The yfinance news fetch queried the raw ticker while every other path uses the
canonical symbol, so broker/forex/crypto aliases silently returned no news.
Normalize it (XAUUSD -> GC=F) and keep the user's ticker in the report header.
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.
Clear the deferred full-repo lint backlog so the whole tree passes the strict
ruff select (E,W,F,I,B,UP,C4,SIM). Mechanical fixes dominate: import sorting,
pep585/604 annotations, dropped dead imports, and whitespace. The few semantic
changes are behavior-preserving: declare __all__ on the agent_utils and
alpha_vantage re-export hubs; expand 'from x import *' to explicit names; use
immutable tuple defaults instead of mutable list defaults; contextlib.suppress
for try/except/pass; and narrow an over-broad assertRaises.
A truncated/incomplete chunked response raises http.client exceptions
(IncompleteRead/BadStatusLine) that are not OSErrors, so they bypassed the
existing handler and crashed the analysis. Broaden the catch so the fetch
degrades to its placeholder string like every other transport failure.
The JSON search endpoint is reliably WAF-blocked (403) for public clients, so
probing it on every call doubled request volume against Reddit's per-IP rate
limit and tripped 429 on the RSS fallback, blanking the sentiment feed. Fetch
the Atom/RSS feed directly (JSON kept as an opt-in path that still degrades to
RSS on 403), back off once on a 429 honouring Retry-After, and pace requests a
little wider. Also broaden the error handling to catch http.client chunked
transfer errors (IncompleteRead/BadStatusLine) alongside OSError, which on their
own slipped through and crashed the pipeline.
yfinance intermittently returns a year-old partial frame (e.g. June 2025 rows
for a June 2026 request) that still has rows and a Close, so it passed the
empty-check and silently fed a wrong close price and indicators into the report
(#1021). Add a freshness guard that rejects a frame whose latest row is far
older than the requested date, on both the raw OHLCV path and the indicator
path. It raises the existing NoMarketDataError with a stale-specific detail, so
the vendor router's try-next-vendor and single unavailable-signal handling apply
unchanged; the sentinel now surfaces that detail so the agent reports the
specific reason rather than fabricating a value.
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 live, market-implied probabilities for forward-looking events (Fed
decisions, recession, elections, geopolitics, crypto) to the news analyst via a
new get_prediction_markets tool and a prediction_markets vendor category. Backed
by Polymarket's public Gamma API (no key). Results are filtered to open,
forward-looking markets (closed and past-dated events excluded), ranked by
traded volume, and rendered with implied probability, volume, resolution date,
and the recent move. External errors degrade to a clear unavailable message
rather than interrupting the analyst.
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.
The yfinance news date filter only ran when an article had a parsed date, so
flat-format and undated articles bypassed it and leaked future news into
historical/backtest runs. Parse the flat providerPublishTime, apply one
look-ahead-safe window rule across ticker and global news (undated kept only
when the window reaches the present), and return an informative message when
everything is filtered out.
Alpha Vantage requests had no timeout (a stall could hang the run) and any
notice mentioning "API key" was raised as a rate limit — so an invalid/missing
key was mislabeled and silently treated as transient. Add a 30s request timeout
and classify rate-limit phrasing before key errors (rate-limit notices also
mention "API key"), surfacing a bad key as a real configuration error.
yfinance treats end as exclusive, so get_YFin_data_online dropped the requested
end_date row and load_ohlcv dropped the current day. Request one day past the
end so the range is inclusive (look-ahead is still prevented by the curr_date
filter; the header still shows the requested range). Also correct the load_ohlcv
docstring to the 5-year window it actually downloads.
The router silently extended every request to all available vendors regardless
of config, so an explicit single-vendor choice still fell back to others and
returned data from an unexpected source (#988, #289), and serious primary-vendor
errors were swallowed without a trace (#989). The configured vendor list is now
the exact chain (list several for ordered fallback; "default" uses all), unknown
vendors raise, and swallowed vendor errors are logged. Adds an autouse config
isolation fixture so vendor config can't leak between tests.
The CLI validated, normalized, and classified tickers with its own logic that
diverged from the data layer: it rejected '=' symbols like GC=F (#980),
classified BTCUSD as a stock (#981), and accepted unpriceable BTC-USDT (#982).
Route the CLI through normalize_symbol (now mapping USDT/USDC crypto quotes to
Yahoo's -USD pair), so validation, classification, and pricing agree.
Analyzing a symbol Yahoo Finance does not recognize (e.g. XAUUSD+) could
produce an invented price instead of an error. The agent now either prices
the correct instrument or clearly reports that data is unavailable.
