Add FXMacroData data source - #862
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roberttidball wants to merge 3 commits into
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roberttidball wants to merge 3 commits into
roberttidball wants to merge 3 commits into
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Switches the base URL from the undocumented fxmacrodata.com/api/v1 alias to the published api.fxmacrodata.com/v1 host, so the client matches the public API reference.
Switches the base URL from the undocumented fxmacrodata.com/api/v1 alias to the published api.fxmacrodata.com/v1 host, so the client matches the public API reference.
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August 26, 2026 02:43
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Summary
Adds
FXMacroData, avectorbt.data.base.Datasubclass for daily FX reference-rate data from FXMacroData.The new data source:
https://fxmacrodata.com/api/v1/forex/{base}/{quote}withstart_dateandend_dateEURUSDandEUR/USDapi_key,FXMACRODATA_API_KEY, orFXMD_API_KEYVolume = 0Data.downloadandupdate_symbolworkflowsFXMacroData provides daily official-source reference rates, so this is intended for daily FX/macro research rather than intraday exchange-traded candles.
Validation
python -m pytest tests\test_fxmacrodata_data.py -qpython -m compileall -q vectorbt\data\custom.py tests\test_fxmacrodata_data.pygit diff --check