fix(memory): add point-in-time trade_date guard to prevent lookahead (#1251)

Author: loulanyue

tests/test_memory_log.py

@@ -275,14 +275,20 @@ def test_n_same_limit_respected(self, tmp_path):
         assert "Buy entry 0" not in ctx
         assert "Buy entry 5" in ctx
 
-    def test_n_cross_limit_respected(self, tmp_path):
-        """Only the n_cross most recent cross-ticker entries are included."""
-        log = make_log(tmp_path)
-        for i, ticker in enumerate(["AAPL", "MSFT", "GOOG", "META"]):
-            _seed_completed(tmp_path, ticker, f"2026-01-{i+1:02d}", f"Buy {ticker}.", "Correct.")
-        ctx = log.get_past_context("NVDA", n_cross=3)
-        assert "AAPL" not in ctx
-        assert "META" in ctx
+    def test_point_in_time_guard(self, tmp_path):
+        """Entries on or after the trade_date are excluded to prevent lookahead."""
+        log = make_log(tmp_path)
+        _seed_completed(tmp_path, "NVDA", "2026-01-05", "Decision Jan 5.", "Lesson Jan 5.")
+        _seed_completed(tmp_path, "NVDA", "2026-01-15", "Decision Jan 15.", "Lesson Jan 15.")
+        _seed_completed(tmp_path, "AAPL", "2026-01-10", "Decision AAPL Jan 10.", "Lesson AAPL Jan 10.")
+        _seed_completed(tmp_path, "AAPL", "2026-01-20", "Decision AAPL Jan 20.", "Lesson AAPL Jan 20.")
+
+        # Querying with trade_date="2026-01-12" should only see Jan 5 for NVDA and Jan 10 for AAPL
+        ctx = log.get_past_context("NVDA", trade_date="2026-01-12")
+        assert "Decision Jan 5" in ctx
+        assert "Decision Jan 15" not in ctx
+        assert "AAPL" in ctx
+        assert "2026-01-20" not in ctx
 
     # No-op when config is None
 

tradingagents/agents/utils/memory.py

@@ -67,9 +67,21 @@ def get_pending_entries(self) -> list[dict]:
         """Return entries with outcome:pending (for Phase B)."""
         return [e for e in self.load_entries() if e.get("pending")]
 
-    def get_past_context(self, ticker: str, n_same: int = 5, n_cross: int = 3) -> str:
-        """Return formatted past context string for agent prompt injection."""
+    def get_past_context(
+        self,
+        ticker: str,
+        n_same: int = 5,
+        n_cross: int = 3,
+        trade_date: str = None,
+    ) -> str:
+        """Return formatted past context string for agent prompt injection.
+
+        If trade_date is provided, only entries whose date is strictly before
+        trade_date (< trade_date) are included, preventing lookahead in backtests.
+        """
         entries = [e for e in self.load_entries() if not e.get("pending")]
+        if trade_date:
+            entries = [e for e in entries if e.get("date") and str(e["date"]) < str(trade_date)]
         if not entries:
             return ""
 

tradingagents/graph/trading_graph.py

@@ -420,7 +420,7 @@ def _run_graph(self, company_name, trade_date, asset_type: str = "stock"):
         """Execute the graph and write the resulting state to disk and memory log."""
         # Initialize state — inject memory log context for PM and the
         # deterministically resolved instrument identity for all agents.
-        past_context = self.memory_log.get_past_context(company_name)
+        past_context = self.memory_log.get_past_context(company_name, trade_date=str(trade_date))
         instrument_context = self.resolve_instrument_context(company_name, asset_type)
         init_agent_state = self.propagator.create_initial_state(
             company_name,