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Add FXMacroData OHLCV provider#578

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roberttidball wants to merge 1 commit into
coding-kitties:mainfrom
roberttidball:agent/fxmacrodata-provider
Draft

Add FXMacroData OHLCV provider#578
roberttidball wants to merge 1 commit into
coding-kitties:mainfrom
roberttidball:agent/fxmacrodata-provider

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@roberttidball

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Summary

Adds a native FXMacroDataOHLCVDataProvider for daily FX reference-rate series from the FXMacroData REST API.

The provider:

  • supports market="FXMACRODATA" with daily 1d data sources
  • accepts symbols such as EURUSD and EUR/USD
  • maps FXMacroData close-only daily reference values into the framework OHLCV schema by setting Open/High/Low/Close to the same value and Volume to 0
  • supports API keys via MarketCredential(market="FXMACRODATA", api_key="..."), FXMACRODATA_API_KEY, or FXMD_API_KEY
  • is registered with the default data-provider lists and documented with the existing market-data-source docs

Validation

  • python -m pytest tests\infrastructure\data_providers\test_fxmacrodata_ohlcv_data_provider.py -q
  • python -m compileall -q investing_algorithm_framework\infrastructure\data_providers\fxmacrodata.py
  • git diff --check

@MDUYN

MDUYN commented Jul 10, 2026

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Hey @roberttidball, it seems that your PR is still in draft mode.

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2 participants