124 lines
7.2 KiB
Markdown
124 lines
7.2 KiB
Markdown
# Scanner Pipeline — Progress Tracker
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## Milestone: End-to-End Scanner ✅ COMPLETE
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The 3-phase scanner pipeline runs successfully from `python -m cli.main scan --date 2026-03-17`.
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### What Works
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| Component | Status | Notes |
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|-----------|--------|-------|
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| Phase 1: Geopolitical Scanner | ✅ | Ollama/qwen3.5:27b, uses `get_topic_news` |
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| Phase 1: Market Movers Scanner | ✅ | Ollama/qwen3.5:27b, uses `get_market_movers` + `get_market_indices` |
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| Phase 1: Sector Scanner | ✅ | Ollama/qwen3.5:27b, uses `get_sector_performance` (SPDR ETF proxies) |
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| Phase 2: Industry Deep Dive | ✅ | Ollama/qwen3.5:27b, uses `get_industry_performance` + `get_topic_news` |
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| Phase 3: Macro Synthesis | ✅ | OpenRouter/DeepSeek R1, pure LLM synthesis (no tools) |
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| Parallel fan-out (Phase 1) | ✅ | LangGraph with `_last_value` reducers |
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| Tool execution loop | ✅ | `run_tool_loop()` in `tool_runner.py` |
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| Data vendor fallback | ✅ | AV → yfinance fallback on `AlphaVantageError` |
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| CLI `--date` flag | ✅ | `python -m cli.main scan --date YYYY-MM-DD` |
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| .env loading | ✅ | Keys loaded from project root `.env` |
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| Tests (23 total) | ✅ | 14 original + 9 scanner fallback tests |
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### Output Quality (Sample Run 2026-03-17)
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| Report | Size | Content |
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|--------|------|---------|
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| geopolitical_report | 6,295 chars | Iran conflict, energy risks, central bank signals |
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| market_movers_report | 6,211 chars | Top gainers/losers, volume anomalies, index trends |
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| sector_performance_report | 8,747 chars | Sector rotation analysis with ranked table |
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| industry_deep_dive_report | — | Ran but was sparse (Phase 1 reports were the primary context) |
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| macro_scan_summary | 10,309 chars | Full synthesis with stock picks and JSON structure |
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### Files Created/Modified
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**New files:**
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- `tradingagents/agents/utils/tool_runner.py` — inline tool execution loop
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- `tradingagents/agents/utils/scanner_states.py` — ScannerState with reducers
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- `tradingagents/agents/utils/scanner_tools.py` — LangChain tool wrappers for scanner data
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- `tradingagents/agents/scanners/` — all 5 scanner agent modules
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- `tradingagents/graph/scanner_graph.py` — ScannerGraph orchestrator
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- `tradingagents/graph/scanner_setup.py` — LangGraph workflow setup
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- `tradingagents/dataflows/yfinance_scanner.py` — yfinance data for scanner
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- `tradingagents/dataflows/alpha_vantage_scanner.py` — Alpha Vantage data for scanner
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- `tests/test_scanner_fallback.py` — 9 fallback tests
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**Modified files:**
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- `tradingagents/default_config.py` — per-tier LLM provider config (hybrid setup)
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- `tradingagents/llm_clients/openai_client.py` — Ollama remote host support
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- `tradingagents/dataflows/interface.py` — broadened fallback catch to `AlphaVantageError`
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- `cli/main.py` — `scan` command with `--date` flag, `.env` loading fix
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- `.env` — real API keys
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---
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## Milestone: Medium-Term Positioning Upgrade ✅ COMPLETE (PR pending)
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Branch: `claude/implement-medium-term-upgrade-VDdph`
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### What Was Added
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| Component | Status | Notes |
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|-----------|--------|-------|
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| Debate rounds 1→2 | ✅ | `default_config.py`; also fixed ConditionalLogic wiring bug |
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| ConditionalLogic config wiring | ✅ | `trading_graph.py` was ignoring config, always using defaults |
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| 8-quarter TTM analysis | ✅ | `tradingagents/dataflows/ttm_analysis.py` + `get_ttm_analysis` tool |
