Optional enrichment vendors (FRED macro, Polymarket events) raised on a bad LLM
indicator, a missing key, or a network blip, which aborted the whole run.
- Router: mark macro_data and prediction_markets optional; a sole-vendor failure
returns a sentinel instead of re-raising. Core categories still raise.
- FRED: reject a descriptive phrase up front and return guidance instead of
400ing the API; an unknown series returns a not-found message, not a crash.
Every condition where a vendor cannot return usable data now derives from a
single VendorError base (errors.py): NoMarketDataError, VendorRateLimitError,
and VendorNotConfiguredError (still a ValueError for back-compat). Vendor-named
errors subclass the generic bases, and the router catches the base types, so a
new vendor needs no new except clause. Not-configured now has explicit
try-next-vendor handling instead of falling through the generic catch-all. The
number of error types tracks the number of distinct router reactions, not the
number of causes.
Surface Federal Reserve Economic Data (rates, inflation, labor, growth) to the
news analyst via a new get_macro_indicators tool and a macro_data vendor
category. Friendly aliases (cpi, unemployment, fed_funds_rate, 10y_treasury,
yield_curve, ...) map to FRED series IDs; raw series IDs are accepted too. The
report gives the latest value, change over the window, and a recent observation
table. Windowing is lookahead-safe (observation_end = curr_date), missing values
are skipped, and a missing FRED_API_KEY surfaces as a clear not-configured
condition through the vendor router rather than a crash.
Yijia-Xiao