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.

investdatar 0.1.3.10

• 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.

investdatar 0.1.3.9

• 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.

investdatar 0.1.3.8

• 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.

investdatar 0.1.3.7

• 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.

investdatar 0.1.3.6

• 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.

investdatar 0.1.3.5

• 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.

investdatar 0.1.3.4

• 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.

investdatar 0.1.3.3

• 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.

investdatar 0.1.3.2

• 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.

investdatar 0.1.3.1

• 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.

investdatar 0.1.3

• 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.

investdatar 0.1.2

• 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.

investdatar 0.1.1

• 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.