- 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>
This commit optimizes `PortfolioSnapshot` instantiation when loaded from the DB or JSON dictionaries by removing the immediate `json.loads(holdings_snapshot)` parsing inside the `from_dict` constructor. Instead, it overrides `__getattribute__` to implement a lazy-loading pattern, where the `holdings_snapshot` string is only parsed into a Python dictionary the very first time the field is accessed.
This optimization ensures that parsing large JSON payloads doesn't block the instantiation of snapshots, which is particularly beneficial in workflows that load a large historical series of snapshots but never access their `holdings_snapshot` field.
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>
Adds an edge case test in `test_config.py` to verify that `min_cash_pct` + `max_position_pct` can be exactly `1.0` without raising a `ValueError`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Removed unused `import json` and `import time` from `tradingagents/agents/managers/risk_manager.py` to improve code health and cleanliness. Also removed unused variable `company_name`. Tested to ensure no functionality is affected.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Removed the unused `import json` line from `tradingagents/agents/managers/research_manager.py` to improve code health and maintainability.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Compile THINK_PATTERN and FENCE_PATTERN at the module level to improve
the performance of extract_json by avoiding redundant regex compilation
during function calls.
Measured a ~5% performance improvement in an isolated benchmark.
- Baseline: 51.98 us/call
- Optimized: 49.26 us/call
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Implemented `tests/portfolio/test_config.py` to test the `validate_config` function in `tradingagents/portfolio/config.py`.
Key improvements:
- Added `test_validate_config_max_positions_invalid` to verify `max_positions` boundary conditions (0, -1).
- Added happy path test `test_validate_config_valid`.
- Added tests for `max_position_pct`, `max_sector_pct`, `min_cash_pct`, and `default_budget` validation.
- Verified that tests correctly catch bugs by temporarily disabling validation logic.
These tests ensure the portfolio manager configuration is robustly validated before use.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Identified by `ruff check`, these imports were not being used in the module. Removing them improves code health and maintainability.
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>
ahmet guzererler
google-labs-jules[bot]
copilot-swe-agent[bot]