- Added edge case test for `_find_col` in `tests/unit/test_ttm_analysis.py` (from PR #56).
- Enhanced `_clean_dataframe` in `tradingagents/dataflows/stockstats_utils.py` to parse dates, drop invalid rows, fill price gaps, and lowercase columns (combining PRs #58 and #60).
- Expanded the test suite in `tests/unit/test_stockstats_utils.py` to cover the new `_clean_dataframe` functionality.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
- Replaced potentially unsafe or missing tool call parsing logic with `ast.literal_eval` in `cli/main.py`.
- Created a new `parse_tool_call` helper to handle fallback parsing for LLM tool calls formatted as strings.
- Added comprehensive unit tests in `tests/unit/test_cli_main_tools.py` verifying behavior for valid strings, `ValueError`, `SyntaxError`, dicts, and objects.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Extracted the API request logic in `finnhub_news.py` to a private `_fetch_company_news_data` helper to properly catch `Exception` and return an empty list without violating the `str` return type of the main `get_company_news` function. Explicitly allows `ThirdPartyTimeoutError` to propagate to preserve timeout behavior.
Added corresponding tests to mock generic API exceptions and invalid response types. Retained the test verifying fallback behavior for invalid numeric values within `get_insider_transactions`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
- Fixed `_signal_vix_trend` to correctly return neutral for insufficient history (`< 21`).
- Added `test_short_history_is_neutral` to `TestSignalVixTrend`.
- Extended coverage for short history and edge cases in `TestSignalCreditSpread`, `TestSignalYieldCurve`, `TestSignalMarketBreadth`, and `TestSignalSectorRotation`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Added tests to verify the dataframe cleaning logic in stockstats_utils.
Tests cover lowercasing of columns, handling non-string columns, and ensuring original dataframe is not mutated.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Removed re-exported tool imports from `tradingagents/agents/utils/agent_utils.py` to declutter the file and prevent unnecessary dependency loading. Updated all downstream modules (tests, analysts, scanners, and the trading graph) to import the required tools directly from their respective source files in `tradingagents/agents/utils/`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Added `TestFmtPct` class to `tests/unit/test_macro_regime.py` to test the `_fmt_pct` function from `tradingagents.dataflows.macro_regime`.
The test covers `None`, positive, negative, and zero values.
Also updated `_fmt_pct` implementation to match the requested `+.1f` formatting.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
- tradingagents/portfolio/risk_metrics.py: pure-Python computation of
Sharpe, Sortino, VaR, max drawdown, beta, sector concentration from
PortfolioSnapshot NAV history — no LLM, no external dependencies
- tradingagents/portfolio/__init__.py: export compute_risk_metrics
- tradingagents/agents/utils/portfolio_tools.py: 4 LangChain tools
wrapping Holding.enrich, Portfolio.enrich, ReportStore APIs, and
compute_risk_metrics so agents can access portfolio data without
reimplementing computations
- tests/portfolio/test_risk_metrics.py: 48 tests for risk metrics
- tests/unit/test_portfolio_tools.py: 19 tests for portfolio tools
- tests/portfolio/test_repository.py: fix pre-existing import error
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
- Implement integration tests for scanner vendor routing, ensuring correct routing to Alpha Vantage and fallback to yfinance.
- Create comprehensive unit tests for TTM analysis, covering metrics computation and report formatting.
- Introduce fail-fast vendor routing tests to verify immediate failure for methods not in FALLBACK_ALLOWED.
- Develop extensive integration tests for the yfinance data layer, mocking external calls to validate functionality across various financial data retrieval methods.
google-labs-jules[bot]
ahmet guzererler
copilot-swe-agent[bot]