Macro analyst

FRED_MACRO_INTEGRATION.md

@@ -0,0 +1,310 @@
+# FRED API Macro Data Integration
+
+## Summary
+Added FRED (Federal Reserve Economic Data) API support to the TradingAgents vendor methods system for macroeconomic analysis, including a new **Macro Analyst** agent.
+
+## Files Added
+
+### 1. `tradingagents/dataflows/macro_utils.py`
+New module providing FRED API integration with the following functions:
+
+- **`get_fred_api_key()`** - Get FRED API key from config or environment
+- **`get_fred_data(series_id, start_date, end_date)`** - Core FRED API wrapper
+- **`get_treasury_yield_curve(curr_date)`** - Treasury yield curve data with inversion analysis
+- **`get_economic_indicators_report(curr_date, lookback_days=90)`** - Comprehensive economic indicators
+  - Federal Funds Rate
+  - Consumer Price Index (CPI)
+  - Producer Price Index (PPI)
+  - Unemployment Rate
+  - Nonfarm Payrolls
+  - GDP Growth Rate
+  - ISM Manufacturing PMI
+  - Consumer Confidence
+  - VIX (Market Volatility)
+- **`get_fed_calendar_and_minutes(curr_date)`** - Federal Reserve meeting calendar and policy updates
+- **`get_macro_economic_summary(curr_date, lookback_days=90)`** - Complete macro economic analysis combining all components
+
+### 2. `tradingagents/agents/analysts/macro_analyst.py`
+New macro analyst agent that uses FRED API tools to analyze economic conditions:
+- Analyzes Federal Reserve policy and economic indicators
+- Evaluates inflation, employment, and growth trends
+- Assesses Treasury yield curve and recession signals
+- Provides market implications and trading considerations
+
+### 3. `tradingagents/agents/utils/macro_data_tools.py`
+Tool wrapper functions for LangChain integration:
+- **`get_economic_indicators(curr_date, lookback_days)`** - Comprehensive economic indicators
+- **`get_yield_curve(curr_date)`** - Treasury yield curve with inversion analysis
+- **`get_fed_calendar(curr_date)`** - Fed meeting calendar and policy updates
+
+## Files Modified
+
+### 4. `tradingagents/dataflows/interface.py`
+Updated vendor routing system to include FRED macro data:
+
+**Added Imports:**
+```python
+from .macro_utils import get_economic_indicators_report, get_treasury_yield_curve, get_fed_calendar_and_minutes
+```
+
+**Updated VENDOR_LIST:**
+```python
+VENDOR_LIST = [
+    "local",
+    "yfinance",
+    "openai",
+    "google",
+    "fred"  # New
+]
+```
+
+**New TOOLS_CATEGORIES Entry:**
+```python
+"macro_data": {
+    "description": "Macroeconomic indicators and Federal Reserve data",
+    "tools": [
+        "get_economic_indicators",
+        "get_yield_curve",
+        "get_fed_calendar"
+    ]
+}
+```
+
+**New VENDOR_METHODS Entries:**
+```python
+# macro_data
+"get_economic_indicators": {
+    "fred": get_economic_indicators_report,
+},
+"get_yield_curve": {
+    "fred": get_treasury_yield_curve,
+},
+"get_fed_calendar": {
+    "fred": get_fed_calendar_and_minutes,
+},
+```
+
+### 5. `tradingagents/agents/__init__.py`
+Added macro analyst to exports:
+```python
+from .analysts.macro_analyst import create_macro_analyst
+
+__all__ = [
+    # ... existing exports ...
+    "create_macro_analyst",
+]
+```
+
+### 6. `tradingagents/agents/utils/agent_utils.py`
+Added macro tool imports:
+```python
+from tradingagents.agents.utils.macro_data_tools import (
+    get_economic_indicators,
+    get_yield_curve,
+    get_fed_calendar
+)
+```
+
+### 7. `tradingagents/graph/setup.py`
+Added macro analyst option to graph setup:
+```python
+def setup_graph(
+    self, selected_analysts=["market", "social", "news", "fundamentals"]
+):
+    """Set up and compile the agent workflow graph.
+
+    Args:
+        selected_analysts (list): List of analyst types to include. Options are:
+            - "market": Market analyst
+            - "social": Social media analyst
+            - "news": News analyst
+            - "fundamentals": Fundamentals analyst
+            - "macro": Macro economic analyst  # New!
+    """
+    # ... existing analyst setup ...
+
+    if "macro" in selected_analysts:
+        analyst_nodes["macro"] = create_macro_analyst(
+            self.quick_thinking_llm
+        )
+        delete_nodes["macro"] = create_msg_delete()
+        tool_nodes["macro"] = self.tool_nodes["macro"]
+```
+
+### 8. `tradingagents/graph/trading_graph.py`
+Added macro tools import and tool node:
+```python
+from tradingagents.agents.utils.agent_utils import (
+    # ... existing imports ...
+    get_economic_indicators,
+    get_yield_curve,
+    get_fed_calendar
+)
+
+def _create_tool_nodes(self) -> Dict[str, ToolNode]:
+    return {
+        # ... existing tool nodes ...
+        "macro": ToolNode(
+            [
+                get_economic_indicators,
+                get_yield_curve,
+                get_fed_calendar,
+            ]
+        ),
+    }
+```
+
+## Configuration Required
+
+To use FRED API features, set the FRED API key via:
+
