Introduction In a fintech or wealthtech product, people constantly need quick market context. Why did this stock move. What changed recently. What should we watch next. Right now, this usually turns into manual work. Someone pulls recent returns, checks a couple fundamentals, scans headlines, then writes a short Slack or Notion note. It works, but it doesn’t scale, and every person formats it differently Dashboards help when the question is predefined. Pure LLM answers are flexible, but they’re not something you can trust unless the numbers are tool-backed. This is a two-part build. In Part 1, we’ll build the engine in copilot.py. A small set of EODHD-backed tools, an agent with strict rules, and a few demo runs to make sure the outputs look like something you’d actually ship. In Part 2, we’ll wrap it in a Streamlit MVP so you can type a query, get the brief, and see the tool-backed metrics next to it. What the MVP does At a high level, this MVP does one job. Turn a stock question into a short, repeatable market brief. Inputs You give it: A ticker (like AAPL.US) A recent window in trading days (like 60 or 120) A free-form query (what you actually want to know) Optional parameters that force certain parts to be included, like fundamentals, risk, or headlines A ticker (like AAPL.US) A recent window in trading days (like 60 or 120) A free-form query (what you actually want to know) Optional parameters that force certain parts to be included, like fundamentals, risk, or headlines In practice, the query drives the brief. The optional parameters are there for consistency when a team wants a standard format. Outputs It returns two things: A short brief in Markdown with a consistent structure you can read quickly. A set of tool-backed artifacts, basically the raw metrics the UI can render without re-calling the APIs. A short brief in Markdown with a consistent structure you can read quickly. A set of tool-backed artifacts, basically the raw metrics the UI can render without re-calling the APIs. That second output is important. It keeps the app fast and makes the “numbers” auditable. Non-negotiables This MVP is designed like a product feature, not a chat demo. Metrics are tool-first. The model does not guess. If data is missing, it says so. No raw price dumps, no giant news lists. It computes only what the query asked for. The output reads like an internal note you’d paste into Slack or a weekly memo. Metrics are tool-first. The model does not guess. If data is missing, it says so. No raw price dumps, no giant news lists. It computes only what the query asked for. The output reads like an internal note you’d paste into Slack or a weekly memo. What this unlocks for a startup team Once you have this pattern working, a few useful things happen. You get consistent briefs that PMs, research, and sales can all reuse. You can generate weekly market notes faster. And demos become simple. Type a query, get a brief, show the metrics next to it. Architecture We’ll keep this simple. Two files, two clear responsibilities. copilot.py - the engine This file holds everything that actually makes the copilot work: The EODHD data tools (prices, fundamentals, news, risk) The agent setup and prompt rules A single run_brief() function that takes inputs and returns: the markdown brief the structured artifacts for the UI The EODHD data tools (prices, fundamentals, news, risk) EODHD EODHD EODHD The agent setup and prompt rules A single run_brief() function that takes inputs and returns: the markdown brief the structured artifacts for the UI If you want to reuse this copilot anywhere else later, this is the file you keep. app.py - the MVP shell This is just the Streamlit layer: Sidebar inputs (ticker, window, query, optional parameters) A two-pane layout: left side shows the brief, right side shows tool-backed metrics and headlines Sidebar inputs (ticker, window, query, optional parameters) A two-pane layout: left side shows the brief, right side shows tool-backed metrics and headlines No data logic lives here. It only calls run_brief() and renders what comes back. Why this split matters If everything is mixed into one Streamlit script, you’re stuck with Streamlit forever. With this split: You can replace Streamlit with FastAPI later without rewriting the core logic. You keep “product logic” in one place, which makes testing and iteration much easier. You avoid the notebook trap where UI code and data code become impossible to maintain. You can replace Streamlit with FastAPI later without rewriting the core logic. You keep “product logic” in one place, which makes testing and iteration much easier. You avoid the notebook trap where UI code and data code become impossible to maintain. copilot.py. Build the engine 1. Import packages We’re keeping the stack minimal. The goal is not to show off tooling. It’s to ship something that works and is easy to maintain. import json from datetime import datetime, timedelta from typing import Any, Dict, List, Optional, Tuple import numpy as np import pandas as pd import requests from langchain_openai import ChatOpenAI from langchain_core.tools import tool from langgraph.prebuilt import create_react_agent eodhd_api_key = 'YOUR EODHD API KEY' openai_api_key = 'YOUR OPENAI API KEY' import json from datetime import datetime, timedelta from typing import Any, Dict, List, Optional, Tuple import numpy as np import pandas as pd import requests from langchain_openai import ChatOpenAI from langchain_core.tools import tool from langgraph.prebuilt import create_react_agent eodhd_api_key = 'YOUR EODHD API KEY' openai_api_key = 'YOUR OPENAI API KEY' Apart from importing the packages, we also define eodhd_api_key and openai_api_key at the top so the file can run as-is. In a real deployment, you’d move these to environment variables. 