Download and Process Open Source Asset Pricing Data

Downloads the data from Open Source Asset Pricing from Google Drive using a specified file ID, processes the data by converting column names to snake_case, aligning the date to the beginning of the month, scaling the percentage long-short returns to numeric values, and optionally filters the data based on a provided date range.

Usage

download_data_osap(
  start_date = NULL,
  end_date = NULL,
  sheet_id = "10sOryk_ddjkXagaajTKUk1nwJs2ZLRiI"
)

Arguments

start_date

Optional. A character string or Date object in "YYYY-MM-DD" format specifying the start date for the data. If not provided, the full dataset is returned.

end_date

Optional. A character string or Date object in "YYYY-MM-DD" format specifying the end date for the data. If not provided, the full dataset is returned. Google Drive limits how often a shared file can be downloaded. When the limit is reached, Google Drive returns an error page instead of the data and the function returns an empty tibble. The limit is usually lifted within 24 hours.

sheet_id

A character string with the Google Drive file ID of the wide CSV of monthly long-short returns. The default, "10sOryk_ddjkXagaajTKUk1nwJs2ZLRiI", is the October 2025 release (v2.0.0). Pass the ID of another release to download it instead.

Value

A tibble containing the processed data. The column names are converted to snake_case, the date column is aligned to the beginning of the month, all predictor columns (long-short returns in percent) are divided by 100 to obtain plain numeric (decimal) returns, and the data is filtered by the specified date range if start_date and end_date are provided.

Details

The dataset contains monthly long-short returns of the predictor portfolios. Every column other than date is a return expressed in percent, so all of them are divided by 100 to convert them into plain numeric (decimal) returns.

See also

Other download functions: download_data(), download_data_constituents(), download_data_damodaran(), download_data_factors_ff(), download_data_factors_q(), download_data_fred(), download_data_fred_md(), download_data_huggingface(), download_data_jkp(), download_data_macro_predictors(), download_data_pastor_stambaugh(), download_data_risk_free(), download_data_stambaugh_yuan(), download_data_stock_prices(), download_factor_library_grid(), download_factor_library_ids()

Examples

# \donttest{
  osap <- download_data_osap(
    start_date = "2020-01-01", end_date = "2020-06-30"
  )
# }