[Bug]: End-date bars dropped (Fama-French, gap detection, yfinance fallback, Finnhub), local-time bounds (Finnhub, Kalshi, Polymarket), Massive pagination truncates #73

Affected library

data

Affected package version

0.2.0 (main at 885bc110)

Environment

Linux, source checkout of main at 885bc110 with the repo's dev environment (uv sync); offline test suite.

Observed behavior

1. Fama-French YYYY-MM end filter cuts at day 28.
2. Gap detection reports a one-day gap at the end date of a complete series.
3. yfinance macro fallback omits the end date (exclusive end).
4. Finnhub, Kalshi and Polymarket convert date bounds in the host's local timezone; a Finnhub date-only end drops that day.
5. Massive aggregate fetches return only the first 50,000-row page.

Expected behavior

End dates are inclusive, bounds are UTC calendar days, and all next_url pages are fetched.

Minimal reproduction

Each case has a focused unit test on quantum-like/ml4t-data branch review/fixes (one commit per fix, on top of 885bc110). Every test fails on main and passes with its fix:

• tests/test_fama_french_provider.py::test_fetch_month_filter_includes_final_calendar_day
• tests/test_update_manager.py::test_detect_gaps_in_storage_keeps_bar_on_inclusive_end
• updated assertion in tests/test_macro_downloader.py
• tests/test_finnhub_provider.py::test_fetch_raw_data_uses_inclusive_utc_day
• tests/test_kalshi_unit.py::test_fetch_raw_data_uses_utc_calendar_bounds
• tests/test_polymarket_unit.py::test_fetch_price_history_uses_utc_day_bounds
• tests/test_polygon_provider.py::test_fetch_raw_data_follows_next_url

Compatibility impact

Public behavior or results

Acceptance criteria

Each case has an offline unit test that fails on main and passes with the fix, including under a non-UTC TZ.

I have a PR ready with these fixes and will link it here.

Amir