Add FXMacroData return helpers

[roberttidball]

Summary

This keeps the integration aligned with QuantStats' return-series model. The two helpers load daily FX reference prices and convert them into a pandas return series; the update adds canonical URL handling, pagination, input validation, duplicate removal, and safe network/JSON errors.

Scope

FXMacroData capability	Status
Catalogue	Not part of the return-series API
Macro history	Not a price/return series in this helper
Release calendar	Not a price/return series
Predictions	No forecast-series contract
Macro news	No text-series contract
FX history	Native price and return helpers
Market sessions	Daily data only
COT	Not a price/return series
Commodities	Outside the FX-pair helpers
Seasonality	QuantStats can derive analytics from returned FX returns; no separate service endpoint is exposed

FX history normally requires FXMACRODATA_API_KEY or FXMD_API_KEY; raised errors do not include the request URL or key.

Validation

• python -m pytest tests/test_utils.py -q — 20 passed
• Python compilation and git diff --check
• credential and internal-path scan: no findings

I own FXMacroData and am contributing these helpers directly.