Add FXMacroData release calendar helper

examples/FXMacroData_Calendar/fxmacrodata_calendar.py

@@ -0,0 +1,35 @@
+"""FXMacroData release-calendar helper for forex backtest examples."""
+
+import json
+from datetime import date, timedelta
+from urllib.parse import urlencode
+from urllib.request import urlopen
+
+
+BASE_URL = "https://fxmacrodata.com/api/v1/calendar/{currency}"
+
+
+def fetch_calendar(currency="USD", start_date=None, end_date=None, timeout=20):
+    today = date.today()
+    start_date = start_date or today.isoformat()
+    end_date = end_date or (today + timedelta(days=14)).isoformat()
+    query = urlencode({"start_date": start_date, "end_date": end_date})
+
+    with urlopen("{}?{}".format(BASE_URL.format(currency=currency), query), timeout=timeout) as response:
+        payload = json.load(response)
+
+    return payload.get("data", [])
+
+
+def top_tier_blackout_dates(events):
+    dates = set()
+    for event in events:
+        if event.get("top_tier_for_currency") or event.get("market_tier") == 1:
+            event_time = event.get("announcement_datetime_utc") or event.get("announcement_datetime_local")
+            dates.add((event_time or event.get("date", ""))[:10])
+    return sorted(item for item in dates if item)
+
+
+if __name__ == "__main__":
+    events = fetch_calendar(start_date="2026-07-01", end_date="2026-07-20")
+    print(top_tier_blackout_dates(events))