feat(dataflows): CLS / Cninfo / Eastmoney news for HK and CN A-share tickers

pyproject.toml

@@ -30,6 +30,11 @@ dependencies = [
     "tqdm>=4.67.1",
     "typing-extensions>=4.14.0",
     "yfinance>=0.2.63",
+    # akshare wraps Eastmoney + Cninfo Chinese-market endpoints used by the
+    # auto-router for .HK / .SS / .SZ tickers. Imported lazily inside the
+    # vendor modules — only matters when a Chinese-market ticker is
+    # actually analysed.
+    "akshare>=1.18",
 ]
 
 [project.scripts]

tests/test_cls_cninfo_news.py

@@ -0,0 +1,206 @@
+"""Tests for CLS flash news + Cninfo disclosures + multi-source merge.
+
+Pins:
+  1. CLS filters the global flash stream by ticker / company-name match
+     and applies the requested date window.
+  2. CLS skips non-Asian-market tickers explicitly.
+  3. Cninfo only handles SH/SZ; HK/US tickers get a labelled skip marker.
+  4. Cninfo formats akshare's disclosure DataFrame into Markdown with
+     filing title / date / link.
+  5. Auto-router resolves SS/SZ → [eastmoney, cls, cninfo] and HK →
+     [eastmoney, cls].
+  6. ``route_to_vendor`` calls every vendor in the resolved list and
+     concatenates non-empty results separated by ``---``.
+  7. Pure skip-markers from a non-applicable vendor are dropped so the
+     LLM doesn't get padded with no-op noise.
+"""
+
+from unittest.mock import patch
+
+import pandas as pd
+import pytest
+
+from tradingagents.dataflows import cls_news as cls
+from tradingagents.dataflows import cninfo_disclosures as cninfo
+from tradingagents.dataflows import interface as iface
+from tradingagents.dataflows.config import set_config
+
+
+@pytest.fixture(autouse=True)
+def isolated_cache(tmp_path):
+    set_config({
+        "data_cache_dir": str(tmp_path),
+        "data_vendors": {"news_data": "auto"},
+        "tool_vendors": {},
+    })
+    cls._NAME_CACHE.clear()
+    yield
+
+
+def _cls_frame(rows):
+    return pd.DataFrame(rows, columns=["标题", "内容", "发布日期", "发布时间"])
+
+
+def _cninfo_frame(rows):
+    return pd.DataFrame(rows, columns=["代码", "简称", "公告标题", "公告时间", "公告链接"])
+
+
+# --- CLS ---------------------------------------------------------------
+
+def test_cls_matches_ticker_and_filters_dates():
+    fake = _cls_frame([
+        ["腾讯控股回购股份", "腾讯今日宣布回购计划。", "2026-05-08", "09:30:00"],
+        ["其他公司新闻", "与本案无关。", "2026-05-08", "10:00:00"],
+        ["腾讯Q1业绩", "营收增长。", "2024-01-01", "09:00:00"],  # outside window
+    ])
+    with patch("akshare.stock_info_global_cls", return_value=fake), \
+         patch("tradingagents.dataflows.cls_news._resolve_company_short_name", return_value="腾讯"):
+        out = cls.get_news_cls("0700.HK", "2026-05-01", "2026-05-15")
+
+    assert "腾讯控股回购股份" in out
+    assert "其他公司新闻" not in out
+    assert "腾讯Q1业绩" not in out  # date filter
+
+
+def test_cls_skips_non_asian_market():
+    out = cls.get_news_cls("AAPL", "2026-05-01", "2026-05-10")
+    assert "skip" in out.lower()
+
+
