🚀 FXBacktestBoost - Forex Market Data Scraping & Analysis Script

📝 Overview

FXBacktestBoost helps you analyze historical market data and news events in sync, enhancing your backtesting experience. It's perfect for platforms like TradingView or FXReplay.com, giving you a live market feel when replaying past market conditions.

✨ Key Features:

• Automatic Date Sync: Easily traverse through date ranges and automatically fetch market and news data for each day. Cached results speed up repeated requests.
• Custom Filters: Filter news events by specific currencies and impact levels.

📦 Requirements

You'll need the following Python packages:

pip install undetected-chromedriver selenium tabulate pandas matplotlib redis seaborn

🗄️ Redis for Caching

The script uses Redis to store and quickly retrieve data. You can install Redis by following these official guides:

• Redis Installation Guide
• Redis for Windows

Ensure Redis is running on your machine before running the script.

🛠️ ChromeDriver Setup

The script uses Chrome via undetected-chromedriver for scraping. If Chrome is installed in a custom location, update the chrome_path in the script:

chrome_path = "/path/to/your/chrome/executable"

🚀 How to Use

1. Set Date Range: Define start_date in the script. The script automatically pulls data for 7 days before the start date by default (correlation matrix).

2. Customize Filters: Specify the currencies and impact levels you want to analyze.

3. Define Forex Pairs: Add the forex pairs (in alphabetical order) for correlation analysis.

4. Choose a Timeframe: Set the resampling interval for the market data. Adjust the new_timeframe variable to one of the following:

   • '1min': 1-minute intervals
   • '5min': 5-minute intervals
   • '15min': 15-minute intervals
   • '30min': 30-minute intervals
   • '1h': 1-hour intervals
   • '4h': 4-hour intervals (default)

5. Run the Script

💡 Contributing

If you have ideas or want to add features, feel free to open an issue or submit a pull request!

⚠️ Legal Disclaimer

• ForexFactory.com: This script is not affiliated with ForexFactory.com, and scraping their data may violate their Terms of Service. Use at your own discretion and responsibility.

📄 License

This project is released under the MIT License, meaning it's open-source with very few restrictions on usage and modification.