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Add FXMacroData market data source#55

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roberttidball:agent/add-fxmacrodata-integration
Draft

Add FXMacroData market data source#55
roberttidball wants to merge 1 commit into
ScottfreeLLC:masterfrom
roberttidball:agent/add-fxmacrodata-integration

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Summary

  • Add fxmacrodata to AlphaPy's market data dispatch table.
  • Fetch daily FX reference rates from FXMacroData and normalize them into AlphaPy's OHLCV market-data shape.
  • Add mocked unit coverage for request construction and dataframe normalization.

Validation

  • python -m py_compile alphapy\\data.py tests\\test_fxmacrodata_data.py
  • python -m pytest tests\\test_fxmacrodata_data.py was not runnable in my local checkout because iexfinance is not installed; the test itself uses mocked FXMacroData responses.

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