+1. **Environment Variable:**
+   ```bash
+   export FRED_API_KEY="your_api_key_here"
+   ```
+
+2. **Or via Config System:**
+   The `get_fred_api_key()` function will check:
+   - Config system via `get_api_key("fred_api_key", "FRED_API_KEY")`
+   - Environment variable `FRED_API_KEY`
+
+3. **Get a Free API Key:**
+   - Visit: https://fred.stlouisfed.org/
+   - Register for a free account
+   - Generate API key under "My Account" → "API Keys"
+
+## Usage Examples
+
+### Enable Macro Analyst in Graph
+
+```python
+from tradingagents.graph.trading_graph import TradingAgentsGraph
+
+# Create graph with macro analyst enabled
+graph = TradingAgentsGraph(
+    selected_analysts=["market", "fundamentals", "macro"],  # Include "macro"
+    debug=True,
+    config=your_config
+)
+
+# Run analysis
+result = graph.propagate("AAPL", "2025-10-06")
+```
+
+### Via Vendor Routing System
+
+```python
+from tradingagents.dataflows.interface import route_to_vendor
+
+# Get economic indicators
+indicators = route_to_vendor(
+    "get_economic_indicators",
+    curr_date="2025-10-06",
+    lookback_days=90
+)
+
+# Get yield curve
+yield_curve = route_to_vendor(
+    "get_yield_curve",
+    curr_date="2025-10-06"
+)
+
+# Get Fed calendar
+fed_calendar = route_to_vendor(
+    "get_fed_calendar",
+    curr_date="2025-10-06"
+)
+```
+
+### Direct Function Calls
+
+```python
+from tradingagents.dataflows.macro_utils import (
+    get_economic_indicators_report,
+    get_treasury_yield_curve,
+    get_fed_calendar_and_minutes,
+    get_macro_economic_summary
+)
+
+# Complete macro analysis
+summary = get_macro_economic_summary(
+    curr_date="2025-10-06",
+    lookback_days=90
+)
+
+# Individual components
+indicators = get_economic_indicators_report("2025-10-06", 90)
+yield_curve = get_treasury_yield_curve("2025-10-06")
+fed_data = get_fed_calendar_and_minutes("2025-10-06")
+```
+
+## Integration with Macro Analyst
+
+The macro analyst can now use these tools through the vendor routing system. The tools are automatically available through the `macro_data` category:
+
+```python
+# In agent configuration
+config = {
+    "data_vendors": {
+        "macro_data": "fred"  # Use FRED for macro data
+    }
+}
+```
+
+## Data Returned
+
+All functions return formatted markdown strings suitable for LLM analysis:
+
+- **Economic Indicators**: Markdown tables with current values, changes, and analysis
+- **Yield Curve**: Markdown table with maturities, yields, and inversion warnings
+- **Fed Calendar**: FOMC meeting schedule and policy trajectory
+- **Trading Implications**: Actionable insights for different economic scenarios
+
+## PR Compatibility Notes
+
+Changes were made with minimal modifications to existing code:
+
+1. ✅ **New files only** - `macro_utils.py`, `macro_analyst.py`, `macro_data_tools.py` are new additions
+2. ✅ **Additive changes** - Only added new entries to existing dictionaries and imports
+3. ✅ **No breaking changes** - Existing functionality unchanged
+4. ✅ **Follows existing patterns** - Uses same vendor routing and analyst architecture
+5. ✅ **Consistent naming** - Follows existing naming conventions (`get_*`, `create_*_analyst` patterns)
+6. ✅ **Optional feature** - Macro analyst is opt-in via `selected_analysts` parameter
+
+## Testing
+
+To verify the integration works:
+
+```python
+# Test FRED API connection
+from tradingagents.dataflows.macro_utils import get_fred_data
+
+result = get_fred_data("FEDFUNDS", "2025-01-01", "2025-10-06")
+print(result)
+
+# Test vendor routing
+from tradingagents.dataflows.interface import route_to_vendor
+
+indicators = route_to_vendor(
+    "get_economic_indicators",
+    curr_date="2025-10-06",
+    lookback_days=30
+)
+print(indicators)
+```
+
+## Dependencies
+
+No new dependencies required. Uses existing dependencies:
+- `requests` - For FRED API calls
+- `pandas` - For data manipulation
+- `datetime` - For date handling
+- Existing config system for API key management
+
+## Future Enhancements
+
+Potential improvements:
+- Add caching for FRED API responses (similar to YFinanceDataProvider)
+- Add more FRED series (housing data, commodity prices, etc.)
+- Add international economic indicators
+- Add custom FRED series ID support for advanced users

tradingagents/agents/__init__.py

@@ -6,6 +6,7 @@
 from .analysts.market_analyst import create_market_analyst
 from .analysts.news_analyst import create_news_analyst
 from .analysts.social_media_analyst import create_social_media_analyst
+from .analysts.macro_analyst import create_macro_analyst
 
 from .researchers.bear_researcher import create_bear_researcher
 from .researchers.bull_researcher import create_bull_researcher
@@ -29,6 +30,7 @@
     "create_bull_researcher",
     "create_research_manager",
     "create_fundamentals_analyst",
+    "create_macro_analyst",
     "create_market_analyst",
     "create_neutral_debator",
     "create_news_analyst",