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Document OSAP date alignment and return scaling in Returns section
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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tidyfinance/download_open_source.py

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@@ -1127,9 +1127,11 @@ def _download_data_osap(
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pd.DataFrame
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A data frame containing the processed data. The column names
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are converted to snake_case, and the data is filtered by the
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specified date range if 'start_date' and 'end_date' are
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provided.
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are converted to snake_case, the ``date`` column is aligned to
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the beginning of the month, all predictor columns (long-short
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returns in percent) are divided by 100 to obtain plain numeric
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(decimal) returns, and the data is filtered by the specified
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date range if 'start_date' and 'end_date' are provided.
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Examples
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--------

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