TradingAgents/tradingagents/dataflows/interface.py

216 lines
7.1 KiB
Python

from typing import Annotated
# Import from vendor-specific modules
from .y_finance import (
get_YFin_data_online,
get_stock_stats_indicators_window,
get_fundamentals as get_yfinance_fundamentals,
get_balance_sheet as get_yfinance_balance_sheet,
get_cashflow as get_yfinance_cashflow,
get_income_statement as get_yfinance_income_statement,
get_insider_transactions as get_yfinance_insider_transactions,
)
from .yfinance_news import get_news_yfinance, get_global_news_yfinance
from .alpha_vantage import (
get_stock as get_alpha_vantage_stock,
get_indicator as get_alpha_vantage_indicator,
get_fundamentals as get_alpha_vantage_fundamentals,
get_balance_sheet as get_alpha_vantage_balance_sheet,
get_cashflow as get_alpha_vantage_cashflow,
get_income_statement as get_alpha_vantage_income_statement,
get_insider_transactions as get_alpha_vantage_insider_transactions,
get_news as get_alpha_vantage_news,
get_global_news as get_alpha_vantage_global_news,
)
from .alpha_vantage_common import AlphaVantageRateLimitError
# Market provider registry
from .market_registry import registry as market_registry, MARKET_METHOD_MAP
# Auto-discover and register market providers
from . import markets # noqa: F401
# Configuration and routing logic
from .config import get_config
# Tools organized by category
TOOLS_CATEGORIES = {
"core_stock_apis": {
"description": "OHLCV stock price data",
"tools": [
"get_stock_data"
]
},
"technical_indicators": {
"description": "Technical analysis indicators",
"tools": [
"get_indicators"
]
},
"fundamental_data": {
"description": "Company fundamentals",
"tools": [
"get_fundamentals",
"get_balance_sheet",
"get_cashflow",
"get_income_statement"
]
},
"news_data": {
"description": "News and insider data",
"tools": [
"get_news",
"get_global_news",
"get_insider_transactions",
]
}
}
VENDOR_LIST = [
"yfinance",
"alpha_vantage",
]
# Mapping of methods to their vendor-specific implementations
VENDOR_METHODS = {
# core_stock_apis
"get_stock_data": {
"alpha_vantage": get_alpha_vantage_stock,
"yfinance": get_YFin_data_online,
},
# technical_indicators
"get_indicators": {
"alpha_vantage": get_alpha_vantage_indicator,
"yfinance": get_stock_stats_indicators_window,
},
# fundamental_data
"get_fundamentals": {
"alpha_vantage": get_alpha_vantage_fundamentals,
"yfinance": get_yfinance_fundamentals,
},
"get_balance_sheet": {
"alpha_vantage": get_alpha_vantage_balance_sheet,
"yfinance": get_yfinance_balance_sheet,
},
"get_cashflow": {
"alpha_vantage": get_alpha_vantage_cashflow,
"yfinance": get_yfinance_cashflow,
},
"get_income_statement": {
"alpha_vantage": get_alpha_vantage_income_statement,
"yfinance": get_yfinance_income_statement,
},
# news_data
"get_news": {
"alpha_vantage": get_alpha_vantage_news,
"yfinance": get_news_yfinance,
},
"get_global_news": {
"yfinance": get_global_news_yfinance,
"alpha_vantage": get_alpha_vantage_global_news,
},
"get_insider_transactions": {
"alpha_vantage": get_alpha_vantage_insider_transactions,
"yfinance": get_yfinance_insider_transactions,
},
}
def _extract_ticker(method: str, args: tuple, kwargs: dict) -> str:
"""Extract the ticker/symbol from method arguments.
Most data methods take ticker/symbol as the first positional argument.
get_global_news is the exception — it has no ticker argument.
"""
# Methods that don't have a ticker argument
no_ticker_methods = {"get_global_news"}
if method in no_ticker_methods:
return None
# First positional arg is the ticker/symbol for all other methods
if args:
return args[0]
# Check common keyword names
for key in ("symbol", "ticker"):
if key in kwargs:
return kwargs[key]
return None
def get_category_for_method(method: str) -> str:
"""Get the category that contains the specified method."""
for category, info in TOOLS_CATEGORIES.items():
if method in info["tools"]:
return category
raise ValueError(f"Method '{method}' not found in any category")
def get_vendor(category: str, method: str = None) -> str:
"""Get the configured vendor for a data category or specific tool method.
Tool-level configuration takes precedence over category-level.
"""
config = get_config()
# Check tool-level configuration first (if method provided)
if method:
tool_vendors = config.get("tool_vendors", {})
if method in tool_vendors:
return tool_vendors[method]
# Fall back to category-level configuration
return config.get("data_vendors", {}).get(category, "default")
def route_to_vendor(method: str, *args, **kwargs):
"""Route method calls to appropriate vendor implementation with fallback support.
First checks if the ticker belongs to a registered non-US market (VN, TH, etc.).
If so, delegates directly to that market's provider. Otherwise, uses the
existing vendor routing (yfinance/alpha_vantage).
"""
# --- Market provider check ---
ticker = _extract_ticker(method, args, kwargs)
market_code = None
if ticker:
market_code = market_registry.detect_market(ticker)
elif method == "get_global_news":
# For global news with no ticker, check config for explicit market
config = get_config()
market_setting = config.get("market", "auto")
if market_setting not in ("auto", "US"):
market_code = market_setting
# If a market provider handles this method, delegate to it
if market_code and method in MARKET_METHOD_MAP:
return market_registry.call_market_method(market_code, method, *args, **kwargs)
# --- Default vendor routing (US / yfinance / alpha_vantage) ---
category = get_category_for_method(method)
vendor_config = get_vendor(category, method)
primary_vendors = [v.strip() for v in vendor_config.split(',')]
if method not in VENDOR_METHODS:
raise ValueError(f"Method '{method}' not supported")
# Build fallback chain: primary vendors first, then remaining available vendors
all_available_vendors = list(VENDOR_METHODS[method].keys())
fallback_vendors = primary_vendors.copy()
for vendor in all_available_vendors:
if vendor not in fallback_vendors:
fallback_vendors.append(vendor)
for vendor in fallback_vendors:
if vendor not in VENDOR_METHODS[method]:
continue
vendor_impl = VENDOR_METHODS[method][vendor]
impl_func = vendor_impl[0] if isinstance(vendor_impl, list) else vendor_impl
try:
return impl_func(*args, **kwargs)
except AlphaVantageRateLimitError:
continue # Only rate limits trigger fallback
raise RuntimeError(f"No available vendor for '{method}'")