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You could try Actual [1], which stores your data locally. It does however go through Plaid. Would be interesting if there was an alternative option to screenscrape your online banking portal.

[1] https://actualbudget.com/

However, it seems, that isn't even out yet:

"Bank syncing is a critical feature that is coming soon!"

You can manually import QFX/other standard formats though, but not all banks have exports of this, and it's very manual.

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