TradingAgents v0.7.1 Fixes Date Parsing and Settlement Across Long Holidays
ORIGINAL / TauricResearch/TradingAgents v0.7.1
This release fixes an issue where unpadded dates from the model could read future filings, adjusts decision scoring to avoid in-progress bars and settle after long market closures, and corrects portfolio matching, price precision, SEC statement alignment, and other defects to improve backtest and data-reading accuracy.
01 ABSTRACT
TradingAgents released v0.7.1, primarily fixing a bug where unpadded dates (e.g., 2024-7-5) could cause the model to read SEC filings filed after the run date, and ensuring decisions are scored only on closed bars and settle when trading resumes after a closure longer than a week. The release also fixes portfolio instrument matching, price significant digits, SEC statement one-row-per-period display, backtest failure reporting, run isolation, and other issues. The notes list specific fixes and contributors but provide no quantitative conclusions on performance or investment outcomes.
02 KEY FINDINGS
- Fixes unpadded date parsing to prevent the model from reading SEC filings filed after the run date.
- Decision scoring no longer uses bars from a session still trading, and settles after long holiday closures.
- Fixes portfolio matching, price display precision, SEC statement period alignment, and backtest run isolation.
- Docker images no longer include .env files; Azure OpenAI keys must be configured via .env.
AI GENERATED SUMMARY / DISCOVERED BY TRADINGAGENTS