Ticker support:
- Commodities/forex/crypto resolve to the symbol Yahoo actually serves, so
you can enter the common form and it just works:
XAUUSD / XAUUSD+ / GOLD -> GC=F (gold)
USOIL -> CL=F (WTI crude)
EURUSD -> EURUSD=X
BTCUSD -> BTC-USD
SPX500 / NAS100 -> ^GSPC / ^NDX
Native Yahoo symbols (AAPL, GC=F, ^GSPC) keep working unchanged. New
instruments are added by extending the alias table.
Reliability:
- Unknown or delisted symbols now return a clear "data unavailable" result
the agent reports verbatim, instead of a value the model fills in.
- A failed fetch no longer leaves a broken symbol cached until the cache is
cleared by hand.
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
yfinance 1.4.0 regressed the daily-download index to unnamed, so
reset_index() produced an "index" column instead of "Date" and every
stockstats indicator silently failed (no SMA/RSI/MACD/Bollinger/ATR).
Verified across versions: 1.2.0 / 1.3.0 / 1.4.1 name it "Date"; only
1.4.0 is broken. Pin to >=1.4.1 (the upstream fix) and normalize the
date column defensively so a non-"Date" index can't silently drop
indicators on any build.
#890
Reddit blocks the anonymous JSON search endpoint, which silently emptied
the sentiment analyst's Reddit source. Fall back to the public RSS search
feed when JSON fails. RSS lacks score/comment counts, so those posts are
marked "via RSS feed" rather than shown with fake zeros.
#862
Per-ticker article limit, global article limit, global lookback
window, and macro query list are now read from get_config()
instead of being hardcoded. Tool wrapper get_global_news passes
None defaults so config overrides flow through the LLM-tool path
too. Macro query defaults broadened from 4 US-centric strings to
5 covering Fed, S&P 500, geopolitics, ECB/BOJ/BOE, commodities.
#606#558#562
Pre-fetches news + StockTwits + Reddit via no-auth public endpoints
and injects structured data blocks into the prompt with professional
analysis instructions. Replaces the prompt-vs-tool mismatch that
caused fabricated social-platform content. Backward-compat alias +
"social" CLI key preserved.
#557#607
- dataflows/config: deepcopy + one-level dict merge so a partial
set_config doesn't clobber sibling defaults
- graph: thread max_recur_limit from config to Propagator
- openai_client: name the missing env var in the API-key error
#788#764#680
The ticker symbol reaches three filesystem-path construction sites
(load_ohlcv cache filename, checkpointer DB path, _log_state results
directory) without validation. A value containing path separators or
"../" escapes the configured cache / checkpoints / results directory.
Two attack vectors:
- Programmatic callers passing arbitrary ticker to propagate()
- Prompt injection via fetched news content steering the LLM into
tool calls with attacker-chosen ticker
Fix: new safe_ticker_component() validator in tradingagents/dataflows/
utils.py applied at all three sites. Allows the standard ticker
character set ([A-Za-z0-9._\-\^], up to 32 chars) and explicitly
rejects dot-only values like "." and ".." which would otherwise pass
the regex but traverse parent directories. Seven test cases cover
the accepted formats (BRK-B, 7203.T, ^GSPC, etc.) and the rejected
inputs (path separators, null bytes, whitespace, empty values,
overlong strings, dot-only values).
Closes#618.
Add _clean_dataframe() to normalize stock DataFrames before stockstats:
coerce invalid dates/prices, drop rows missing Close, fill price gaps.
Also add on_bad_lines="skip" to all cached CSV reads.
- Replace hardcoded column indices with column name lookup
- Add mapping for all supported indicators to their expected CSV column names
- Handle missing columns gracefully with descriptive error messages
- Strip whitespace from header parsing for reliability
🤖 Generated with [Claude Code](https://claude.ai/code)
Co-Authored-By: Claude <noreply@anthropic.com>
- Replace FinnHub with Alpha Vantage API in README documentation
- Implement comprehensive Alpha Vantage modules:
- Stock data (daily OHLCV with date filtering)
- Technical indicators (SMA, EMA, MACD, RSI, Bollinger Bands, ATR)
- Fundamental data (overview, balance sheet, cashflow, income statement)
- News and sentiment data with insider transactions
- Update news analyst tools to use ticker-based news search
- Integrate Alpha Vantage vendor methods into interface routing
- Maintain backward compatibility with existing vendor system
🤖 Generated with [Claude Code](https://claude.ai/code)
Co-Authored-By: Claude <noreply@anthropic.com>
Yijia-Xiao