Add FXMacroData price and macro data integration#1424
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Summary
DataProcessor(data_source="fxmacrodata")supportFXMacroDataMacroDownloaderfor announcements, release calendars, forecasts, and catalogue discoveryNotes
The macro path exposes FXMacroData's core event surfaces instead of presenting FXMacroData as only a price feed.
add_macro_features()can merge announcement values, consensus/forecast fields, surprises, predictions, and release timestamps into price/RL state frames.Validation
.venv\Scripts\python -m py_compile finrl\meta\preprocessor\fxmacrodatadownloader.py finrl\meta\data_processors\processor_fxmacrodata.py unit_tests\downloaders\test_fxmacrodata_downloader.py.venv\Scripts\python -m pytest unit_tests\downloaders\test_fxmacrodata_downloader.py -q(7 passed, 1 upstream dependency warning).venv\Scripts\python -m black --check finrl\meta\preprocessor\fxmacrodatadownloader.py finrl\meta\data_processors\processor_fxmacrodata.py unit_tests\downloaders\test_fxmacrodata_downloader.pygit diff --checkNot run locally:
pre-commit(module unavailable in the local.venv).