TradingAgents/tradingagents/agents
swj.premkumar 3a5bc02879 ### Changed
- **Risk Star Topology (Strategy 2)**: Replaced sequential "Round Robin" risk debate with a parallel "Fan-Out / Fan-In" architecture.
    - `Trader` now triggers `Risky`, `Safe`, and `Neutral` analysts simultaneously.
    - Implemented `Risk Sync` node and `merge_risk_states` reducer (AgentStates) to handle concurrent updates safely.
    - Reduced Risk Phase latency by ~60%.
- **Batch Reflection (Strategy 1)**: Consolidated 5 sequential reflection calls into a single "Session Audit" call, reducing token usage and latency by ~80% in the post-trade phase.
- **Parallel I/O (Strategy 3)**: Refactored `tradingagents/dataflows/local.py` (Reddit News) to use `ThreadPoolExecutor` (max 10 workers), achieving 5x-10x speedup in data fetching.
2026-01-14 20:11:06 -06:00
..
analysts ### Added 2026-01-13 06:40:07 -06:00
managers chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00
researchers The **TradingAgents** system is a risk-managed, LLM-driven trading engine designed to execute trades based on validated truth, not hallucinations. It connects hierarchical LLM agents with deterministic safety gates to ensure that every trade is architecturally sound, factually correct, and risk-compliant. 2026-01-09 19:28:49 -06:00
risk_mgmt chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00
trader ### Changed 2026-01-14 20:11:06 -06:00
utils ### Changed 2026-01-14 20:11:06 -06:00
__init__.py WIP 2025-09-26 16:17:50 +08:00