fix: prevent look-ahead bias in backtesting data fetchers (#475)

2026-06-29 01:01:33 +03:00 · 2026-03-29 17:34:35 +00:00
parent 589b351f2a
commit e1113880a1
4 changed files with 108 additions and 142 deletions
@@ -167,6 +167,11 @@ def get_global_news_yfinance(
            # Handle both flat and nested structures
            if "content" in article:
                data = _extract_article_data(article)
+                # Skip articles published after curr_date (look-ahead guard)
+                if data.get("pub_date"):
+                    pub_naive = data["pub_date"].replace(tzinfo=None) if hasattr(data["pub_date"], "replace") else data["pub_date"]
+                    if pub_naive > curr_dt + relativedelta(days=1):
+                        continue
                title = data["title"]
                publisher = data["publisher"]
                link = data["link"]