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FXMacroData

by io.github.fxmacrodata
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FX Backtest Task

fx_backtest_task
Read-only

Run a spot-only FX backtest using historical policy-rate-differential and/or lagged momentum signals. Downloads complete histories, verifies vintages and price coverage, and charges opening, rebalancing and closing costs. The carry signal does not include funding income or broker rollover. Returns analysis in the tool response. Access: requires an FXMacroData API key; an anonymous call returns subscription_required with a subscribe link.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
baseYesBase currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD.
quoteYesQuote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD.
end_dateNoInclusive upper bound, YYYY-MM-DD.
strategyNoSignal mode: carry, momentum, or carry_momentum.carry_momentum
start_dateNoInclusive lower bound, YYYY-MM-DD.
event_gatedNoWhen true, allow positions only after verified historical policy publications for either currency. This does not use future calendars or trade before a release.
initial_capitalNoStarting capital for equity-curve calculations.
event_window_daysNoAdditional calendar days after the first UTC decision following publication; 0 permits that first day only.
momentum_lookbackNoMomentum lookback in observations for the momentum signal.
transaction_cost_bpsNoPer-side transaction cost in basis points applied on position changes.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed4 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD."
    • changedInput schema / properties / event_gated / description
      Previous value: -"When true, only allow positions during release-event windows derived from announcement_datetime on base and quote calendars."New value: +"When true, allow positions only after verified historical policy publications for either currency. This does not use future calendars or trade before a release."
    • changedInput schema / properties / event_window_days / description
      Previous value: -"Event gate window in days around each release date (0 means release-date only)."New value: +"Additional calendar days after the first UTC decision following publication; 0 permits that first day only."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD."
  2. Changed10 schema fields changed
    • removedInput schema / properties / base / title
      Removed value: -"Base"
    • removedInput schema / properties / end_date / title
      Removed value: -"End Date"
    • removedInput schema / properties / event_gated / title
      Removed value: -"Event Gated"
    • removedInput schema / properties / event_window_days / title
      Removed value: -"Event Window Days"
    • removedInput schema / properties / initial_capital / title
      Removed value: -"Initial Capital"
    • removedInput schema / properties / momentum_lookback / title
      Removed value: -"Momentum Lookback"
    • removedInput schema / properties / quote / title
      Removed value: -"Quote"
    • removedInput schema / properties / start_date / title
      Removed value: -"Start Date"
    • removedInput schema / properties / strategy / title
      Removed value: -"Strategy"
    • removedInput schema / properties / transaction_cost_bps / title
      Removed value: -"Transaction Cost Bps"
  3. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
  4. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
  5. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
  6. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."
  7. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."
  8. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."
  9. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Base currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Quote currency, 3-letter ISO code. Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."
  10. Added

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