Returns live and historical market news & sentiment data from premier news outlets worldwide. Covers stocks, cryptocurrencies, forex, and topics

Retrieve news data for a given ticker symbol. Uses the configured news_data vendor. Args: ticker (str): Ticker symbol sta

Retrieve news for a specific stock ticker using yfinance. Args: ticker: Stock ticker symbol (e.g., "AAPL") start_date: Start

Return live prediction-market probabilities for an event topic. Args: topic: Event keyword(s), e.g. "Fed rate cut", "recession 2026",

Retrieve live, market-implied probabilities for forward-looking events from prediction markets (Polymarket): Fed decisions, recession, electi

Returns raw daily OHLCV values, adjusted close values, and historical split/dividend events filtered to the specified date range. Args:

Retrieve stock price data (OHLCV) for a given ticker symbol. Uses the configured core_stock_apis vendor. Args: symbol (str): Tick

Deterministic verification snapshot for exact market-data claims. Returns the latest OHLCV row on or before curr_date, common technical indic

Increment LLM call counter when a chat model starts.

Extract token usage from LLM response.

Increment LLM call counter when an LLM starts.

Increment tool call counter when a tool starts.

The portfolio block for the decision agents, led by the analyzed instrument.

Determine if fundamentals analysis should continue.

Determine if market analysis should continue.

Determine if news analysis should continue.

Determine if sentiment-analyst tool round should continue. Method name keeps the legacy ``social`` suffix to match the ``AnalystType.

Alpha below the benchmark is the outcome a Sell predicted; scoring it as a miss reported the system as wrong exactly when it was right.

A free-text answer is not one of the menu's choices, and questionary rejects a default it cannot find, so offering it back would crash startup.

The field descriptions live in the schema, which a provider without structured output never sees. Without the format in the prompt body, the f

Settling past decisions happens on the way into a new run, and reflection calls an LLM. A transient failure there must not stop the new analysis.

Settlement reflects with an LLM, so it can fail; the sweep still returns its result and every other ticker still gets settled.

An omitted line and a line never asked for read the same to an analyst.

With only one of the two round-count variables set, the depth prompt is still shown but half the answer is discarded; the user was never told.

Two runs finishing together must never leave a torn file behind.

The company name, sector and industry come from today's vendor profile. They are usually right for a past date, but a company that renamed or was

Trading days are not calendar days: a 21-day window needs about a month of bars, and asking for 28 days left every outcome unsettled.

These were parsed as Python and judged empty, so the message vanished.

Statements are reported in millions, but EPS is dollars per share: scaling it the same way prints a real figure as zero.

The fiscal year ended 2024-09-28; it reached the public on 2024-11-01.

Anything that is not a single number becomes None. Letting it through fails the whole decision's validation, and the run falls back to free text,

Users of a local or custom endpoint retyped the URL every run: it was remembered and validated, then never read.

`--analysts market` leaves three reports empty; presenting them as blank sections invites the model to invent the contents.

The value published then, not the correction filed later.

A config written against an earlier release keeps working: the provider still serves these, they are just no longer offered in the picker.