From d6f0db9586e4194b1c6b138cd22cb7fd95d8b479 Mon Sep 17 00:00:00 2001
From: Robert Tidball <robert.tidball1@gmail.com>
Date: Wed, 8 Jul 2026 17:48:41 +1000
Subject: [PATCH] Add FXMacroData market data source

---
 alphapy/data.py                | 60 ++++++++++++++++++++++++++++++++++
 tests/test_fxmacrodata_data.py | 51 +++++++++++++++++++++++++++++
 2 files changed, 111 insertions(+)
 create mode 100644 tests/test_fxmacrodata_data.py

diff --git a/alphapy/data.py b/alphapy/data.py
index b2f4bcc..9e0517a 100644
--- a/alphapy/data.py
+++ b/alphapy/data.py
@@ -76,6 +76,8 @@
 
 logger = logging.getLogger(__name__)
 
+FXMACRODATA_API_ROOT = 'https://fxmacrodata.com/api/v1'
+
 
 #
 # Function get_data
@@ -724,11 +726,69 @@ def get_yahoo_data(schema, subschema, symbol, intraday_data, data_fractal,
     return df
 
 
+#
+# Function get_fxmacrodata_data
+#
+
+def get_fxmacrodata_data(schema, subschema, symbol, intraday_data, data_fractal,
+                         from_date, to_date, lookback_period):
+    r"""Get daily FX reference rates from FXMacroData.
+
+    FXMacroData returns one official reference value per currency pair and
+    date. The value is copied into open, high, low, and close with zero volume
+    so MarketFlow can consume it through the normal OHLCV path.
+
+    """
+
+    df = pd.DataFrame()
+    if intraday_data:
+        logger.info("FXMacroData supports daily reference rates, not intraday bars")
+        return df
+
+    pair = symbol.upper().replace('/', '').replace('-', '').replace('_', '')
+    if len(pair) != 6:
+        logger.error("FXMacroData symbol must be formatted like EURUSD or EUR/USD")
+        return df
+
+    base = pair[:3]
+    quote = pair[3:]
+    url = SSEP.join([FXMACRODATA_API_ROOT.rstrip('/'), 'forex', base, quote])
+    params = {
+        'start_date': from_date,
+        'end_date': to_date,
+        'limit': 5000,
+    }
+    api_key = os.environ.get('FXMACRODATA_API_KEY')
+    if api_key:
+        params['api_key'] = api_key
+
+    try:
+        response = requests.get(url, params=params)
+        response.raise_for_status()
+        rows = response.json().get('data', [])
+    except Exception:
+        logger.info("Could not retrieve %s data with FXMacroData", symbol.upper())
+        return df
+
+    records = []
+    for row in rows:
+        value = float(row['val'])
+        records.append((row['date'], value, value, value, value, 0.0))
+
+    if records:
+        df = pd.DataFrame.from_records(
+            records,
+            columns=['date', 'open', 'high', 'low', 'close', 'volume'])
+
+    return df
+
+
 #
 # Data Dispatch Tables
 #
 
 data_dispatch_table = {'google' : get_google_data,
+                       'fxmacrodata' : get_fxmacrodata_data,
                        'iex'    : get_iex_data,
                        'pandas' : get_pandas_data,
                        'quandl' : get_quandl_data,
diff --git a/tests/test_fxmacrodata_data.py b/tests/test_fxmacrodata_data.py
new file mode 100644
index 0000000..a64ee60
--- /dev/null
+++ b/tests/test_fxmacrodata_data.py
@@ -0,0 +1,51 @@
+import unittest
+
+from alphapy import data
+
+
+class TestFXMacroDataData(unittest.TestCase):
+
+    def test_get_fxmacrodata_data(self):
+        class MockResponse:
+            def raise_for_status(self):
+                pass
+
+            def json(self):
+                return {
+                    'data': [
+                        {'date': '2026-01-02', 'val': 1.2},
+                        {'date': '2026-01-01', 'val': 1.1},
+                    ]
+                }
+
+        calls = {}
+
+        def mock_get(url, params):
+            calls['url'] = url
+            calls['params'] = params
+            return MockResponse()
+
+        original_get = data.requests.get
+        try:
+            data.requests.get = mock_get
+            df = data.get_fxmacrodata_data(
+                'fxmacrodata',
+                '',
+                'EUR/USD',
+                False,
+                '1D',
+                '2026-01-01',
+                '2026-01-02',
+                2,
+            )
+        finally:
+            data.requests.get = original_get
+
+        self.assertEqual(calls['url'], 'https://fxmacrodata.com/api/v1/forex/EUR/USD')
+        self.assertEqual(calls['params']['start_date'], '2026-01-01')
+        self.assertEqual(list(df.columns), ['date', 'open', 'high', 'low', 'close', 'volume'])
+        self.assertEqual(list(df['close']), [1.2, 1.1])
+
+
+if __name__ == '__main__':
+    unittest.main()