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Add FXMacroData market data vendor#58

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roberttidball wants to merge 1 commit into
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roberttidball:agent/add-fxmacrodata-integration
Draft

Add FXMacroData market data vendor#58
roberttidball wants to merge 1 commit into
cuemacro:masterfrom
roberttidball:agent/add-fxmacrodata-integration

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Summary

  • add an FXMacroData data vendor for daily FX spot history via /v1/forex/{base}/{quote}
  • expose fxmacrodata_api_key on MarketDataRequest and DataConstants
  • route data_source="fxmacrodata" through the existing MarketDataGenerator vendor factory
  • add a focused unit test for request construction and DataFrame output

Notes

FXMacroData returns daily spot observations with val; this maps open, high, low, and close to that value so findatapy users can consume the series in standard OHLC-style workflows.

Validation

  • python -m pytest tests\test_fxmacrodata_vendor.py
  • python -m py_compile findatapy\market\datavendorfxmacrodata.py findatapy\market\marketdatarequest.py findatapy\market\marketdatagenerator.py findatapy\util\dataconstants.py

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