feat(market): verified market-data snapshot to ground numeric claims

The market analyst could confabulate exact figures — citing a Bollinger
band or a "historically validated bounce" the data doesn't support (#830).
Add a deterministic get_verified_market_snapshot tool (latest OHLCV row,
common indicators, recent closes) the analyst must consult and treat as
the source of truth for any exact price/indicator claim, and instruct it
not to assert historical validation or support bounces without tool-backed
dates and prices.

#830
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Yijia-Xiao committed 2026-05-31 01:58:32 +00:00
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"""Deterministic market-data verification snapshot.
The market analyst is an LLM that can confabulate exact numbers — citing a
Bollinger band or a "historically validated bounce" that the underlying data
doesn't support (#830). This module computes a ground-truth snapshot (latest
OHLCV row on or before the analysis date, common indicators, recent closes)
the analyst is told to treat as the source of truth for any exact numeric
claim. Deterministic, no LLM involved.
"""
from __future__ import annotations
from typing import Iterable, Optional
import pandas as pd
from stockstats import wrap
from tradingagents.dataflows.stockstats_utils import load_ohlcv
# A fixed, common indicator set so the snapshot is the same shape every run.
DEFAULT_SNAPSHOT_INDICATORS: tuple[str, ...] = (
"close_10_ema", "close_50_sma", "close_200_sma",
"rsi", "boll", "boll_ub", "boll_lb",
"macd", "macds", "macdh", "atr",
)
def _verified_rows(symbol: str, curr_date: str) -> pd.DataFrame:
"""OHLCV on or before curr_date, date-sorted. Raises if nothing usable.
``load_ohlcv`` already normalizes the Date column and filters out
look-ahead rows, but we re-apply the cutoff defensively — this is a
verification path, so it must not trust its input to be pre-filtered.
"""
data = load_ohlcv(symbol, curr_date)
if data is None or data.empty:
raise ValueError(f"No OHLCV data available for {symbol}.")
df = data.copy()
df["Date"] = pd.to_datetime(df["Date"], errors="coerce")
df = df.dropna(subset=["Date"])
df = df[df["Date"] <= pd.to_datetime(curr_date)].sort_values("Date")
if df.empty:
raise ValueError(f"No OHLCV rows on or before {curr_date} for {symbol}.")
return df
def _fmt(value) -> str:
if value is None or pd.isna(value):
return "N/A"
if isinstance(value, pd.Timestamp):
return value.strftime("%Y-%m-%d")
if isinstance(value, bool):
return str(value)
if isinstance(value, (int,)):
return str(value)
if isinstance(value, float):
return f"{value:.2f}"
return str(value)
def build_verified_market_snapshot(
symbol: str,
curr_date: str,
look_back_days: int = 30,
indicators: Optional[Iterable[str]] = None,
) -> str:
"""Render a ground-truth snapshot: latest OHLCV row, indicators, recent closes."""
# `df` keeps the original capitalized OHLCV columns (Open/High/Low/Close/
# Volume); stockstats `wrap()` lowercases columns and adds indicator
# columns, so read raw prices from `df` and indicators from `stock_df`.
df = _verified_rows(symbol, curr_date)
stock_df = wrap(df.copy())
selected = tuple(indicators or DEFAULT_SNAPSHOT_INDICATORS)
indicator_values: dict[str, str] = {}
for name in selected:
try:
stock_df[name] # triggers stockstats calculation
indicator_values[name] = _fmt(stock_df.iloc[-1][name])
except Exception as exc: # noqa: BLE001 — one bad indicator shouldn't sink the snapshot
indicator_values[name] = f"N/A ({type(exc).__name__})"
latest = df.iloc[-1]
latest_date = _fmt(latest["Date"])
window = max(1, min(int(look_back_days), 30))
recent = df.tail(window)
lines = [
f"## Verified market data snapshot for {symbol.upper()}",
"",
f"- Requested analysis date: {curr_date}",
f"- Latest trading row used: {latest_date}",
"- Rows after the requested analysis date are excluded before verification.",
"",
"### Latest verified OHLCV row",
"",
"| Field | Value |",
"|---|---:|",
]
for field in ("Open", "High", "Low", "Close", "Volume"):
lines.append(f"| {field} | {_fmt(latest.get(field))} |")
lines += ["", "### Verified technical indicators (latest row)", "",
"| Indicator | Value |", "|---|---:|"]
for name, value in indicator_values.items():
lines.append(f"| {name} | {value} |")
lines += ["", f"### Recent verified closes (last {len(recent)} rows)", "",
"| Date | Close |", "|---|---:|"]
for _, row in recent.iterrows():
lines.append(f"| {_fmt(row['Date'])} | {_fmt(row.get('Close'))} |")
lines += [
"",
"Use this snapshot as the source of truth for exact OHLCV, price-level, "
"and indicator-value claims. If another tool output conflicts with it, "
"flag the discrepancy rather than inventing a reconciled number. Do not "
"claim historical validation, support/resistance bounces, or exact "
"percentage moves unless directly supported by tool output with concrete "
"dates and prices.",
]
return "\n".join(lines)