TradingAgents/tradingagents
Claude Lab abd13c0153 fix: prevent look-ahead bias in backtesting data fetchers
Closes #203

Data fetch functions were using today's date as the end bound instead of
the simulation's curr_date, allowing future data to leak into backtests.

Changes:
- stockstats_utils.py: replace pd.Timestamp.today() with curr_date + 1 day
- y_finance.py _get_stock_stats_bulk: same fix for yfinance OHLCV download
- y_finance.py get_balance_sheet/get_cashflow/get_income_statement: filter
  out fiscal periods whose column timestamp exceeds curr_date
- alpha_vantage_fundamentals.py get_balance_sheet/get_cashflow/get_income_statement:
  filter annualReports and quarterlyReports by fiscalDateEnding <= curr_date
- yfinance_news.py get_global_news_yfinance: skip articles with pub_date
  after curr_date

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-28 19:38:46 +01:00
..
agents refactor: standardize portfolio manager, five-tier rating scale, fix analyst status tracking 2026-03-22 23:30:29 +00:00
dataflows fix: prevent look-ahead bias in backtesting data fetchers 2026-03-28 19:38:46 +01:00
graph refactor: standardize portfolio manager, five-tier rating scale, fix analyst status tracking 2026-03-22 23:30:29 +00:00
llm_clients feat: add Anthropic effort level support for Claude models 2026-03-22 21:57:05 +00:00
__init__.py fix: set process-level UTF-8 default for cross-platform consistency 2026-03-22 23:42:37 +00:00
default_config.py feat: add Anthropic effort level support for Claude models 2026-03-22 21:57:05 +00:00