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Add FXMacroData OHLCV utility - #15

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roberttidball wants to merge 1 commit into
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roberttidball:agent/add-fxmacrodata-integration
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Add FXMacroData OHLCV utility#15
roberttidball wants to merge 1 commit into
letianzj:masterfrom
roberttidball:agent/add-fxmacrodata-integration

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Summary

  • Add read_fxmacrodata_ohlcv() for daily FX reference rates from FXMacroData.
  • Return the exact Open, High, Low, Close, Volume DataFrame shape accepted by BacktestEngine.add_data.
  • Add a mocked unit test for URL construction, API-key query handling, sorting, and OHLCV output.

Validation

  • python -m pytest tests\\test_fxmacrodata_util.py
  • python -m py_compile quanttrader\\util\\util_func.py tests\\test_fxmacrodata_util.py

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