TradingAgents changelog: what's new each month
Every stable TradingAgents release summarised by month: the highlights, new features, improvements, fixes and anything you need to act on. 3 months covered; the current month updates daily.
October 2026 · so far
1 release: 0.6.0
October brought new reporting features, expanded provider flexibility, and improvements to decision settlement and data coverage. The agent can now run different model tiers on separate providers and automatically settle past decisions during analysis.
Highlights
- HTML reports now render as single-page documents that display well on browsers, phones and in print.
- Quick and deep models can run on different providers, letting you use Claude for managers and OpenAI for analysts.
- Past decisions automatically settle alongside analysts as they work, without needing separate analysis runs.
- Crypto sentiment analysis now reads Reddit communities specific to individual coins like Bitcoin and Ethereum.
- Euro-area macroeconomic data series are now available by name for use in analysis.
New
- HTML report output as a complete single-page document with sections listed alongside text.
- settleallpending() function to settle all due decisions without running analysis, useful for scheduled jobs.
- deepthinkprovider option to run different model tiers on different providers.
- Automatic settlement of past decisions during analyst runs for any ticker being analyzed.
- Crypto sentiment analysis reads r/CryptoCurrency, r/CryptoMarkets, and coin-specific subreddits.
- Euro-area macro series: ecbdepositrate, ecbmainrefirate, eurohicp, eurocorehicp, eurorealgdp, germany10y, france10y, eurusd.
Improved
- settlepending() and settleallpending() now return the decisions settled and any that could not be settled.
- Gemini API calls now timeout after 600 seconds like OpenAI and Anthropic calls, preventing stalled calls from hanging runs.
- Report header now names the run's rating.
September 2026
3 releases: 0.5.0 → 0.5.2
September brought major improvements to data accuracy and historical backtesting, a significant reorganisation of the codebase to match current usage, and new tools for running agents unattended and in parallel.
Action needed
- Module reorganisation: tradingagents.dataflows.interface is now router; dataflows.utils removed with getcurrentdate moved to datewindow; vendors now under dataflows.vendors.
- Agent modules restructured: agents.utils removed with tools in agents.tools, utils content split to agents.context, agents.state, agents.rating and agents.structured.
- Decision log is now tradingagents.decisionlog instead of agents.utils.memory.
- Removed: SignalProcessor, createsocialmediaanalyst alias (use createsentimentanalyst), projectdir config key.
Highlights
- Historical runs now correctly use period-end data from SEC filings rather than current company profiles, fixing a major source of backtesting error.
- Backtesting now works end-to-end with runbacktest and summarize commands to test strategies across ticker and date grids.
- Analysts can run in parallel, cutting analysis time to the slowest analyst's duration, and CLI runs can be fully automated with flags and environment variables.
- Data vendors now clearly distinguish unavailable feeds from absent data, and report their own failures rather than disguising them as missing information.
- Portfolio context lets agents size positions against real holdings instead than assuming a flat book.
New
- Backtesting pipeline that runs strategies over a grid of tickers and dates into a decision log, with summarize to score settled positions.
- Portfolio parameter for propagate() and --portfolio flag to size trader, risk and portfolio agents against real holdings.
- Parallel execution of selected analysts with progress display and timing for each.
- Unattended CLI mode: flags and environment variables answer all per-run questions for scheduled jobs and scripts.
- TypeSafe Jev post screening to filter StockTwits and Reddit posts that are not about the target company.
- Tool call cap per analyst (default 20 rounds) to limit costs and force report writing after maximum attempts.
- Benchmarks for Taiwan, Korea, Singapore and main European exchanges alongside existing US and B3 support.
- Python 3.14 support with Docker image running Python 3.13.
Improved
- Dated tools now take the run date from graph state, preventing mismatched vendor queries.
- Insider filings and prediction-market odds bounded by run date with clear Form 4 filing timestamps.
- Reports now record analysis date, version, provider, models, analysts, rounds and data vendors used.
- Docker data folder configurable via TRADINGAGENTSDATADIR environment variable.
- Backtest CLI shows each cell as it starts and provides --run-id to continue interrupted runs.
- B3 tickers (.SA) benchmarked against Ibovespa index.
- Vendor error handling distinguishes vendor failures from data absences and unavailable feeds.
Fixed
- Historical runs no longer served present-day company profiles instead of period-end data.
- Yfinance errors now raised as exceptions rather than returned as text strings.
- Feeds that never observed a window report as unavailable rather than as an absence across news, Reddit and StockTwits sources.
August 2026
1 release: 0.4.0
August brought major fixes to backtesting accuracy and decision tracking, ensuring agents see historically correct data and learn from outcomes at the right time. Several important improvements tighten behavior around sentiment data, price handling, and messaging.
Highlights
- FRED economic data now pins to the as-of date during backtests, preventing agents from seeing future data revisions.
- Decision-log memory now tracks when outcomes become known and only injects lessons after trades fully settle.
- Social sentiment data (StockTwits, Reddit) is trimmed to the analysis window, matching news data handling.
- Latest OHLCV bars with NaN closes are no longer dropped, and dates handle DST and non-US markets correctly.
- Trader now receives technical market reports to anchor entry and stop levels to real price structure.
New
- Decision-log memory now records when each outcome became known for better timing of lessons.
Improved
- Social sentiment (StockTwits, Reddit) trimmed to analysis window instead of showing current data.
- OHLCV bars with NaN closes are no longer silently dropped from analysis.
- Date handling normalized for DST transitions and non-US market calendars.
- Portfolio Manager ratings that cannot be parsed now surface a REVIEW sentinel instead of a tradeable Hold.
- Trader receives technical market reports to anchor price levels.
- Debate openers no longer fabricate opponent arguments when none exists.
- Decision-log memory only injects lessons after holding windows fully trade.
Fixed
- FRED macro requests now pin data vintage to as-of date so backtests do not see later revisions.
- Decision-log memory no longer settles decisions before their holding window fully trades.
- Checkpoint resume on CLI path now works correctly without duplicating messages.
- Unparseable Portfolio Manager ratings no longer produce invalid tradeable Holds.
- Debate openers no longer fabricate missing opponent arguments.
- Latest OHLCV bars no longer silently dropped when close is NaN.
Summaries are written automatically from the official release notes (full changelog ↗); check the original notes before relying on a detail. TradingAgents: pricing, features and alternatives · All changelogs