Yijia-Xiao
e3bc872982
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.
36 lines
1.5 KiB
Python
36 lines
1.5 KiB
Python
from typing import Annotated
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from langchain_core.tools import tool
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from tradingagents.dataflows.interface import route_to_vendor
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@tool
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def get_indicators(
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symbol: Annotated[str, "ticker symbol of the company"],
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indicator: Annotated[str, "technical indicator to get the analysis and report of"],
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curr_date: Annotated[str, "The current trading date you are trading on, YYYY-mm-dd"],
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look_back_days: Annotated[int, "how many days to look back"] = 30,
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) -> str:
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"""
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Retrieve a single technical indicator for a given ticker symbol.
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Uses the configured technical_indicators vendor.
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Args:
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symbol (str): Ticker symbol of the company, e.g. AAPL, TSM
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indicator (str): A single technical indicator name, e.g. 'rsi', 'macd'. Call this tool once per indicator.
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curr_date (str): The current trading date you are trading on, YYYY-mm-dd
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look_back_days (int): How many days to look back, default is 30
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Returns:
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str: A formatted dataframe containing the technical indicators for the specified ticker symbol and indicator.
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"""
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# LLMs sometimes pass multiple indicators as a comma-separated string;
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# split and process each individually.
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indicators = [i.strip().lower() for i in indicator.split(",") if i.strip()]
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results = []
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for ind in indicators:
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try:
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results.append(route_to_vendor("get_indicators", symbol, ind, curr_date, look_back_days))
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except ValueError as e:
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results.append(str(e))
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return "\n\n".join(results)
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