investdatar 0.1.5

Added optional monthly partitioned OKX and Binance candle storage with touched-partition upserts and bounded reads; Binance and OKX adapters now consume binxr and okxr for their supported exchange requests.
Expanded crypto derivatives to mark/index prices, basis, long-short ratios, complete Binance open-interest pagination, and explicit public liquidation event ingestion.
Expanded SDMX coverage to Eurostat and IMF and broadened ECB, BIS, and OECD registry seeds.
Added SEC XBRL Frames, selected filing-document caching, and opt-in bulk archives; broadened CFTC and Treasury Fiscal Data registries.
Added a provider-neutral fund-holdings schema, full Alpha Vantage cache and registry parity, and selective direct BLS, BEA, and Census modules.
Added feed-scoped RSS CA-bundle configuration so a feed with a certificate chain missing from the runtime’s default trust store can be synchronized without disabling TLS verification or affecting other feeds.
Added bounded per-symbol Yahoo/quantmod retries, explicit incomplete-window errors, and registry-declared Eastmoney fallback support with per-bar and batch-summary source provenance.

investdatar 0.1.4

Added a shared HTTP layer with retry, timeout, user-agent, structured error, and atomic local-write hardening, plus a common additive batch-summary contract.
Made scheduled freshness checks success-aware so partial batch failures remain stale and are retried instead of being skipped solely because a run log exists.
Added registry-driven CFTC Traders in Financial Futures, Treasury Fiscal Data, EIA physical energy, SEC submissions and Company Facts, and multi-provider SDMX modules with local readers, incremental upserts, run logs, and descriptions.
Added historical Binance/OKX derivatives synchronization for BTC and ETH funding rates and Binance open interest.
Expanded provider tests, source specs, example configuration, scheduled sync nodes, and package-level documentation for the new modules.
Optimized SDMX and OKX derivatives update-time checks to request only the latest observation.

Hardened FRED source fetches so transient empty observation responses for available or registered series raise an error instead of writing empty local .rds files.
Added a regression test covering an available FRED series with an empty observations payload.

Added sync_local_data_batches() so repair workflows can combine multiple fetched pages or windows in memory and write local .rds storage once.
Added OKX and Binance candle repair helpers that fetch multiple missing pages or windows before performing a single local upsert.
Updated source specs and README documentation for candle repair helpers.
Refined shipped scheduled-sync examples with a cadence-aware daily_sync.R and a standalone check_sync_freshness.R entrypoint for shell workflows.

Added batch run-log writing to the remaining registry and batch sync helpers so scheduled sync scripts can consistently inspect the latest run state.
Updated the shipped daily_sync.R example to skip sources that already ran on the same day, based on the latest batch sync log.
Updated Treasury default sync behavior so the first run backfills full history, while later runs fetch only from the latest local year through the current year.

Added batch sync run logs plus get_latest_sync_run() so downstream scripts can inspect the most recent registry or batch sync result directly.
Updated Yahoo Finance batch sync so omitted from now uses per-ticker local coverage minus a 10-day overlap, reducing download size while preserving safety for revised latest rows.
Added shipped daily_sync.R and report_recent_sync.R examples for local scheduled sync plus terminal reporting of newly inserted RSS items and optional AI summaries of recent FRED and Yahoo updates.

Added a World Bank registry workflow with helpers to resolve, read, extend, and batch-sync registered wbstats indicator definitions.
Added a shipped yearly World Bank indicator seed registry derived from the package’s existing analysis workflows.
Updated config handling and package docs so WorldBank.registry_file can drive registry-based batch sync, with blank registry country values defaulting to the standard countries_only scope.

Added a raw U.S. Treasury rates provider covering daily bill rates, par yield curve rates, long-term rates, real yield curve rates, and real long-term rates from the Treasury XML feeds.
Added standardized fetch, source-update-time, local read, local sync, batch sync, and dataset-description helpers for Treasury rate panels.
Added Treasury source-spec integration plus shipped example config and README guidance for the new provider.

Fixed RSS registry batch sync so active feeds are filtered correctly instead of collapsing to an empty batch.
Hardened RSS feed parsing for live malformed feeds by cleaning leading BOM or whitespace and falling back to tolerant HTML parsing when strict XML parsing fails.
Added local RSS cleanup and stronger fallback keys so malformed legacy rows, including previously broken Federal Reserve press-release rows, are repaired on read and resync.

Expanded the shipped RSS registry seeds to include SEC press releases and Federal Reserve press releases as registry-driven plain RSS feeds.
Updated the package README to document the broader shipped RSS seed set.

Added a narrow RSS narrative-feed module with standardized fetch, local read, local sync, registry batch sync, and dataset-description helpers.
Added a feed-specific parser for Atlanta Fed GDPNow RSS items, including parsed fields such as period label, estimate value, and change direction.
Added RSS source-spec integration plus shipped example config and registry seed entries for RSS feeds.

Fixed local sync behavior so source rows with existing keys are refreshed when upstream providers revise already-known observations instead of only appending unseen keys.
This resolves stale latest-row issues in Yahoo Finance via quantmod and the same sync behavior for other providers that write through the shared local sync helper.

Added iShares holdings fetch, local read, single-ticker sync, and registry batch sync helpers.
Added automatic migration of legacy iShares holdings snapshot-list files into the new fixed-column long-table format.
Added Yahoo Finance registry helpers and batch sync through quantmod, driven by YahooFinance.registry_file.
Improved quantmod sync error reporting so upstream Yahoo failures surface as explicit errors instead of collapsing to new_data_is_null.
Updated describe_quantmod_data() so omitted from and to default to the oldest and newest dates in local quantmod data.
Added iShare.holdings_tickers config support and restricted default holdings batch sync to the configured subset.

Public GitHub release metadata cleanup, including author contact and package description updates.
Added a shipped example configuration file and expanded README onboarding for first-time users.
Hardened fresh-install configuration and FRED registry handling so missing files fail more predictably.
Added tests covering example configuration loading and missing-config or missing-registry behavior.

Fixed get_source_data_wbstats() so default calls no longer fail from forwarding problematic NULL and default-only arguments into wbstats.
Added local read/sync helpers for Binance and quantmod/Yahoo: get_local_binance_klines(), sync_local_binance_klines(), get_local_quantmod_OHLC(), and sync_local_quantmod_OHLC().
Made source-spec local path metadata consistent with the actual storage layout, including Crypto/okx, Crypto/binance, and YahooFinance.
Expanded README configuration and usage guidance for Yahoo Finance and local data access across specs.