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Add FXMacroData release calendar sample#103

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jbaron merged 2 commits into
neurallayer:mainfrom
roberttidball:agent/add-fxmacrodata-calendar-20260708
Jul 11, 2026
Merged

Add FXMacroData release calendar sample#103
jbaron merged 2 commits into
neurallayer:mainfrom
roberttidball:agent/add-fxmacrodata-calendar-20260708

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@roberttidball

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Summary

  • Adds FXMacroData Kotlin release-calendar sample for using FXMacroData's public release-calendar endpoint in backtesting or strategy-risk workflows.
  • Keeps the integration self-contained and avoids API-key requirements by using the public USD calendar example.

Validation

  • Ran Python syntax checks for all added Python examples where applicable.
  • Ran git diff --check for this repository.
  • Live FXMacroData calendar smoke tested with the July 2026 USD sample window from companion Python examples.

Note: Go, Rust, .NET, Maven, and TypeScript toolchains were not available in the local desktop environment for deeper build checks.

@jbaron

jbaron commented Jul 10, 2026

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Nice sample. But my question is how do you use it within roboquant (because it doesn't show that part)?

@sonarqubecloud

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@roberttidball

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Updated the sample to show how the FXMacroData release calendar feeds into an actual roboquant run: MacroBlackoutStrategy wraps a normal Strategy, suppresses signals on top-tier macro blackout dates, and is run via
un(feed, strategy) against a RandomWalk feed.\n\nLocal Maven validation could not run because this environment has no Java runtime / JAVA_HOME; git diff --check passed.

@jbaron

jbaron commented Jul 11, 2026

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Thanks, nice example and very useful!!!

@jbaron jbaron marked this pull request as ready for review July 11, 2026 10:31
@jbaron jbaron merged commit 965d860 into neurallayer:main Jul 11, 2026
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2 participants