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Add FXMacroData return helpers#532

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roberttidball wants to merge 1 commit into
ranaroussi:mainfrom
roberttidball:agent/fxmacrodata-utils
Draft

Add FXMacroData return helpers#532
roberttidball wants to merge 1 commit into
ranaroussi:mainfrom
roberttidball:agent/fxmacrodata-utils

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Summary

  • adds download_fxmacrodata_prices and download_fxmacrodata_returns helpers to quantstats.utils
  • fetches FXMacroData daily FX spot/reference values from /forex/{base}/{quote} and converts them into price or return Series
  • supports explicit api_key plus FXMACRODATA_API_KEY / FXMD_API_KEY environment variables

Validation

  • python -m pytest tests\test_utils.py -q -k FXMacroData
  • python -m compileall -q quantstats\utils.py tests\test_utils.py
  • git diff --check

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