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> |
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| agents | ||
| dataflows | ||
| graph | ||
| llm_clients | ||
| __init__.py | ||
| default_config.py | ||