+def test_cls_handles_fetch_error():
+    with patch("akshare.stock_info_global_cls", side_effect=RuntimeError("network")):
+        out = cls.get_news_cls("0700.HK", "2026-05-01", "2026-05-10")
+    assert "fetch failed" in out.lower()
+
+
+# --- Cninfo ------------------------------------------------------------
+
+def test_cninfo_formats_disclosure_frame():
+    fake = _cninfo_frame([
+        ["600519", "贵州茅台", "贵州茅台关于回购股份实施进展的公告", "2026-05-08", "https://cninfo.com.cn/x"],
+        ["600519", "贵州茅台", "贵州茅台关于召开业绩说明会的公告", "2026-04-29", "https://cninfo.com.cn/y"],
+    ])
+    with patch("akshare.stock_zh_a_disclosure_report_cninfo", return_value=fake):
+        out = cninfo.get_disclosures_cninfo("600519.SS", "2026-04-01", "2026-05-10")
+
+    assert "贵州茅台关于回购股份实施进展的公告" in out
+    assert "https://cninfo.com.cn/x" in out
+    assert "巨潮" in out
+
+
+def test_cninfo_skips_hk_and_us():
+    out = cninfo.get_disclosures_cninfo("0700.HK", "2026-05-01", "2026-05-10")
+    assert "skip" in out.lower()
+    out = cninfo.get_disclosures_cninfo("AAPL", "2026-05-01", "2026-05-10")
+    assert "skip" in out.lower()
+
+
+def test_cninfo_handles_empty_result():
+    with patch("akshare.stock_zh_a_disclosure_report_cninfo", return_value=pd.DataFrame()):
+        out = cninfo.get_disclosures_cninfo("600519.SS", "2026-05-01", "2026-05-10")
+    assert "No Cninfo filings" in out
+
+
+@pytest.mark.parametrize("ann_id,org_id,ann_time", [
+    ("20260508001234", "9900016138", "2026-05-08"),
+    ("20260101005678", "9900019999", "2026-01-01"),
+])
+def test_cninfo_build_link_reconstructs_from_announcement_id(ann_id, org_id, ann_time):
+    """_build_link Path B: no 公告链接 column; reconstruct URL from announcementId + orgId + 公告时间."""
+    fake = pd.DataFrame([{
+        "代码": "600519",
+        "简称": "贵州茅台",
+        "公告标题": "测试公告",
+        "公告时间": ann_time,
+        "announcementId": ann_id,
+        "orgId": org_id,
+    }])
+    with patch("akshare.stock_zh_a_disclosure_report_cninfo", return_value=fake):
+        out = cninfo.get_disclosures_cninfo("600519.SS", "2026-01-01", "2026-12-31")
+
+    assert "cninfo.com.cn" in out
+    assert f"announcementId={ann_id}" in out
+    assert f"orgId={org_id}" in out
+
+
+# --- Auto-router multi-source ----------------------------------------
+
+def test_auto_router_returns_list_for_ss():
+    vendors = iface._resolve_auto_vendors("get_news", ("600519.SS",))
+    assert vendors == ["eastmoney", "cls", "cninfo"]
+
+
+def test_auto_router_returns_list_for_sz():
+    vendors = iface._resolve_auto_vendors("get_news", ("000001.SZ",))
+    assert vendors == ["eastmoney", "cls", "cninfo"]
+
+
+def test_auto_router_returns_list_for_hk():
+    vendors = iface._resolve_auto_vendors("get_news", ("0700.HK",))
+    assert vendors == ["eastmoney", "cls"]
+
+
+def test_auto_router_us_stays_single_yfinance():
+    assert iface._resolve_auto_vendors("get_news", ("AAPL",)) == ["yfinance"]
+
+