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| Sector/peer comparison | ✅ | `tradingagents/dataflows/peer_comparison.py` + `get_peer_comparison`, `get_sector_relative` tools |
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| Macro regime classifier | ✅ | `tradingagents/dataflows/macro_regime.py` + `get_macro_regime` tool |
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| `macro_regime_report` AgentState field | ✅ | `agent_states.py`; fed into research + risk managers |
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| New unit tests (88) | ✅ | 5 new test files; 104 passed, 0 failed |
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### New Files
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- `tradingagents/dataflows/ttm_analysis.py` — parse vendor CSVs, compute TTM, QoQ/YoY trends
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- `tradingagents/dataflows/peer_comparison.py` — sector peer lookup, 1W/1M/3M/6M/YTD ranking vs ETF
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- `tradingagents/dataflows/macro_regime.py` — 6-signal macro regime classifier (yfinance only)
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- `tests/test_ttm_analysis.py` (18 tests)
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- `tests/test_peer_comparison.py` (11 tests)
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- `tests/test_macro_regime.py` (16 tests)
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- `tests/test_debate_rounds.py` (17 tests)
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- `tests/test_config_wiring.py` (12 tests)
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### Modified Files
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- `tradingagents/default_config.py` — debate rounds 1→2
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- `tradingagents/graph/trading_graph.py` — bug fix + new tools in ToolNodes
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- `tradingagents/agents/utils/fundamental_data_tools.py` — 4 new `@tool` functions
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- `tradingagents/agents/utils/agent_utils.py` — export 4 new tools
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- `tradingagents/agents/utils/agent_states.py` — `macro_regime_report` field
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- `tradingagents/agents/analysts/fundamentals_analyst.py` — 3 new tools, 8-quarter prompt
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- `tradingagents/agents/analysts/market_analyst.py` — macro regime tool, returns macro_regime_report
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- `tradingagents/agents/managers/research_manager.py` — macro regime context
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- `tradingagents/agents/managers/risk_manager.py` — macro regime context
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- `tradingagents/dataflows/interface.py` — register `get_ttm_analysis`
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---
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## TODOs / Future Work
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### High Priority
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- [ ] **Industry Deep Dive quality**: Phase 2 report was sparse in test run. The LLM receives Phase 1 reports as context but may not call tools effectively. Consider: pre-fetching industry data and injecting it directly, or tuning the prompt to be more directive about which sectors to drill into.
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- [ ] **Macro Synthesis JSON parsing**: The `macro_scan_summary` should be valid JSON but DeepSeek R1 sometimes wraps it in markdown code blocks or adds preamble text. The CLI tries `json.loads(summary)` to build a watchlist table — this may fail. Add robust JSON extraction (strip markdown fences, find first `{`).
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- [ ] **`pipeline` command**: `cli/main.py` has a `run_pipeline()` placeholder that chains scan → filter → per-ticker deep dive. Not yet implemented.
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### Medium Priority
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- [ ] **Scanner report persistence**: Reports are saved to `results/macro_scan/{date}/` as `.md` files. Verify this works and add JSON output option.
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- [ ] **Rate limiting for parallel tool calls**: Phase 1 runs 3 agents in parallel, each calling tools. If tools hit the same API (e.g., Google News), they may get rate-limited. Consider adding delays or a shared rate limiter.
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- [ ] **Ollama model validation**: Before running the pipeline, validate that the configured model exists on the Ollama server (call `/api/tags` endpoint). Currently a 404 error is only caught at first LLM call.
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- [ ] **Test coverage for scanner agents**: Current tests cover data layer (yfinance/AV fallback) but not the agent nodes themselves. Add integration tests that mock the LLM and verify tool loop behavior.
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### Low Priority
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- [ ] **Configurable MAX_TOOL_ROUNDS**: Currently hardcoded to 5 in `tool_runner.py`. Could be made configurable via `DEFAULT_CONFIG`.
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- [ ] **Streaming output**: Scanner currently runs with `Live(Spinner(...))` — no intermediate output. Could stream phase completions to the console.
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- [ ] **Remove top-level `llm_provider` references**: `scanner_graph.py` lines 69, 78 still fall back to `self.config["llm_provider"]` which doesn't exist in current config. Works because per-tier providers are always set, but will crash if they're ever `None`.
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