MACRO_SERIES is US-only, so non-US runs have no macro grounding

Context

MACRO_SERIES in tradingagents/dataflows/fred.py maps friendly aliases to FRED series IDs. Every entry is a US series.

The framework otherwise supports non-US markets well — resolve_benchmark maps .NS to ^NSEI, .T to ^N225, .HK to ^HSI, and the README documents all of them. But the News Analyst's get_macro_indicators tool can only reach US macro data, so a run on RELIANCE.NS grounds its macro commentary in US CPI and the Fed funds rate.

Why it matters

FRED carries IMF/OECD series for most of these markets, so the data is already reachable through the existing vendor — this is a table gap, not a new integration.

Possible approach

Add per-market aliases under a prefix convention (india_cpi, japan_cpi, ...) so later markets are additive. Open question worth settling first: should the News Analyst pick the market automatically from the ticker suffix, the way resolve_benchmark already does?

Happy to work on this if it's wanted — wanted to check the direction before writing code. And please assign this to me