I wrote a python script to get the daily USD/CAD current exchange rate from 
the Bank of Canada and output it into a .beancount file that can be include 
in my main file. I need this to properly report transactions to the CRA 
using the CAD value at the date of the transaction and maybe this will be 
helpful to other people.

The first time you run the script, it will get all the data starting from 
2021-01-01. Subsequently, it will just query for new exchange rates since 
the last run and append them to the file. So if you manually edit a price, 
it will no get overwritten when you the script again.

import requests, json, os.path
import datetime

priceFilename = "BofC_CADprices.beancount"

if os.path.exists(priceFilename):
    priceFile = open(priceFilename, "r+")
    currentPrices = priceFile.readlines()

    last_line = currentPrices[-1:][0].split(' ')[0]

    last_date = datetime.datetime.strptime(last_line, '%Y-%m-%d').date()
    next_date = last_date + datetime.timedelta(days=1)
else:
    priceFile = open(priceFilename, "w")
    next_date = datetime.datetime.strptime('2021-01-01', '%Y-%m-%d').date()
end_date = datetime.date.today() - datetime.timedelta(days=1)

# Note that output format of dates should be %Y-%m-%d. Default is this, so 
it
# works, but maybe should use strptime to explicity set format
url = 
requests.get("https://www.bankofcanada.ca/valet/observations/FXUSDCAD/json?start_date={}&end_date={}".format(next_date,end_date))
data = json.loads(url.text)
rates = data['observations']

for r in rates:
    priceFile.write('{} price USD {} 
CAD;\n'.format(r['d'],r['FXUSDCAD']['v']))
priceFile.close()

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