TradingAgents/tradingagents/dataflows/interface.py

244 lines
9.4 KiB
Python

from typing import Annotated
# Import from vendor-specific modules
from .local import get_YFin_data, get_finnhub_news, get_finnhub_company_insider_sentiment, get_finnhub_company_insider_transactions, get_simfin_balance_sheet, get_simfin_cashflow, get_simfin_income_statements, get_reddit_global_news, get_reddit_company_news
from .y_finance import get_YFin_data_online, get_stock_stats_indicators_window, 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 .google import get_google_news
from .openai import get_stock_news_openai, get_global_news_openai, get_fundamentals_openai
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
)
from .alpha_vantage_common import AlphaVantageRateLimitError
# 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 (public/insiders, original/processed)",
"tools": [
"get_news",
"get_global_news",
"get_insider_sentiment",
"get_insider_transactions",
]
}
}
VENDOR_LIST = [
"local",
"yfinance",
"openai",
"google"
]
# 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,
"local": get_YFin_data,
},
# technical_indicators
"get_indicators": {
"alpha_vantage": get_alpha_vantage_indicator,
"yfinance": get_stock_stats_indicators_window,
"local": get_stock_stats_indicators_window
},
# fundamental_data
"get_fundamentals": {
"alpha_vantage": get_alpha_vantage_fundamentals,
"openai": get_fundamentals_openai,
},
"get_balance_sheet": {
"alpha_vantage": get_alpha_vantage_balance_sheet,
"yfinance": get_yfinance_balance_sheet,
"local": get_simfin_balance_sheet,
},
"get_cashflow": {
"alpha_vantage": get_alpha_vantage_cashflow,
"yfinance": get_yfinance_cashflow,
"local": get_simfin_cashflow,
},
"get_income_statement": {
"alpha_vantage": get_alpha_vantage_income_statement,
"yfinance": get_yfinance_income_statement,
"local": get_simfin_income_statements,
},
# news_data
"get_news": {
"alpha_vantage": get_alpha_vantage_news,
"openai": get_stock_news_openai,
"google": get_google_news,
"local": [get_finnhub_news, get_reddit_company_news, get_google_news],
},
"get_global_news": {
"openai": get_global_news_openai,
"local": get_reddit_global_news
},
"get_insider_sentiment": {
"local": get_finnhub_company_insider_sentiment
},
"get_insider_transactions": {
"alpha_vantage": get_alpha_vantage_insider_transactions,
"yfinance": get_yfinance_insider_transactions,
"local": get_finnhub_company_insider_transactions,
},
}
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."""
category = get_category_for_method(method)
vendor_config = get_vendor(category, method)
# Handle comma-separated vendors
primary_vendors = [v.strip() for v in vendor_config.split(',')]
if method not in VENDOR_METHODS:
raise ValueError(f"Method '{method}' not supported")
# Get all available vendors for this method for fallback
all_available_vendors = list(VENDOR_METHODS[method].keys())
# Create fallback vendor list: primary vendors first, then remaining vendors as fallbacks
fallback_vendors = primary_vendors.copy()
for vendor in all_available_vendors:
if vendor not in fallback_vendors:
fallback_vendors.append(vendor)
# Debug: Print fallback ordering
primary_str = "".join(primary_vendors)
fallback_str = "".join(fallback_vendors)
print(f"DEBUG: {method} - Primary: [{primary_str}] | Full fallback order: [{fallback_str}]")
# Track results and execution state
results = []
vendor_attempt_count = 0
any_primary_vendor_attempted = False
successful_vendor = None
for vendor in fallback_vendors:
if vendor not in VENDOR_METHODS[method]:
if vendor in primary_vendors:
print(f"INFO: Vendor '{vendor}' not supported for method '{method}', falling back to next vendor")
continue
vendor_impl = VENDOR_METHODS[method][vendor]
is_primary_vendor = vendor in primary_vendors
vendor_attempt_count += 1
# Track if we attempted any primary vendor
if is_primary_vendor:
any_primary_vendor_attempted = True
# Debug: Print current attempt
vendor_type = "PRIMARY" if is_primary_vendor else "FALLBACK"
print(f"DEBUG: Attempting {vendor_type} vendor '{vendor}' for {method} (attempt #{vendor_attempt_count})")
# Handle list of methods for a vendor
if isinstance(vendor_impl, list):
vendor_methods = [(impl, vendor) for impl in vendor_impl]
print(f"DEBUG: Vendor '{vendor}' has multiple implementations: {len(vendor_methods)} functions")
else:
vendor_methods = [(vendor_impl, vendor)]
# Run methods for this vendor
vendor_results = []
for impl_func, vendor_name in vendor_methods:
try:
print(f"DEBUG: Calling {impl_func.__name__} from vendor '{vendor_name}'...")
result = impl_func(*args, **kwargs)
vendor_results.append(result)
print(f"SUCCESS: {impl_func.__name__} from vendor '{vendor_name}' completed successfully")
except AlphaVantageRateLimitError as e:
if vendor == "alpha_vantage":
print(f"RATE_LIMIT: Alpha Vantage rate limit exceeded, falling back to next available vendor")
print(f"DEBUG: Rate limit details: {e}")
# Continue to next vendor for fallback
continue
except Exception as e:
# Log error but continue with other implementations
print(f"FAILED: {impl_func.__name__} from vendor '{vendor_name}' failed: {e}")
continue
# Add this vendor's results
if vendor_results:
results.extend(vendor_results)
successful_vendor = vendor
result_summary = f"Got {len(vendor_results)} result(s)"
print(f"SUCCESS: Vendor '{vendor}' succeeded - {result_summary}")
# Stopping logic: Stop after first successful vendor for single-vendor configs
# Multiple vendor configs (comma-separated) may want to collect from multiple sources
if len(primary_vendors) == 1:
print(f"DEBUG: Stopping after successful vendor '{vendor}' (single-vendor config)")
break
else:
print(f"FAILED: Vendor '{vendor}' produced no results")
# Final result summary
if not results:
print(f"FAILURE: All {vendor_attempt_count} vendor attempts failed for method '{method}'")
raise RuntimeError(f"All vendor implementations failed for method '{method}'")
else:
print(f"FINAL: Method '{method}' completed with {len(results)} result(s) from {vendor_attempt_count} vendor attempt(s)")
# Return single result if only one, otherwise concatenate as string
if len(results) == 1:
return results[0]
else:
# Convert all results to strings and concatenate
return '\n'.join(str(result) for result in results)