Skip to content

Add FXMacroData feed#525

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

Add FXMacroData feed#525
roberttidball wants to merge 1 commit into
mementum:masterfrom
roberttidball:agent/add-fxmacrodata-integration

Conversation

@roberttidball

Copy link
Copy Markdown

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 as the FXMacroData REST api_key query parameter.

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')"

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant