TradingAgents/tradingagents/graph
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
..
__init__.py chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00
conditional_logic.py refactor: standardize portfolio manager, five-tier rating scale, fix analyst status tracking 2026-03-22 23:30:29 +00:00
propagation.py feat: quantitative strategy signals framework — 18 strategies 2026-04-21 09:00:32 +10:00
reflection.py refactor: remove stale imports, use configurable results path (#499) 2026-04-04 07:35:35 +00:00
setup.py refactor: remove stale imports, use configurable results path (#499) 2026-04-04 07:35:35 +00:00
signal_processing.py refactor: remove stale imports, use configurable results path (#499) 2026-04-04 07:35:35 +00:00
trading_graph.py feat: quantitative strategy signals framework — 18 strategies 2026-04-21 09:00:32 +10:00