Files
TradingAgents/tradingagents/dataflows/interface.py
T
Yijia-Xiao 1ff3f07a73 fix: support commodity/forex/crypto tickers and never invent prices (#781)
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.
2026-05-31 22:38:47 +00:00

196 lines
7.0 KiB
Python

from typing import Annotated
# Import from vendor-specific modules
from .y_finance import (
get_YFin_data_online,
get_stock_stats_indicators_window,
get_fundamentals as get_yfinance_fundamentals,
get_balance_sheet as get_yfinance_balance_sheet,
get_cashflow as get_yfinance_cashflow,
get_income_statement as get_yfinance_income_statement,
get_insider_transactions as get_yfinance_insider_transactions,
)
from .yfinance_news import get_news_yfinance, get_global_news_yfinance
from .alpha_vantage import (
get_stock as get_alpha_vantage_stock,
get_indicator as get_alpha_vantage_indicator,
get_fundamentals as get_alpha_vantage_fundamentals,
get_balance_sheet as get_alpha_vantage_balance_sheet,
get_cashflow as get_alpha_vantage_cashflow,
get_income_statement as get_alpha_vantage_income_statement,
get_insider_transactions as get_alpha_vantage_insider_transactions,
get_news as get_alpha_vantage_news,
get_global_news as get_alpha_vantage_global_news,
)
from .alpha_vantage_common import AlphaVantageRateLimitError
from .symbol_utils import NoMarketDataError
# Configuration and routing logic
from .config import get_config
# Tools organized by category
TOOLS_CATEGORIES = {
"core_stock_apis": {
"description": "OHLCV stock price data",
"tools": [
"get_stock_data"
]
},
"technical_indicators": {
"description": "Technical analysis indicators",
"tools": [
"get_indicators"
]
},
"fundamental_data": {
"description": "Company fundamentals",
"tools": [
"get_fundamentals",
"get_balance_sheet",
"get_cashflow",
"get_income_statement"
]
},
"news_data": {
"description": "News and insider data",
"tools": [
"get_news",
"get_global_news",
"get_insider_transactions",
]
}
}
VENDOR_LIST = [
"yfinance",
"alpha_vantage",
]
# Mapping of methods to their vendor-specific implementations
VENDOR_METHODS = {
# core_stock_apis
"get_stock_data": {
"alpha_vantage": get_alpha_vantage_stock,
"yfinance": get_YFin_data_online,
},
# technical_indicators
"get_indicators": {
"alpha_vantage": get_alpha_vantage_indicator,
"yfinance": get_stock_stats_indicators_window,
},
# fundamental_data
"get_fundamentals": {
"alpha_vantage": get_alpha_vantage_fundamentals,
"yfinance": get_yfinance_fundamentals,
},
"get_balance_sheet": {
"alpha_vantage": get_alpha_vantage_balance_sheet,
"yfinance": get_yfinance_balance_sheet,
},
"get_cashflow": {
"alpha_vantage": get_alpha_vantage_cashflow,
"yfinance": get_yfinance_cashflow,
},
"get_income_statement": {
"alpha_vantage": get_alpha_vantage_income_statement,
"yfinance": get_yfinance_income_statement,
},
# news_data
"get_news": {
"alpha_vantage": get_alpha_vantage_news,
"yfinance": get_news_yfinance,
},
"get_global_news": {
"yfinance": get_global_news_yfinance,
"alpha_vantage": get_alpha_vantage_global_news,
},
"get_insider_transactions": {
"alpha_vantage": get_alpha_vantage_insider_transactions,
"yfinance": get_yfinance_insider_transactions,
},
}
def get_category_for_method(method: str) -> str:
"""Get the category that contains the specified method."""
for category, info in TOOLS_CATEGORIES.items():
if method in info["tools"]:
return category
raise ValueError(f"Method '{method}' not found in any category")
def get_vendor(category: str, method: str = None) -> str:
"""Get the configured vendor for a data category or specific tool method.
Tool-level configuration takes precedence over category-level.
"""
config = get_config()
# Check tool-level configuration first (if method provided)
if method:
tool_vendors = config.get("tool_vendors", {})
if method in tool_vendors:
return tool_vendors[method]
# Fall back to category-level configuration
return config.get("data_vendors", {}).get(category, "default")
def route_to_vendor(method: str, *args, **kwargs):
"""Route method calls to appropriate vendor implementation with fallback support."""
category = get_category_for_method(method)
vendor_config = get_vendor(category, method)
primary_vendors = [v.strip() for v in vendor_config.split(',')]
if method not in VENDOR_METHODS:
raise ValueError(f"Method '{method}' not supported")
# Build fallback chain: primary vendors first, then remaining available vendors
all_available_vendors = list(VENDOR_METHODS[method].keys())
fallback_vendors = primary_vendors.copy()
for vendor in all_available_vendors:
if vendor not in fallback_vendors:
fallback_vendors.append(vendor)
last_no_data: NoMarketDataError | None = None
first_error: Exception | None = None
for vendor in fallback_vendors:
if vendor not in VENDOR_METHODS[method]:
continue
vendor_impl = VENDOR_METHODS[method][vendor]
impl_func = vendor_impl[0] if isinstance(vendor_impl, list) else vendor_impl
try:
return impl_func(*args, **kwargs)
except AlphaVantageRateLimitError:
continue # Rate limits: try the next vendor
except NoMarketDataError as e:
last_no_data = e # No data here; another vendor may have it
continue
except Exception as e:
# A fallback vendor failing for an incidental reason (e.g. no API
# key configured) must not crash the call when another vendor
# already determined the symbol simply has no data. Remember the
# first error so a genuine primary-vendor failure still surfaces.
if first_error is None:
first_error = e
continue
# If any vendor reported "no data", the symbol is genuinely unavailable.
# Return one explicit, instructive sentinel rather than a vendor-specific
# empty string, so the agent reports "unavailable" instead of inventing a
# value. This takes precedence over incidental fallback errors.
if last_no_data is not None:
sym = last_no_data.symbol
canonical = last_no_data.canonical
resolved = "" if canonical == sym else f" (resolved to '{canonical}')"
return (
f"NO_DATA_AVAILABLE: No market data found for '{sym}'{resolved} from "
f"any configured vendor. The symbol may be invalid, delisted, or not "
f"covered by Yahoo Finance / Alpha Vantage. Do not estimate or "
f"fabricate values — report that data is unavailable for this symbol."
)
# No vendor returned data and none reported clean "no data" — surface the
# first real error (e.g. the primary vendor's network failure).
if first_error is not None:
raise first_error
raise RuntimeError(f"No available vendor for '{method}'")