Clayton Brown f0b0e089d8 feat: quantitative strategy signals framework — 18 strategies ... Review fixes applied: - format_signals_for_role accepts both list and JSON string - Test imports aligned with actual function names - Test assertions use actual StrategySignal keys - Tax optimization: informative message when lot data unavailable - Pairs trading: single batch yf.download replaces 10 sequential calls Based on: Kakushadze & Serur, '151 Trading Strategies', Palgrave Macmillan 2018. SSRN 3247865, DOI 10.1007/978-3-030-02792-6		2026-04-21 09:00:32 +10:00
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agents	feat: quantitative strategy signals framework — 18 strategies	2026-04-21 09:00:32 +10:00
dataflows	fix: add missing pandas import in y_finance.py (#488)	2026-04-04 07:14:10 +00:00
graph	feat: quantitative strategy signals framework — 18 strategies	2026-04-21 09:00:32 +10:00
llm_clients	feat: add DeepSeek, Qwen, GLM, and Azure OpenAI provider support	2026-04-13 07:12:07 +00:00
strategies	feat: quantitative strategy signals framework — 18 strategies	2026-04-21 09:00:32 +10:00
__init__.py	fix: set process-level UTF-8 default for cross-platform consistency	2026-03-22 23:42:37 +00:00
default_config.py	fix: use ~/.tradingagents/ for cache and logs, resolving Docker permission issue (#519)	2026-04-13 05:26:04 +00:00