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Add FXMacroData feed - #525

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roberttidball wants to merge 3 commits into
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roberttidball:agent/add-fxmacrodata-integration
Open

roberttidball wants to merge 3 commits into
mementum:masterfrom
roberttidball:agent/add-fxmacrodata-integration

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@roberttidball

@roberttidball roberttidball commented Jul 8, 2026 •

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Summary

  • add an FXMacroData online feed for daily FX spot history
  • expose FXMacroDataCSV for pre-downloaded/generated FXMacroData-style rows
  • map FXMacroData's daily val to Backtrader open/high/low/close lines and zero volume

Notes

The online feed calls /v1/forex/{base}/{quote} and accepts an optional apikey parameter, sent in the X-API-Key request header.

Validation

  • python -m py_compile backtrader\feeds\fxmacrodata.py backtrader\feeds\__init__.py
  • python -c "from backtrader.feeds.fxmacrodata import FXMacroData; assert FXMacroData._split_pair('EURUSD') == ('EUR', 'USD'); assert FXMacroData._split_pair('EUR/USD') == ('EUR', 'USD'); print('ok')"

@roberttidball
roberttidball marked this pull request as ready for review August 26, 2026 02:24
@roberttidball
roberttidball force-pushed the agent/add-fxmacrodata-integration branch from 87f5d1f to 9574605 Compare September 14, 2026 13:23
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