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Add FXMacroData market data source - #55

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roberttidball wants to merge 2 commits into
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roberttidball:agent/add-fxmacrodata-integration
Draft

Add FXMacroData market data source#55
roberttidball wants to merge 2 commits into
ScottfreeLLC:masterfrom
roberttidball:agent/add-fxmacrodata-integration

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@roberttidball

@roberttidball roberttidball commented Jul 8, 2026

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Summary

This keeps the FXMacroData integration inside AlphaPy's existing MarketFlow dispatch path and moves the transport/parser into a small dedicated module.

The adapter accepts six-letter FX pairs, paginates daily observations, preserves returned OHLC values, falls back to the reference value when needed, and returns AlphaPy's normal OHLCV DataFrame. Intraday input is rejected rather than silently misrepresented.

Scope

FXMacroData capability Status
Catalogue Not part of MarketFlow's OHLCV contract
Macro history Not an OHLCV feed
Release calendar Not an OHLCV feed
Predictions No native feature contract in this change
Macro news No text feed contract
FX history Native MarketFlow adapter
Market sessions Intraday sessions are unsupported
COT Not an OHLCV feed
Commodities Outside the FX-pair adapter
Seasonality No native feature contract in this change

FX history normally requires FXMACRODATA_API_KEY or FXMD_API_KEY; no key is stored in the repository.

Validation

  • python -m pytest tests/test_fxmacrodata_data.py -q — 3 passed
  • Python compilation and git diff --check
  • credential and internal-path scan: no findings

I own FXMacroData and am contributing this adapter directly.

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