Add opt-in Schwab + AnySearch data vendors, vendor provenance, and cross-source basis disclosure

[kevinkda]

Summary

An opt-in, zero-behavior-change set of data-vendor and observability improvements. Defaults are unchanged (yfinance for prices/indicators, existing news vendors), so nothing is affected unless a user explicitly opts in.

This PR bundles five related pieces, all following the existing route_to_vendor / VENDOR_METHODS three-layer architecture:

1. Schwab market-data vendor (OHLCV + technical indicators, US equities/ETFs).
2. AnySearch global-news vendor (live-only supplement, look-ahead-safe).
3. Vendor provenance + CLI visibility (which vendor actually served; startup config summary).
4. Cross-source price-basis disclosure in reflection and the verified snapshot.
5. Data-vendor selection via TRADINGAGENTS_DATA_VENDOR env var and an interactive CLI prompt.

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1. Schwab market-data vendor (opt-in)

Opt-in vendor for core_stock_apis (OHLCV) and technical_indicators. Lazily imported, disabled by default. Enable via:

config["data_vendors"]["core_stock_apis"] = "schwab,yfinance"
config["data_vendors"]["technical_indicators"] = "schwab,yfinance"

• US equities / ETFs only. Symbols whitelisted to ^[A-Z]{1,5}$; anything else falls back to yfinance.
• Read-only. No orders, no account access — OHLCV + indicators only.
• Auth: schwab-py's client_from_token_file (refresh-only, never a browser login; safe headless). SCHWAB_APP_KEY / SCHWAB_APP_SECRET + a token.json (SCHWAB_TOKEN_PATH / SCHWAB_NATIVE_TOKEN_PATH, or default state locations). The token can come from any schwab-py login; TradingAgents implements no login flow of its own.
• Dependency: new optional schwab extra pinned to schwab-py>=1.5.1,<1.6; the import is deferred so a clean install without the extra never fails.

2. AnySearch global-news vendor (opt-in, live-only)

New anysearch vendor for get_global_news backed by api.anysearch.com. AnySearch results carry no reliable publish date (verified against the live /v1/search response), so the vendor is strictly look-ahead-safe: it serves only live windows and raises for historical/backtest dates, letting the router fall back to yfinance (which date-filters). Never leaks future news into a backtest. Uses the core requests dependency (no new extra); ANYSEARCH_API_KEY is optional (anonymous works with lower limits). Not wired into any default.

3. Vendor provenance + CLI visibility

route_to_vendor now records which vendor actually served each method and which primaries it skipped, and logs the resolution at info level. The CLI prints:

• an "Effective configuration" panel at startup (LLM provider/models/backend, per-category data vendor, and — for Bedrock — the resolved region + auth mode: bearer token vs AWS profile), and
• a "Data source" panel after the run showing the serving vendor and any fallback reason.

This exposes silent degrades (e.g. an unconfigured Schwab primary skipped in favor of yfinance) that previously left it unclear which source and Bedrock region/auth were in use.

4. Cross-source price-basis disclosure

Realized returns for reflection/alpha stay on yfinance split/dividend-adjusted prices (the correct outcome basis), but when the agent priced its decision on an unadjusted vendor (e.g. Schwab raw prices), the stored reflection now carries an explicit basis caveat and the verified snapshot discloses its yfinance-adjusted basis. This prevents a raw-vs-adjusted artifact on split/dividend tickers from silently poisoning the memory log or being mistaken for a data error. Default (yfinance) behavior is unchanged.

5. Data-vendor selection (env / CLI)

TRADINGAGENTS_DATA_VENDOR env var + an interactive CLI "Data Vendor" step (skipped with a ✓ ... from environment notice when the var is set). Applied to both core_stock_apis and technical_indicators. Fully opt-in; invalid vendor names fail loudly at startup.

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Testing

• tests/test_schwab_vendor.py (~35 tests + subtests, fully mocked — no real credentials).
• tests/test_schwab_enum_contract.py — pins the schwab-py PriceHistory enum wire-values the vendor sends (PeriodType.YEAR, Period.FIVE_YEARS, FrequencyType.DAILY, Frequency.DAILY); importorskip when schwab-py is absent.
• tests/test_anysearch_vendor.py — live-only guard, error classification, dedup, header/auth (mocked HTTP).
• tests/test_price_basis_caveat.py — basis caveat + snapshot disclosure.
• tests/test_vendor_routing.py — new provenance assertions (first-choice, fallback-with-reason, info log).
• tests/test_data_vendor_env.py, updated tests/test_cli_env_skip.py, updated tests/test_memory_log.py.
• New CI job installs the [schwab] extra and runs the Schwab vendor + enum-contract tests, so schwab-py enum drift fails loudly instead of in production.
• Locally: full pytest -q → 648 passed, 1 skipped; ruff check . → all checks passed. (Python 3.10–3.13 in CI.)

Notes

• Version intentionally not bumped — release cadence is the maintainers' call. Changelog entries are under ## [Unreleased] (Keep a Changelog format).
• Candle timezone semantics not live-verified for Schwab (epoch-ms day-boundary ET vs UTC); flagged as a # TODO and a known limitation. The frame is tz-naive and collapsed to a calendar day, so it only matters at cross-day boundaries.

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