[Feature Request] Market-session-aware news collection windows  #1226

Hi TradingAgents team,

I'd like to suggest an optional market-session-aware news collection mode.

For short-term / pre-market strategies, using a generic lookback period such as the previous 24 hours can include information that was already available and potentially priced in during the previous trading session.

A potentially useful alternative would be to define news windows relative to exchange session boundaries.

For example, for US equities:

Previous session close
16:00 ET
↓
+ 1 hour
↓
17:00 ET ───────────────┐
│
collect news │
│
08:30 ET ───────────────┘
↓
- 1 hour
↓
Current session open
09:30 ET

In other words:

previous_market_close + configurable_offset
↓
NEWS WINDOW
↓
current_market_open - configurable_offset

The motivation is to isolate information arriving between trading sessions, rather than mixing it with news that may already have been reflected in the previous session's price action.

Proposed Configuration

Something conceptually like:

news_window = {
"mode": "market_session",
"exchange": "NYSE",
"start_anchor": "previous_market_close",
"start_offset_minutes": 60,
"end_anchor": "current_market_open",
"end_offset_minutes": -60,
}

The offsets should ideally be configurable rather than hard-coded.

For example:

Strategy A:
close + 60 min → open - 60 min

Strategy B:
close + 0 min → open - 15 min

Strategy C:
close + 30 min → open

Why Exchange-Calendar Awareness Matters

This should ideally use actual trading sessions rather than simple calendar-day arithmetic, so that it correctly handles:

• weekends
• US market holidays
• early-close sessions
• daylight-saving time changes
• consecutive market closures

For example, a Monday pre-market run should use Friday's actual market close rather than simply subtracting one calendar day.

Possible Use Case

This could be especially useful for strategies where the agents are asked:

«"Given only information that became available after the previous trading session and before today's open, what has materially changed?"»

The resulting news/sentiment report could then be combined with technical and fundamental signals without contaminating the analysis with older news already available during the previous session.

This could potentially be implemented as an additional news-window mode alongside the existing configurable lookback window.

Would this fit the intended scope of the News / Sentiment Analyst configuration?