Yijia-Xiao
1ff3f07a73
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.
132 lines
5.3 KiB
Python
132 lines
5.3 KiB
Python
"""Symbol normalization and market-data error types for vendor calls.
|
|
|
|
Yahoo Finance (the default vendor) uses specific ticker conventions that
|
|
differ from the broker / TradingView / MT5 style symbols users often type:
|
|
|
|
user types Yahoo wants why
|
|
--------------- --------------- -----------------------------------
|
|
XAUUSD, XAUUSD+ GC=F gold has no forex pair on Yahoo;
|
|
it is quoted as a COMEX future
|
|
EURUSD EURUSD=X spot forex pairs take a ``=X`` suffix
|
|
BTCUSD BTC-USD crypto pairs use a ``-`` separator
|
|
SPX500, US500 ^GSPC index CFDs map to Yahoo index symbols
|
|
|
|
Passing the raw broker symbol to Yahoo returns an empty result, which the
|
|
agents previously received as free text and could hallucinate a price
|
|
around (see issue #781). Centralizing the mapping here means every yfinance
|
|
entry point resolves symbols the same way, and new instruments are added by
|
|
appending a table row rather than editing call sites.
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
import logging
|
|
import re
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class NoMarketDataError(Exception):
|
|
"""Raised when a vendor returns no rows/records for a symbol.
|
|
|
|
Carries both the symbol the user requested and the canonical symbol the
|
|
vendor was actually queried with, so callers can build a clear message
|
|
instead of emitting a vendor-specific empty string into the data channel.
|
|
"""
|
|
|
|
def __init__(self, symbol: str, canonical: str | None = None, detail: str = ""):
|
|
self.symbol = symbol
|
|
self.canonical = canonical or symbol
|
|
self.detail = detail
|
|
msg = f"No market data for {symbol!r}"
|
|
if canonical and canonical != symbol:
|
|
msg += f" (queried as {canonical!r})"
|
|
if detail:
|
|
msg += f": {detail}"
|
|
super().__init__(msg)
|
|
|
|
|
|
# ISO-4217 codes common enough to appear in retail forex pairs. A bare
|
|
# six-letter symbol whose halves are BOTH in this set is treated as a spot
|
|
# forex pair and given Yahoo's ``=X`` suffix.
|
|
_FOREX_CURRENCIES = frozenset(
|
|
{
|
|
"USD", "EUR", "GBP", "JPY", "CHF", "CAD", "AUD", "NZD",
|
|
"CNY", "CNH", "HKD", "SGD", "SEK", "NOK", "DKK", "PLN",
|
|
"MXN", "ZAR", "TRY", "INR", "KRW", "BRL", "RUB", "THB",
|
|
}
|
|
)
|
|
|
|
# Crypto bases that brokers quote against USD without a separator.
|
|
_CRYPTO_BASES = frozenset(
|
|
{"BTC", "ETH", "SOL", "XRP", "ADA", "DOGE", "LTC", "BCH", "DOT", "AVAX", "LINK"}
|
|
)
|
|
|
|
# Explicit aliases for instruments whose broker symbol does not map to a
|
|
# Yahoo symbol by rule. Metals/energy resolve to their front-month future;
|
|
# index CFD names resolve to the underlying Yahoo index symbol. Extend by
|
|
# adding rows — no call site changes required.
|
|
_ALIASES = {
|
|
# Precious metals (spot names -> COMEX/NYMEX futures)
|
|
"XAUUSD": "GC=F", "XAU": "GC=F", "GOLD": "GC=F",
|
|
"XAGUSD": "SI=F", "XAG": "SI=F", "SILVER": "SI=F",
|
|
"XPTUSD": "PL=F", "XPDUSD": "PA=F",
|
|
# Energy
|
|
"WTICOUSD": "CL=F", "USOIL": "CL=F", "WTI": "CL=F",
|
|
"BCOUSD": "BZ=F", "UKOIL": "BZ=F", "BRENT": "BZ=F",
|
|
"NATGAS": "NG=F", "XNGUSD": "NG=F",
|
|
"COPPER": "HG=F", "XCUUSD": "HG=F",
|
|
# Index CFDs -> Yahoo index symbols
|
|
"SPX500": "^GSPC", "US500": "^GSPC", "SPX": "^GSPC",
|
|
"NAS100": "^NDX", "US100": "^NDX", "USTEC": "^NDX",
|
|
"US30": "^DJI", "DJI30": "^DJI", "WS30": "^DJI",
|
|
"GER40": "^GDAXI", "GER30": "^GDAXI", "DE40": "^GDAXI",
|
|
"UK100": "^FTSE", "JP225": "^N225", "JPN225": "^N225",
|
|
"FRA40": "^FCHI", "EU50": "^STOXX50E", "HK50": "^HSI",
|
|
}
|
|
|
|
# Yahoo symbols may contain letters, digits, and these structural characters.
|
|
_YAHOO_SAFE = re.compile(r"^[A-Za-z0-9._\-\^=]+$")
|
|
|
|
|
|
def normalize_symbol(raw: str) -> str:
|
|
"""Map a user/broker symbol to its canonical Yahoo Finance symbol.
|
|
|
|
Resolution order (first match wins):
|
|
1. Explicit alias table (metals, energy, index CFDs).
|
|
2. Crypto rule: ``<BASE>USD`` where BASE is a known crypto -> ``BASE-USD``.
|
|
3. Forex rule: six letters that are two ISO currency codes -> ``PAIR=X``.
|
|
4. Otherwise the upper-cased symbol is returned unchanged (plain
|
|
equities, ETFs, Yahoo-native symbols like ``GC=F`` or ``^GSPC``).
|
|
|
|
A trailing ``+`` (broker CFD marker, e.g. ``XAUUSD+``) is stripped before
|
|
matching. The function is purely syntactic — it performs no network
|
|
calls — so it is safe to apply on every request.
|
|
"""
|
|
if not isinstance(raw, str) or not raw.strip():
|
|
return raw
|
|
|
|
s = raw.strip().upper()
|
|
# Broker CFD/qualifier suffixes Yahoo never uses.
|
|
s = s.rstrip("+")
|
|
|
|
if s in _ALIASES:
|
|
canonical = _ALIASES[s]
|
|
elif len(s) == 6 and s[:3] in _CRYPTO_BASES and s[3:] == "USD":
|
|
canonical = f"{s[:3]}-USD"
|
|
elif s[:-3] in _CRYPTO_BASES and s.endswith("USD") and "-" not in s:
|
|
canonical = f"{s[:-3]}-USD"
|
|
elif len(s) == 6 and s[:3] in _FOREX_CURRENCIES and s[3:] in _FOREX_CURRENCIES:
|
|
canonical = f"{s}=X"
|
|
else:
|
|
canonical = s
|
|
|
|
if canonical != raw.strip().upper():
|
|
logger.info("Resolved symbol %r to Yahoo symbol %r", raw, canonical)
|
|
return canonical
|
|
|
|
|
|
def is_yahoo_safe(symbol: str) -> bool:
|
|
"""True when ``symbol`` only contains characters Yahoo symbols use."""
|
|
return bool(symbol) and _YAHOO_SAFE.fullmatch(symbol) is not None
|