2. Helper Functions Before we touch tools or the agent, we add three small helpers. None of them are “AI-related”, but they’re the difference between a demo that works once and a feature that keeps working. def normalize_ticker(t: str) -> str: t = (t or "").strip().upper() if not t: return t if "." in t: return t return f"{t}.US" def _safe_json_loads(x: Any) -> Optional[Any]: if x is None: return None if isinstance(x, (dict, list)): return x if not isinstance(x, str): return None try: return json.loads(x) except Exception: return None def get_eod_prices_raw(ticker: str, start: str, end: str) -> pd.DataFrame: url = f"https://eodhd.com/api/eod/{ticker}" params = {"from": start, "to": end, "api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, list) or not data: return pd.DataFrame(columns=["date", "open", "high", "low", "close", "volume", "ticker"]) df = pd.DataFrame(data) keep = [c for c in ["date", "open", "high", "low", "close", "volume"] if c in df.columns] df = df[keep].copy() df["ticker"] = ticker df["date"] = pd.to_datetime(df["date"], errors="coerce") df = df.dropna(subset=["date", "close"]).sort_values("date").reset_index(drop=True) return df def normalize_ticker(t: str) -> str: t = (t or "").strip().upper() if not t: return t if "." in t: return t return f"{t}.US" def _safe_json_loads(x: Any) -> Optional[Any]: if x is None: return None if isinstance(x, (dict, list)): return x if not isinstance(x, str): return None try: return json.loads(x) except Exception: return None def get_eod_prices_raw(ticker: str, start: str, end: str) -> pd.DataFrame: url = f"https://eodhd.com/api/eod/{ticker}" params = {"from": start, "to": end, "api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, list) or not data: return pd.DataFrame(columns=["date", "open", "high", "low", "close", "volume", "ticker"]) df = pd.DataFrame(data) keep = [c for c in ["date", "open", "high", "low", "close", "volume"] if c in df.columns] df = df[keep].copy() df["ticker"] = ticker df["date"] = pd.to_datetime(df["date"], errors="coerce") df = df.dropna(subset=["date", "close"]).sort_values("date").reset_index(drop=True) return df Here’s a brief explanation on the three helper functions in the code: normalize_ticker() fixes user input. People will type aapl, AAPL, AAPL.US, sometimes with spaces. EODHD expects a consistent symbol format. This function forces that consistency before any API call. safejson_loads() is there because when we read tool outputs from the agent messages, the payload might already be a Python dict/list, or it might be a JSON string. This helper lets us handle both without throwing errors. get_eod_prices_raw() is the base price fetcher. Every tool that needs OHLCV uses this instead of re-writing request + cleaning logic each time. It returns a cleaned DataFrame extracted using EODHD’s end-of-day historical data API, sorted by date, with missing values handled, so the rest of the tools can assume they’re working with sane data. normalize_ticker() fixes user input. People will type aapl, AAPL, AAPL.US, sometimes with spaces. EODHD expects a consistent symbol format. This function forces that consistency before any API call. safejson_loads() is there because when we read tool outputs from the agent messages, the payload might already be a Python dict/list, or it might be a JSON string. This helper lets us handle both without throwing errors. safe get_eod_prices_raw() is the base price fetcher. Every tool that needs OHLCV uses this instead of re-writing request + cleaning logic each time. It returns a cleaned DataFrame extracted using EODHD’s end-of-day historical data API, sorted by date, with missing values handled, so the rest of the tools can assume they’re working with sane data. EODHD’s end-of-day historical data API EODHD’s end-of-day historical data API EODHD’s end-of-day historical data API That’s it. Nothing fancy. It just keeps the rest of the code predictable. 3. EODHD data tools Before the agent, we need a reliable data layer. If you’re building this as a product, the tools are your “internal API”. They decide what the copilot can and cannot say. The agent is just calling them and turning their outputs into a brief. In this MVP, each tool has a narrow job and returns compact outputs. That’s intentional. You want predictable shapes for the UI. You also want to avoid dumping raw data into the model unless you genuinely need it. @tool def last_n_days_prices(ticker: str, n: int = 60) -> Dict[str, Any]: """ Quick return window over last N trading days. Returns a compact summary. No raw rows. """ ticker = normalize_ticker(ticker) end = datetime.utcnow().date().isoformat() start = (datetime.utcnow().date() - timedelta(days=240)).isoformat() df = get_eod_prices_raw(ticker, start, end) if df.empty: return {"ticker": ticker, "error": "no_price_data"} df = df.tail(int(n)).reset_index(drop=True) if df.empty: return {"ticker": ticker, "error": "no_price_data"} first_close = float(df.loc[0, "close"]) last_close = float(df.loc[len(df) - 1, "close"]) total_return = float((last_close / first_close) - 1.0) return { "ticker": ticker, "n": int(n), "start_date": str(df.loc[0, "date"].date()), "end_date": str(df.loc[len(df) - 1, "date"].date()), "first_close": first_close, "last_close": last_close, "total_return": total_return, } @tool def fundamentals_snapshot(ticker: str) -> Dict[str, Any]: """ Lightweight fundamentals snapshot. Returns a flat dict. """ ticker = normalize_ticker(ticker) url = f"https://eodhd.com/api/fundamentals/{ticker}" params = {"api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, dict) or not data: return {"ticker": ticker, "error": "no_data"} highlights = data.get("Highlights", {}) or {} general = data.get("General", {}) or {} valuation = data.get("Valuation", {}) or {} technicals = data.get("Technicals", {}) or {} return { "ticker": ticker, "name": general.get("Name"), "sector": general.get("Sector"), "industry": general.get("Industry"), "market_cap": highlights.get("MarketCapitalization"), "pe": valuation.get("TrailingPE"), "pb": valuation.get("PriceBookMRQ"), "profit_margin": highlights.get("ProfitMargin"), "dividend_yield": highlights.get("DividendYield"), "beta": technicals.get("Beta"), } @tool def latest_news(ticker: str, limit: int = 5) -> List[Dict[str, Any]]: """ Latest headlines for a ticker. Returns a compact list of dicts. """ ticker = normalize_ticker(ticker) url = f"https://eodhd.com/api/news" params = {"s": ticker, "limit": int(limit), "offset": 0, "api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, list) or not data: return [] df = pd.DataFrame(data) keep = [c for c in ["date", "title", "link", "source"] if c in df.columns] df = df[keep].copy() if "date" in df.columns: df["date"] = pd.to_datetime(df["date"], errors="coerce") df = df.sort_values("date", ascending=False) out = df.head(int(limit)).reset_index(drop=True).to_dict(orient="records") for row in out: dt = row.get("date") if isinstance(dt, (pd.Timestamp, datetime)): row["date"] = dt.isoformat() return out @tool def risk_metrics(ticker: str, start: str, end: str) -> Dict[str, Any]: """ Risk metrics from daily close prices over a window. volatility_ann: annualized vol from daily returns max_drawdown: max drawdown over the window """ ticker = normalize_ticker(ticker) df = get_eod_prices_raw(ticker, start, end) if df.empty: return {"ticker": ticker, "error": "no_price_data"} df = df.sort_values("date").reset_index(drop=True) df["ret"] = df["close"].pct_change().fillna(0.0) vol_ann = float(df["ret"].std(ddof=0) * np.sqrt(252)) cummax = df["close"].cummax() dd = (df["close"] / cummax) - 1.0 max_dd = float(dd.min()) first_close = float(df.loc[0, "close"]) last_close = float(df.loc[len(df) - 1, "close"]) total_return = float((last_close / first_close) - 1.0) return { "ticker": ticker, "start_date": str(df.loc[0, "date"].date()), "end_date": str(df.loc[len(df) - 1, "date"].date()), "n": int(len(df)), "total_return": total_return, "volatility_ann": vol_ann, "max_drawdown": max_dd, } @tool def eod_prices(ticker: str, start: str, end: str) -> List[Dict[str, Any]]: """ Raw OHLCV rows. Use only for custom calculations that cannot be done with other tools. """ ticker = normalize_ticker(ticker) df = get_eod_prices_raw(ticker, start, end) return json.loads(df.to_json(orient="records")) @tool def last_n_days_prices(ticker: str, n: int = 60) -> Dict[str, Any]: """ Quick return window over last N trading days. Returns a compact summary. No raw rows. """ ticker = normalize_ticker(ticker) end = datetime.utcnow().date().isoformat() start = (datetime.utcnow().date() - timedelta(days=240)).isoformat() df = get_eod_prices_raw(ticker, start, end) if df.empty: return {"ticker": ticker, "error": "no_price_data"} df = df.tail(int(n)).reset_index(drop=True) if df.empty: return {"ticker": ticker, "error": "no_price_data"} first_close = float(df.loc[0, "close"]) last_close = float(df.loc[len(df) - 1, "close"]) total_return = float((last_close / first_close) - 1.0) return { "ticker": ticker, "n": int(n), "start_date": str(df.loc[0, "date"].date()), "end_date": str(df.loc[len(df) - 1, "date"].date()), "first_close": first_close, "last_close": last_close, "total_return": total_return, } @tool def fundamentals_snapshot(ticker: str) -> Dict[str, Any]: """ Lightweight fundamentals snapshot. Returns a flat dict. """ ticker = normalize_ticker(ticker) url = f"https://eodhd.com/api/fundamentals/{ticker}" params = {"api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, dict) or not data: return {"ticker": ticker, "error": "no_data"} highlights = data.get("Highlights", {}) or {} general = data.get("General", {}) or {} valuation = data.get("Valuation", {}) or {} technicals = data.get("Technicals", {}) or {} return { "ticker": ticker, "name": general.get("Name"), "sector": general.get("Sector"), "industry": general.get("Industry"), "market_cap": highlights.get("MarketCapitalization"), "pe": valuation.get("TrailingPE"), "pb": valuation.get("PriceBookMRQ"), "profit_margin": highlights.get("ProfitMargin"), "dividend_yield": highlights.get("DividendYield"), "beta": technicals.get("Beta"), } @tool def latest_news(ticker: str, limit: int = 5) -> List[Dict[str, Any]]: """ Latest headlines for a ticker. Returns a compact list of dicts. """ ticker = normalize_ticker(ticker) url = f"https://eodhd.com/api/news" params = {"s": ticker, "limit": int(limit), "offset": 0, "api_token": eodhd_api_key, "fmt": "json"} r = requests.get(url, params=params) data = r.json() if not isinstance(data, list) or not data: return [] df = pd.DataFrame(data) keep = [c for c in ["date", "title", "link", "source"] if c in df.columns] df = df[keep].copy() if "date" in df.columns: df["date"] = pd.to_datetime(df["date"], errors="coerce") df = df.sort_values("date", ascending=False) out = df.head(int(limit)).reset_index(drop=True).to_dict(orient="records") for row in out: dt = row.get("date") if isinstance(dt, (pd.Timestamp, datetime)): row["date"] = dt.isoformat() return out @tool def risk_metrics(ticker: str, start: str, end: str) -> Dict[str, Any]: """ Risk metrics from daily