y"], # Windows to render
@ -67,6 +51,32 @@ DEFAULT_CONFIG = {
"price_chart_max_tickers": 10, # Max tickers to chart per run
"price_chart_show_movement_stats": True, # Show movement stats in console
# ========================================
# FILTER STAGE SETTINGS
# ========================================
"filters": {
# Liquidity filter
"min_average_volume": 500_000, # Minimum average volume
"volume_lookback_days": 10, # Days to average for liquidity check
# Same-day mover filter (remove stocks that already moved today)
"filter_same_day_movers": True, # Enable/disable filter
"intraday_movement_threshold": 10.0, # Intraday % change threshold
# Recent mover filter (remove stocks that moved in recent days)
"filter_recent_movers": True, # Enable/disable filter
"recent_movement_lookback_days": 7, # Days to check for recent moves
"recent_movement_threshold": 10.0, # % change threshold
"recent_mover_action": "filter", # "filter" or "deprioritize"
},
# ========================================
# ENRICHMENT STAGE SETTINGS
# ========================================
"enrichment": {
"batch_news_vendor": "google", # Vendor for batch news: "openai" or "google"
"batch_news_batch_size": 150, # Tickers per API call
},
# ========================================
# PIPELINES (priority and budget per pipeline)
# ========================================
@ -75,33 +85,28 @@ DEFAULT_CONFIG = {
"enabled": True,
"priority": 1,
"ranker_prompt": "edge_signals_ranker.txt",
"deep_dive_budget": 15
"deep_dive_budget": 15,
},
"momentum": {
"enabled": True,
"priority": 2,
"ranker_prompt": "momentum_ranker.txt",
"deep_dive_budget": 10
"deep_dive_budget": 10,
},
"news": {
"enabled": True,
"priority": 3,
"ranker_prompt": "news_catalyst_ranker.txt",
"deep_dive_budget": 5
"deep_dive_budget": 5,
},
"social": {
"enabled": True,
"priority": 4,
"ranker_prompt": "social_signals_ranker.txt",
"deep_dive_budget": 5
"deep_dive_budget": 5,
},
"events": {
"enabled": True,
"priority": 5,
"deep_dive_budget": 3
}
"events": {"enabled": True, "priority": 5, "deep_dive_budget": 3},
},
# ========================================
# SCANNER EXECUTION SETTINGS
# ========================================
@ -110,7 +115,6 @@ DEFAULT_CONFIG = {
"max_workers": 8, # Max concurrent scanner threads
"timeout_seconds": 30, # Timeout per scanner
},
# ========================================
# SCANNERS (each with scanner-specific settings)
# ========================================
@ -130,9 +134,28 @@ DEFAULT_CONFIG = {
"unusual_volume_multiple": 2.0, # Min volume/OI ratio for unusual activity
"min_premium": 25000, # Minimum premium ($) to filter noise
"min_volume": 1000, # Minimum option volume to consider
"ticker_universe": ["AAPL", "MSFT", "GOOGL", "AMZN", "META", "NVDA", "AMD", "TSLA",
"TSMC", "ASML", "AVGO", "ORCL", "CRM", "ADBE", "INTC", "QCOM",
"TXN", "AMAT", "LRCX", "KLAC"], # Top 20 liquid options
"ticker_universe": [
"AAPL",
"MSFT",
"GOOGL",
"AMZN",
"META",
"NVDA",
"AMD",
"TSLA",
"TSMC",
"ASML",
"AVGO",
"ORCL",
"CRM",
"ADBE",
"INTC",
"QCOM",
"TXN",
"AMAT",
"LRCX",
"KLAC",
], # Top 20 liquid options
},
"congress_trades": {
"enabled": False,
@ -140,7 +163,6 @@ DEFAULT_CONFIG = {
"limit": 10,
"lookback_days": 7, # Days to look back for congressional trades
},
# Momentum - Price and volume signals
"volume_accumulation": {
"enabled": True,
@ -157,7 +179,6 @@ DEFAULT_CONFIG = {
"pipeline": "momentum",
"limit": 10,
},
# News - Catalyst-driven signals
"semantic_news": {
"enabled": True,
@ -176,7 +197,6 @@ DEFAULT_CONFIG = {
"limit": 5,
"lookback_days": 1, # Days to look back for rating changes
},
# Social - Community signals
"reddit_trending": {
"enabled": True,
@ -188,7 +208,6 @@ DEFAULT_CONFIG = {
"pipeline": "social",
"limit": 10,
},
# Events - Calendar-based signals
"earnings_calendar": {
"enabled": True,
@ -204,8 +223,8 @@ DEFAULT_CONFIG = {
"limit": 5,
"min_short_interest_pct": 15.0, # Minimum short interest %
"min_days_to_cover": 5.0, # Minimum days to cover ratio
}
}
},
},
},
# Memory settings
"enable_memory": False, # Enable/disable embeddings and memory system