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Add economic calendar module to filter trades near high-impact events
Introduces a full Trading Economics API pipeline that fetches, stores, and queries economic events (NFP, CPI, rate decisions, etc.) so the backtester can block trade entries within a configurable buffer window of high-impact releases — reducing slippage and false signals. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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co-authored by
Claude Opus 4.6
parent
b1f3a919bf
commit
546d7311ec
@@ -4,3 +4,4 @@ OANDA_ENV=practice
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DASHBOARD_PASSWORD=changeme
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SUPABASE_URL=https://your-project.supabase.co
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SUPABASE_KEY=your-supabase-anon-key-here
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TRADING_ECONOMICS_API_KEY=your-trading-economics-api-key-here
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@@ -62,6 +62,24 @@ execution:
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canary_size_pct: 0.01
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max_positions: 5
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interval_seconds: 60
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economic_calendar:
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enabled: true
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table: economic_calendar
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days_back: 400
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chunk_days: 28
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sleep_between_chunks: 1.0
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impact_threshold: "High"
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event_buffer_minutes: 30
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feature_lookforward_minutes: 240
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currency_country_map:
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EUR: "euro area"
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USD: "united states"
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GBP: "united kingdom"
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JPY: "japan"
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AUD: "australia"
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CAD: "canada"
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CHF: "switzerland"
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NZD: "new zealand"
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supabase:
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url: https://<your>.supabase.co
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key_env_name: SUPABASE_KEY
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