close prices over a window. volatility_ann: annualized vol from daily returns max_drawdown: max drawdown over the window """ ticker = normalize_ticker(ticker) df = get_eod_prices_raw(ticker, start, end) if df.empty: return {"ticker": ticker, "error": "no_price_data"} df = df.sort_values("date").reset_index(drop=True) df["ret"] = df["close"].pct_change().fillna(0.0) vol_ann = float(df["ret"].std(ddof=0) * np.sqrt(252)) cummax = df["close"].cummax() dd = (df["close"] / cummax) - 1.0 max_dd = float(dd.min()) first_close = float(df.loc[0, "close"]) last_close = float(df.loc[len(df) - 1, "close"]) total_return = float((last_close / first_close) - 1.0) return { "ticker": ticker, "start_date": str(df.loc[0, "date"].date()), "end_date": str(df.loc[len(df) - 1, "date"].date()), "n": int(len(df)), "total_return": total_return, "volatility_ann": vol_ann, "max_drawdown": max_dd, } @tool def eod_prices(ticker: str, start: str, end: str) -> List[Dict[str, Any]]: """ Raw OHLCV rows. Use only for custom calculations that cannot be done with other tools. """ ticker = normalize_ticker(ticker) df = get_eod_prices_raw(ticker, start, end) return json.loads(df.to_json(orient="records")) last_n_days_prices - Price window last_n_days_prices - Price window Most real requests start with something like: “what happened recently?” So this tool does one thing. It pulls enough daily bars to safely cover the last N trading days (using a buffer window), then returns a small summary: start and end dates for the window first and last close total return number of trading days used start and end dates for the window first and last close total return number of trading days used It does not return raw rows. That keeps the agent from flooding output, and it keeps the UI fast. fundamentals_snapshot - Fundamentals snapshot fundamentals_snapshot Fundamentals snapshot This tool is for quick context. You usually want a rough valuation anchor in the brief, but you don’t want to turn the MVP into a full fundamentals pipeline. So we keep it simple. It fetches the EODHD fundamentals data API once and extracts a handful of fields that are commonly useful in a brief: EODHD fundamentals data API EODHD fundamentals data API EODHD fundamentals data API PE, PB market cap sector and beta a couple of optional extras like dividend yield and profit margin PE, PB market cap sector and beta a couple of optional extras like dividend yield and profit margin If a field is missing, it just returns None for that field. No guessing. latest_news - Headlines latest_news - Headlines Price moves without context aren’t helpful. This tool pulls the latest headlines for a ticker via EODHD Financial News API, sorts them by date when available, and returns a compact list with only what we actually need in the app: EODHD Financial News API EODHD Financial News API EODHD Financial News API date title link source date title link source We’re not doing sentiment here. The point is simply to ground the brief in real narrative context. risk_metrics - Risk metrics risk_metrics - Risk metrics Sometimes the question isn’t “what happened?”. It’s “how extreme was this move?” That’s where volatility and drawdown are useful. This tool takes a start and end date, pulls daily closes, then calculates: annualized volatility from daily returns max drawdown over the window and it also returns total return again for the same window, so everything stays consistent annualized volatility from daily returns max drawdown over the window and it also returns total return again for the same window, so everything stays consistent In the product, this tool should only run when the user asks for risk. It’s extra compute and extra API calls. eod_prices - Escape Hatch eod_prices - Escape Hatch This is the tool you keep around for later extensions. Most of the time, the MVP does not need raw OHLCV rows. But as soon as you want custom metrics (rolling indicators, ATR, custom signals, pattern detection), you’ll need raw bars. So eod_prices returns the full daily rows as a list of dicts. The rule is simple: don’t call it unless you have to. It’s heavier, and it’s the easiest way to accidentally blow up token usage or slow down the app. 4. Testing the Data Tools (outside copilot.py) Before the agent writes anything, I want to know the data layer is behaving. This isn’t “testing for fun”. It’s a quick sanity check that answers three questions: Can we fetch data for a normal ticker without errors? Are the fields we depend on actually present? Do the outputs look roughly reasonable, so the brief won’t be garbage? Can we fetch data for a normal ticker without errors? Are the fields we depend on actually present? Do the outputs look roughly reasonable, so the brief won’t be garbage? Here’s the exact test block I run. One call per tool. I print the key parts and keep the code block small. print("\n--- last_n_days_prices ---") out_price = last_n_days_prices.invoke({"ticker": "AAPL.US", "n": 60}) print(out_price) print("\n--- fundamentals_snapshot ---") out_fund = fundamentals_snapshot.invoke({"ticker": "AAPL.US"}) print(out_fund) print("\n--- latest_news ---") out_news = latest_news.invoke({"ticker": "AAPL.US", "limit": 5}) print(f"news rows: {len(out_news)}") print(out_news[:2]) print("\n--- risk_metrics ---") end = datetime.utcnow().date() start = (end - timedelta(days=180)).isoformat() end = end.isoformat() out_risk = risk_metrics.invoke({"ticker": "AAPL.US", "start": start, "end": end}) print(out_risk) print("\n--- eod_prices (raw rows, small window) ---") raw_rows = eod_prices.invoke({"ticker": "AAPL.US", "start": "2025-12-01", "end": "2026-01-15"}) print(f"rows: {len(raw_rows)}") print(raw_rows[:2]) print("\n--- last_n_days_prices ---") out_price = last_n_days_prices.invoke({"ticker": "AAPL.US", "n": 60}) print(out_price) print("\n--- fundamentals_snapshot ---") out_fund = fundamentals_snapshot.invoke({"ticker": "AAPL.US"}) print(out_fund) print("\n--- latest_news ---") out_news = latest_news.invoke({"ticker": "AAPL.US", "limit": 5}) print(f"news rows: {len(out_news)}") print(out_news[:2]) print("\n--- risk_metrics ---") end = datetime.utcnow().date() start = (end - timedelta(days=180)).isoformat() end = end.isoformat() out_risk = risk_metrics.invoke({"ticker": "AAPL.US", "start": start, "end": end}) print(out_risk) print("\n--- eod_prices (raw rows, small window) ---") raw_rows = eod_prices.invoke({"ticker": "AAPL.US", "start": "2025-12-01", "end": "2026-01-15"}) print(f"rows: {len(raw_rows)}") print(raw_rows[:2]) This output is basically confirming the data layer works. last_n_days_prices gave you a clean 60 trading day window (2025-10-28 to 2026-01-23) with first close 269.0, last close 248.04, total return around -7.79%. fundamentals_snapshot also returned the key fields you want for a brief. PE 33.2048, PB 49.4443, market cap ~3.665T, beta 1.093, plus sector and industry. latest_news returned 5 items in a consistent shape (date, title, link). risk_metrics worked too, but it used a different window (last 180 calendar days became 123 trading days), so its total return (+18.65%) won’t match the 60 day tool, which is why we later force risk metrics to use the same start and end dates as the return window. eod_prices returned 32 raw rows as expected. The date field shows up as an epoch-style number here, which is fine since this tool is meant for internal calculations, not direct display. 5. Creating the agent This is where the whole thing becomes a copilot instead of a bunch of loose functions. We define how the agent should behave, give it the only tools it’s allowed to use, then set up a clean way to capture tool outputs for the UI. system_prompt = ( "You are a market brief copilot embedded in a product.\n" "Rules:\n" "1) Use tools for facts. Never invent numbers.\n" "2) Do not dump raw price rows or long news lists.\n" "3) If the user didn't ask for something, don't compute it.\n" "4) Output in clean Markdown with sections.\n" "5) Keep it short and useful, like an internal dashboard note.\n" "Tool guidance:\n" "- Use last_n_days_prices for return windows.\n" "- Use fundamentals_snapshot for PE/PB/market cap/sector/beta.\n" "- Use latest_news for headlines.\n" "- Use risk_metrics only if asked for vol/drawdown.\n" "- Use eod_prices only if absolutely required for custom calcs.\n" ) def _build_agent() -> Any: llm = ChatOpenAI( model='gpt-5-nano', temperature=0, api_key=openai_api_key, ) tools = [last_n_days_prices, fundamentals_snapshot, latest_news, risk_metrics, eod_prices] return create_react_agent(model=llm, tools=tools) AGENT = _build_agent() def _extract_artifacts(messages: List[Any]) -> Dict[str, Any]: """ Pull tool outputs from the LangGraph message list. This avoids calling the EODHD endpoints twice in Streamlit. """ out: Dict[str, Any] = {} for m in messages: name = getattr(m, "name", None) content = getattr(m, "content", None) if not name: continue payload = _safe_json_loads(content) if payload is None: continue if name.endswith("last_n_days_prices"): out["price"] = payload elif name.endswith("fundamentals_snapshot"): out["valuation"] = payload elif name.endswith("risk_metrics"): out["risk"] = payload elif name.endswith("latest_news"): out["headlines"] = payload return out system_prompt = ( "You are a market brief copilot embedded in a product.\n" "Rules:\n" "1) Use tools for facts. Never invent numbers.\n" "2) Do not dump raw price rows or long news lists.\n" "3) If the user didn't ask for something, don't compute it.\n" "4) Output in clean Markdown with sections.\n" "5) Keep it short and useful, like an internal dashboard note.\n" "Tool guidance:\n" "- Use last_n_days_prices for return windows.\n" "- Use fundamentals_snapshot for PE/PB/market cap/sector/beta.\n" "- Use latest_news for headlines.\n" "- Use risk_metrics only if asked for vol/drawdown.\n" "- Use eod_prices only if absolutely required for custom calcs.\n" ) def _build_agent() -> Any: llm = ChatOpenAI( model='gpt-5-nano', temperature=0, api_key=openai_api_key, ) tools = [last_n_days_prices, fundamentals_snapshot, latest_news, risk_metrics, eod_prices] return create_react_agent(model=llm, tools=tools) AGENT = _build_agent() def _extract_artifacts(messages: List[Any]) -> Dict[str, Any]: """ Pull tool outputs from the LangGraph message list. This avoids calling the EODHD endpoints twice in Streamlit. """ out: Dict[str, Any] = {} for m in messages: name = getattr(m, "name", None) content = getattr(m, "content", None) if not name: continue payload = _safe_json_loads(content) if payload is None: continue if name.endswith("last_n_days_prices"): out["price"] = payload elif name.endswith("fundamentals_snapshot"): out["valuation"] = payload elif name.endswith("risk_metrics"): out["risk"] = payload elif name.endswith("latest_news"): out["headlines"] = payload return out The system prompt is basically a contract. If you don’t spell this out, the agent will eventually drift. It will start guessing numbers, dumping long outputs, or doing work you didn’t ask for. This prompt keeps it in the “internal brief writer” lane, and the tool guidance reduces tool misuse. buildagent() is just wiring. One model, a fixed toolset, and a ReAct agent that can decide when to call what. The other important piece here is extractartifacts(). We’re