TradingAgents/tradingagents/dataflows
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
..
__init__.py WIP 2025-09-26 16:17:50 +08:00
alpha_vantage.py fix: improve data vendor implementations and tool signatures 2026-02-03 22:27:20 +00:00
alpha_vantage_common.py added fallbacks for tools 2025-10-03 22:40:09 -07:00
alpha_vantage_fundamentals.py fix: prevent look-ahead bias in backtesting data fetchers 2026-03-28 19:38:46 +01:00
alpha_vantage_indicator.py Improve Alpha Vantage indicator column parsing with robust mapping 2025-09-26 23:36:36 +08:00
alpha_vantage_news.py fix: improve data vendor implementations and tool signatures 2026-02-03 22:27:20 +00:00
alpha_vantage_stock.py Add Alpha Vantage API integration as primary data provider 2025-09-26 22:57:50 +08:00
config.py feat: add multi-provider LLM support with thinking configurations 2026-02-03 22:27:20 +00:00
interface.py refactor: clean up codebase and streamline documentation 2026-02-03 22:27:20 +00:00
stockstats_utils.py fix: prevent look-ahead bias in backtesting data fetchers 2026-03-28 19:38:46 +01:00
utils.py chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00
y_finance.py fix: prevent look-ahead bias in backtesting data fetchers 2026-03-28 19:38:46 +01:00
yfinance_news.py fix: prevent look-ahead bias in backtesting data fetchers 2026-03-28 19:38:46 +01:00