+def test_auto_router_global_news_always_yfinance():
+    assert iface._resolve_auto_vendors("get_global_news", ("2026-05-08", 7, 10)) == ["yfinance"]
+
+
+def test_route_to_vendor_merges_multiple_sources_for_ss():
+    """SS ticker fans out to eastmoney + cls + cninfo; results concatenate."""
+    fake_em = _cls_frame([])  # placeholder, eastmoney mock returns string directly
+    iface_orig = iface.VENDOR_METHODS["get_news"].copy()
+    try:
+        iface.VENDOR_METHODS["get_news"]["eastmoney"] = lambda *a, **kw: "<eastmoney body>"
+        iface.VENDOR_METHODS["get_news"]["cls"] = lambda *a, **kw: "<cls body>"
+        iface.VENDOR_METHODS["get_news"]["cninfo"] = lambda *a, **kw: "<cninfo body>"
+        out = iface.route_to_vendor("get_news", "600519.SS", "2026-05-01", "2026-05-10")
+    finally:
+        iface.VENDOR_METHODS["get_news"] = iface_orig
+
+    assert "<eastmoney body>" in out
+    assert "<cls body>" in out
+    assert "<cninfo body>" in out
+    # Sources separated by --- so the LLM sees clear demarcation.
+    assert "---" in out
+
+
+def test_route_to_vendor_drops_pure_skip_markers():
+    """If a vendor returns a [skip — ...] marker, it's omitted from the merge
+    so the analyst doesn't get prompts polluted with no-op noise."""
+    iface_orig = iface.VENDOR_METHODS["get_news"].copy()
+    try:
+        iface.VENDOR_METHODS["get_news"]["eastmoney"] = lambda *a, **kw: "real eastmoney content"
+        iface.VENDOR_METHODS["get_news"]["cls"] = lambda *a, **kw: "[CLS skip — HK suffix routed elsewhere]"
+        iface.VENDOR_METHODS["get_news"]["cninfo"] = lambda *a, **kw: "real cninfo content"
+        out = iface.route_to_vendor("get_news", "600519.SS", "2026-05-01", "2026-05-10")
+    finally:
+        iface.VENDOR_METHODS["get_news"] = iface_orig
+
+    assert "real eastmoney content" in out
+    assert "real cninfo content" in out
+    assert "CLS skip" not in out
+
+
+def test_route_to_vendor_survives_per_vendor_failure():
+    """One source raising must not block the others."""
+    iface_orig = iface.VENDOR_METHODS["get_news"].copy()
+    try:
+        iface.VENDOR_METHODS["get_news"]["eastmoney"] = lambda *a, **kw: (_ for _ in ()).throw(RuntimeError("network"))
+        iface.VENDOR_METHODS["get_news"]["cls"] = lambda *a, **kw: "<cls body>"
+        iface.VENDOR_METHODS["get_news"]["cninfo"] = lambda *a, **kw: "<cninfo body>"
+        out = iface.route_to_vendor("get_news", "600519.SS", "2026-05-01", "2026-05-10")
+    finally:
+        iface.VENDOR_METHODS["get_news"] = iface_orig
+
+    assert "<cls body>" in out
+    assert "<cninfo body>" in out
+    # No network error leaks to the analyst — failure is logged, not surfaced.
+
+
+def test_auto_router_si_routes_to_yfinance():
+    """SG (.SI) tickers must currently fall through to yfinance — the
+    SGX vendor is held back from this PR pending more end-to-end testing."""
+    assert iface._resolve_auto_vendors("get_news", ("D05.SI",)) == ["yfinance"]