not building this just to print a nice paragraph. We also want structured outputs that the UI can render. So instead of calling the endpoints again inside Streamlit, we reuse the tool results that already happened during the agent run. build extract 6. Turning the agent into a callable backend Up to now, we’ve built tools and an agent. This is the piece that turns it into something your app can call like a normal backend function. One input in, one brief out, plus the structured data you need to render the UI. def run_brief( ticker: str, n_days: int = 60, include_fundamentals: bool = True, include_risk: bool = False, include_news: bool = True, news_limit: int = 5, ) -> Tuple[str, Dict[str, Any]]: """ Returns: - markdown brief (string) - artifacts dict with keys like price/valuation/risk/headlines when tools were used """ t = normalize_ticker(ticker) request_parts = [ f"Ticker: {t}.", f"Compute total return over the last {int(n_days)} trading days.", ] if include_fundamentals: request_parts.append("Fetch fundamentals and report PE, PB, market cap, sector, beta.") if include_risk: request_parts.append("Compute annualized volatility and max drawdown over the same window.") request_parts.append("Use the same start_date and end_date as the return window.") if include_news: request_parts.append(f"Pull {int(news_limit)} latest headlines and reference them briefly.") request_parts.append( "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats." ) request_parts.append("Keep it concise. Do not paste raw rows.") user_prompt = " ".join(request_parts) response = AGENT.invoke( {"messages": [("system", system_prompt), ("user", user_prompt)]} ) messages = response.get("messages", []) final_msg = messages[-1] brief_md = getattr(final_msg, "content", "") or "" artifacts = _extract_artifacts(messages) return brief_md, artifacts def run_brief( ticker: str, n_days: int = 60, include_fundamentals: bool = True, include_risk: bool = False, include_news: bool = True, news_limit: int = 5, ) -> Tuple[str, Dict[str, Any]]: """ Returns: - markdown brief (string) - artifacts dict with keys like price/valuation/risk/headlines when tools were used """ t = normalize_ticker(ticker) request_parts = [ f"Ticker: {t}.", f"Compute total return over the last {int(n_days)} trading days.", ] if include_fundamentals: request_parts.append("Fetch fundamentals and report PE, PB, market cap, sector, beta.") if include_risk: request_parts.append("Compute annualized volatility and max drawdown over the same window.") request_parts.append("Use the same start_date and end_date as the return window.") if include_news: request_parts.append(f"Pull {int(news_limit)} latest headlines and reference them briefly.") request_parts.append( "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats." ) request_parts.append("Keep it concise. Do not paste raw rows.") user_prompt = " ".join(request_parts) response = AGENT.invoke( {"messages": [("system", system_prompt), ("user", user_prompt)]} ) messages = response.get("messages", []) final_msg = messages[-1] brief_md = getattr(final_msg, "content", "") or "" artifacts = _extract_artifacts(messages) return brief_md, artifacts The run_brief function is doing two jobs. First, it translates “what the user wants” into a very specific instruction set that keeps the agent on rails. That’s why it builds request_parts instead of passing the user a blank prompt and hoping for the best. Second, it returns two outputs. brief_md is what you show on the left side of the app. artifacts is what you render on the right side. Those artifacts come from extractartifacts(messages), which is just a clean way to reuse the tool outputs that already happened during the run, instead of re-calling EODHD again just to populate the UI. extract Demo runs (outside copilot.py) Below are three runs that map to how a PM, founder, or analyst would actually use this in a product. Each demo has a short setup line, the exact code you run, the output, then a tight interpretation tied to what the output actually says. Demo 1: Baseline brief (return + fundamentals + headlines) This is the default “give me the situation” request. In the output, you want to see one window, one return, key valuation fields, and a short headline-backed story. def run_agent(query: str): resp = AGENT.invoke({"messages": [("system", system_prompt), ("user", query)]}) msgs = resp.get("messages", []) final = msgs[-1].content if msgs else "" print("\n" + "=" * 80) print("QUERY:") print(query) print("\nANSWER:") print(final) return resp resp = run_agent( "Ticker: AAPL.US. Compute total return over the last 60 trading days. " "Fetch fundamentals and report PE, PB, market cap, sector, beta. " "Pull 5 latest headlines and reference them briefly. " "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. " "Keep it concise. Do not paste raw rows." ) def run_agent(query: str): resp = AGENT.invoke({"messages": [("system", system_prompt), ("user", query)]}) msgs = resp.get("messages", []) final = msgs[-1].content if msgs else "" print("\n" + "=" * 80) print("QUERY:") print(query) print("\nANSWER:") print(final) return resp resp = run_agent( "Ticker: AAPL.US. Compute total return over the last 60 trading days. " "Fetch fundamentals and report PE, PB, market cap, sector, beta. " "Pull 5 latest headlines and reference them briefly. " "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. " "Keep it concise. Do not paste raw rows." ) Output: Output: ================================================================================ QUERY: Ticker: AAPL.US. Compute total return over the last 60 trading days. Fetch fundamentals and report PE, PB, market cap, sector, beta. Pull 5 latest headlines and reference them briefly. Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. Keep it concise. Do not paste raw rows. ANSWER: ### Snapshot - Window: last 60 trading days (2025-10-28 to 2026-01-23) - Price path: 269.00 → 248.04 - Total return: -7.79% ### Metrics - Sector: Technology - Market cap: $3.665T (3,665,126,490,112) - P/E: 33.20 - P/B: 49.44 - Beta: 1.09 ### What it might mean - The 60-day horizon shows a ~7.8% decline alongside a tech-focused mega-cap backdrop. Elevated P/B suggests high balance-sheet or growth expectations reflected in asset valuation. Macro headlines point to ongoing risk factors (Fed policy, geopolitical/economic headlines) shaping near-term moves. Headlines reference (brief) - IWO vs. MGK: How Small-Cap Diversification Compares to Mega-Cap Growth - context on growth tilts and diversification - Stock Futures Are Falling Ahead of Fed Meeting as Shutdown Fears Rise - macro risk backdrop - This founder cracked firefighting - now he's creating an AI gold mine - AI/tech narrative - Dow Jones Futures Fall; Trump Tariffs, Government Shutdown, Big Earnings In Focus - earnings/macroe attention - SPDR's SPTM Offers Broad Market Reach, While Vanguard's VTV Targets Value Stocks. Which Is the Better Buy? - market breadth/value debate ### Caveats - Data reflect the latest available snapshot; updates can shift returns, multiples, and fundamentals. - PB is unusually high here; interpret as market perception of value/assets rather than a strict earnings-based metric. - This is not investment advice; consider broader context and your risk tolerance. ================================================================================ QUERY: Ticker: AAPL.US. Compute total return over the last 60 trading days. Fetch fundamentals and report PE, PB, market cap, sector, beta. Pull 5 latest headlines and reference them briefly. Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. Keep it concise. Do not paste raw rows. ANSWER: ### Snapshot - Window: last 60 trading days (2025-10-28 to 2026-01-23) - Price path: 269.00 → 248.04 - Total return: -7.79% ### Metrics - Sector: Technology - Market cap: $3.665T (3,665,126,490,112) - P/E: 33.20 - P/B: 49.44 - Beta: 1.09 ### What it might mean - The 60-day horizon shows a ~7.8% decline alongside a tech-focused mega-cap backdrop. Elevated P/B suggests high balance-sheet or growth expectations reflected in asset valuation. Macro headlines point to ongoing risk factors (Fed policy, geopolitical/economic headlines) shaping near-term moves. Headlines reference (brief) - IWO vs. MGK: How Small-Cap Diversification Compares to Mega-Cap Growth - context on growth tilts and diversification - Stock Futures Are Falling Ahead of Fed Meeting as Shutdown Fears Rise - macro risk backdrop - This founder cracked firefighting - now he's creating an AI gold mine - AI/tech narrative - Dow Jones Futures Fall; Trump Tariffs, Government Shutdown, Big Earnings In Focus - earnings/macroe attention - SPDR's SPTM Offers Broad Market Reach, While Vanguard's VTV Targets Value Stocks. Which Is the Better Buy? - market breadth/value debate ### Caveats - Data reflect the latest available snapshot; updates can shift returns, multiples, and fundamentals. - PB is unusually high here; interpret as market perception of value/assets rather than a strict earnings-based metric. - This is not investment advice; consider broader context and your risk tolerance. The core signal is the -7.79% move across a clearly stated window (2025–10–28 to 2026–01–23). The “Metrics” section does what we want for an internal note, it gives sector and a compact valuation context (P/E, P/B, beta, market cap) without turning into a fundamentals report. The headlines are intentionally brief and more macro-tilted, which is useful if you just need “what’s in the air” rather than a deep Apple-only news breakdown. Demo 2: Risk-first brief (volatility + drawdown on the same window) This is the “tell me how ugly it got” workflow. The output should show a return, volatility, and max drawdown all computed on the same dates. resp = run_agent( "Ticker: MSFT.US. Compute total return over the last 90 trading days. " "Compute annualized volatility and max drawdown over the same window. " "Use the same start_date and end_date as the return window. " "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats." ) resp = run_agent( "Ticker: MSFT.US. Compute total return over the last 90 trading days. " "Compute annualized volatility and max drawdown over the same window. " "Use the same start_date and end_date as the return window. " "Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats." ) Output: Output: ================================================================================ QUERY: Ticker: MSFT.US. Compute total return over the last 90 trading days. Compute annualized volatility and max drawdown over the same window. Use the same start_date and end_date as the return window. Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. ANSWER: ## Market Brief - MSFT.US Snapshot - Window: 2025-09-16 to 2026-01-23 (90 trading days) - Start price: 509.04 - End price: 465.95 - Total return (price only): -8.46% over the window (dividends not included) Metrics - Annualized volatility: 19.30% - Max drawdown: -18.07% (peak-to-trough during the window) What it might mean - The period shows meaningful downside with elevated volatility, ending the 90-day window in a weaker price regime. - A roughly 18% drawdown alongside ~19% annualized volatility suggests higher-than-average price swings for this horizon. - If you're evaluating risk, this window points to downside risk exposure that could matter for near-term positioning. Caveats - This total return reflects price movement only; dividends are not included. - Results depend on the exact window; future performance can differ materially. - Data as of 2026-01-23; markets and fundamentals can change quickly. If you want, I can add a quick fundamentals snapshot or news context. ================================================================================ QUERY: Ticker: MSFT.US. Compute total return over the last 90 trading days. Compute annualized volatility and max drawdown over the same window. Use the same start_date and end_date as the return window. Write a short market brief with sections: Snapshot, Metrics, What it might mean, Caveats. ANSWER: ## Market Brief - MSFT.US Snapshot - Window: 2025-09-16 to 2026-01-23 (90 trading days) - Start price: 509.04 - End price: 465.95 - Total return (price only): -8.46% over the window (dividends not included) Metrics - Annualized volatility: 19.30% - Max drawdown: -18.07% (peak-to-trough during the window) What it might mean - The period shows meaningful downside with elevated volatility, ending the 90-day window in a weaker price regime. - A roughly 18% drawdown alongside ~19% annualized volatility suggests higher-than-average price swings for this horizon. - If you're evaluating risk, this window points to downside risk exposure that could matter for near-term positioning. Caveats - This total return reflects price movement only; dividends are not included. - Results depend on the exact window; future performance can differ materially. - Data as of 2026-01-23; markets and fundamentals can change quickly. If you want, I can add a quick fundamentals snapshot or news context. The return (-8.46%) tells you direction. The drawdown (-18.07%) tells you the worst pain inside the window, which is usually what stakeholders actually care about when they say “risk”. Volatility (19.30% annualized) gives you a scale for how noisy the ride was. Also notice the window is explicitly pinned (2025–09–16 to 2026–01–23), which is what makes these metrics comparable and repeatable. Demo 3: News-only “what changed” (no metrics unless required) This is the “give me context fast” workflow. The output should stay narrative and not sneak in extra metrics since the query explicitly says not to. resp = run_agent( "Ticker: AAPL.US. Pull 7 latest headlines. " "Give a short 'what changed' summary in 6-8 lines, referencing themes, not every headline. " "Do not compute returns unless needed." ) resp = run_agent( "Ticker: AAPL.US. Pull 7 latest headlines. " "Give a short 'what changed' summary in 6-8 lines, referencing themes, not every headline. " "Do not compute returns unless needed." ) Output: Output: ================================================================================ QUERY: Ticker: AAPL.US. Pull 7 latest headlines. Give a short 'what changed' summary in 6-8 lines, referencing themes, not every headline. Do not compute returns unless needed. ANSWER: ## AAPL.US – 7 latest headlines: thematic quick read What changed (themes) - Macro risk is back in focus: futures drift lower ahead of the Fed meeting, with shutdown fears weighing sentiment. - Policy risk remains a thread: tariffs and government shutdown headlines keep policy uncertainty front and center. - Allocation debates persist: small-cap vs mega-cap discussions (IWO vs MGK) drive diversification talk. - Growth vs value framing broadens: SPTM vs VTV and VOOG vs IWO highlight different exposure bets. - Earnings season adds collateral volatility alongside macro noise. - AI narrative gains traction: a founder profile signals growing interest in AI-enabled investment theme ================================================================================ QUERY: Ticker: AAPL.US. Pull 7 latest headlines. Give a short 'what changed' summary in 6-8 lines, referencing themes, not every headline. Do not compute returns unless needed. ANSWER: ## AAPL.US – 7 latest headlines: thematic quick read What changed (themes) - Macro risk is back in focus: futures drift lower ahead of the Fed meeting, with shutdown fears weighing sentiment. - Policy risk remains a thread: tariffs and government shutdown headlines keep policy uncertainty front and center. - Allocation debates persist: small-cap vs mega-cap discussions (IWO vs MGK) drive diversification talk. - Growth vs value framing broadens: SPTM vs VTV and VOOG vs IWO highlight different exposure bets. - Earnings season adds collateral volatility alongside macro noise. - AI narrative gains traction: a founder profile signals growing interest in AI-enabled investment theme This is doing the right kind of compression. It doesn’t list seven headlines and call it a day. It clusters them into themes (macro, policy, allocation, style drift, earnings, AI narrative). Also important, it respected the constraint. No return or risk metrics were pulled “just because”, which is exactly what you want if this is meant to be a quick context panel inside a product. Conclusion At this point, the core copilot works. We have a small set of tools that fetch prices, fundamentals, headlines, and risk metrics, plus an agent that turns those tool outputs into a short brief without guessing numbers. The demo queries show the behavior is stable and the output stays structured. In Part 2, we’ll wrap this in a Streamlit MVP. The UI will be query-first, with optional parameters for teams that want a consistent brief format, and a right-side panel that renders the tool-backed metrics without re-calling the APIs.