tests/test_dataflow_cache.py

@@ -0,0 +1,105 @@
+"""Tests for the cross-ticker dataflow cache.
+
+Pins:
+  1. ``get_global_news`` is cached by date — second call same day reuses, even
+     when invoked from a different ticker context.
+  2. Financial statements are cached by (ticker, fiscal_quarter) — same ticker
+     queried on different days within a quarter reuses; new quarter refetches.
+  3. Non-cacheable methods (e.g. get_stock_data) fall through every time.
+"""
+
+from datetime import date
+
+import pytest
+
+from tradingagents.dataflows import dataflow_cache as dc
+from tradingagents.dataflows.config import set_config
+
+
+@pytest.fixture(autouse=True)
+def isolated_cache(tmp_path):
+    set_config({"data_cache_dir": str(tmp_path)})
+    yield
+
+
+def _counting_fetch(payload, counter):
+    def fetch():
+        counter[0] += 1
+        return payload
+    return fetch
+
+
+def test_fiscal_quarter_end_buckets():
+    assert dc.fiscal_quarter_end("2026-05-08") == "2026-03-31"
+    assert dc.fiscal_quarter_end("2026-07-15") == "2026-06-30"
+    assert dc.fiscal_quarter_end("2026-12-31") == "2026-12-31"
+    assert dc.fiscal_quarter_end("2026-01-02") == "2025-12-31"
+
+
+def test_global_news_cache_reused_same_day():
+    counter = [0]
+    args = ("2026-05-08", 7, 10)
+    fetch = _counting_fetch("global news payload", counter)
+
+    a = dc.cached_call("get_global_news", args, {}, fetch)
+    b = dc.cached_call("get_global_news", args, {}, fetch)
+
+    assert a == b == "global news payload"
+    assert counter[0] == 1, "Second call should hit the cache"
+
+
+def test_global_news_cache_invalidates_on_new_day():
+    counter = [0]
+    fetch = _counting_fetch("payload", counter)
+
+    dc.cached_call("get_global_news", ("2026-05-08", 7, 10), {}, fetch)
+    dc.cached_call("get_global_news", ("2026-05-09", 7, 10), {}, fetch)
+
+    assert counter[0] == 2
+
+
+def test_fundamentals_cache_reused_within_quarter():
+    counter = [0]
+    fetch = _counting_fetch("fundamentals body", counter)
+
+    # Two different days, same ticker, same calendar quarter (Q2 2026).
+    dc.cached_call("get_fundamentals", ("AAPL", "2026-04-15"), {}, fetch)
+    dc.cached_call("get_fundamentals", ("AAPL", "2026-05-08"), {}, fetch)
+
+    assert counter[0] == 1
+
+
+def test_fundamentals_cache_separates_tickers():
+    counter = [0]
+    fetch = _counting_fetch("body", counter)
+
+    dc.cached_call("get_fundamentals", ("AAPL", "2026-05-08"), {}, fetch)
+    dc.cached_call("get_fundamentals", ("MSFT", "2026-05-08"), {}, fetch)
+
+    assert counter[0] == 2
+
+
+def test_balance_sheet_cache_keyed_by_freq():
+    counter = [0]
+    fetch = _counting_fetch("body", counter)
+
+    dc.cached_call("get_balance_sheet", ("AAPL", "quarterly", "2026-05-08"), {}, fetch)
+    dc.cached_call("get_balance_sheet", ("AAPL", "annual", "2026-05-08"), {}, fetch)
+
+    assert counter[0] == 2
+
+
+def test_uncacheable_method_falls_through():
+    counter = [0]
+    fetch = _counting_fetch("body", counter)
+
+    dc.cached_call("get_stock_data", ("AAPL", "2026-01-01", "2026-05-08"), {}, fetch)
+    dc.cached_call("get_stock_data", ("AAPL", "2026-01-01", "2026-05-08"), {}, fetch)
+
+    assert counter[0] == 2, "Non-cacheable methods should always fetch"
+
+
+def test_cache_key_for_returns_none_on_missing_args():
+    assert dc.cache_key_for("get_global_news", (), {}) is None
+    assert dc.cache_key_for("get_fundamentals", ("AAPL",), {}) is None
+    assert dc.cache_key_for("nonexistent_method", ("AAPL",), {}) is None

tests/test_dataflows_config.py

@@ -14,6 +14,17 @@ class DataflowsConfigIsolationTests(unittest.TestCase):
     def setUp(self):
         set_config(copy.deepcopy(default_config.DEFAULT_CONFIG))
 
+    def tearDown(self):
+        # Restore defaults so subsequent test files see a clean config.
+        # set_config merges nested dicts (data_vendors / tool_vendors), so
+        # plain set_config(DEFAULT_CONFIG) does NOT clear tool_vendors
+        # entries set by earlier tests in this class — they survive the
+        # update. Replace the whole _config object directly to defeat the
+        # merge and prevent leakage into other test files that read
+        # tool-level routing.
+        import tradingagents.dataflows.config as _cfg
+        _cfg._config = copy.deepcopy(default_config.DEFAULT_CONFIG)
+
     def test_get_config_returns_deep_copy(self):
         cfg = get_config()
         cfg["data_vendors"]["core_stock_apis"] = "alpha_vantage"
@@ -50,7 +61,11 @@ def test_partial_nested_update_preserves_existing_defaults(self):
         self.assertEqual(fresh["data_vendors"]["core_stock_apis"], "alpha_vantage")
         self.assertEqual(fresh["data_vendors"]["technical_indicators"], "yfinance")
         self.assertEqual(fresh["data_vendors"]["fundamental_data"], "yfinance")
-        self.assertEqual(fresh["data_vendors"]["news_data"], "yfinance")
+        # ``news_data`` default is ``"auto"`` so the multi-source merge
+        # (Eastmoney + CLS + Cninfo for HK / SH / SZ; yfinance otherwise)
+        # is on out of the box; the test asserts the merge defaults rather
+        # than a single legacy vendor.
+        self.assertEqual(fresh["data_vendors"]["news_data"], "auto")
 
     def test_nested_dict_updates_merge_one_level_deep(self):
         set_config({"tool_vendors": {"get_stock_data": "alpha_vantage"}})