docs(TaiwanStockPriceAdj): 補充還原因子的更新時點與基準日說明

docs/llms-full.txt

@@ -170,6 +170,7 @@ Async batch query is supported by datasets that require `data_id` parameter. Not
 - Params: dataset=TaiwanStockPriceAdj, data_id=2330, start_date=2020-04-02, end_date=2020-04-12
 - Params (all stocks, Backer/Sponsor): dataset=TaiwanStockPriceAdj, start_date=2020-04-06 (不帶 data_id，取得該日所有股票資料)
 - Columns: date (str), stock_id (str), Trading_Volume (int64), Trading_money (int64), open (float64), max (float64), min (float64), close (float64), spread (float64), Trading_turnover (float32)
+- Note: Adjusted prices are computed backwards from the most recent trading day, so the adjusted price on an event day equals that day's raw price and the adjustment appears in the history before it. Ex-dividend/ex-rights, capital reduction, stock split and par value change factors are applied in the post-close update on the event day itself, not deferred to the next trading day. If a scheduled event date falls on a market-wide closure (e.g. a typhoon suspension) and is postponed, the adjustment follows the day trading actually took place, not the originally scheduled date.
 
 ### TaiwanStockPriceTick (台灣股價歷史逐筆資料表)
 - Tier: Backer/Sponsor

docs/tutor/TaiwanMarket/Technical.en.md

@@ -861,6 +861,13 @@ In Taiwan stock technical data, we have 20 datasets, as follows:
 - Data range: 1994-10-01 ~ now
 - Data update time: **Monday to Friday 17:30**. The actual update time is based on the API data.
 
+??? note "When the adjustment factor updates, and which day is the baseline"
+    Adjusted prices are computed backwards: the most recent trading day in the data is the baseline, and adjustment factors are applied cumulatively to earlier days. As a result, **the adjusted price on the event day itself always equals that day's raw price** — the adjustment shows up in the history *before* that day.
+
+    For ex-dividend / ex-rights, capital reduction, stock split and par value change events, the adjustment factor is applied **in the post-close update on the event day itself**; it is not deferred to the next trading day.
+
+    If a scheduled event date falls on a market-wide closure (a typhoon suspension, for example) and is postponed, the adjustment follows **the day trading actually took place**, not the originally scheduled date.
+
 !!! example
     === "Package"
         ```python

docs/tutor/TaiwanMarket/Technical.md

@@ -861,6 +861,13 @@
 - 資料區間：1994-10-01 ~ now
 - 資料更新時間 **星期一至五 17:30**，實際更新時間以 API 資料為主
 
+??? note "還原因子的更新時點與基準日"
+    還原價為回溯計算：以資料中最新一個交易日為基準，往前累乘還原係數。因此**事件當日的還原價恆等於該日的原始價**，調整反映在該日「之前」的歷史資料上。
+
+    除權息、減資、股票分割、面額變更等事件，其還原係數於**事件當日的盤後更新時即納入計算**，不會延後至次一交易日才反映。
+
+    若事件的排定日遇全市場休市（例如颱風停市）而順延，還原調整以**實際發生交易的日期**為準，而非原定日期。
+
 !!! example
     === "Package"
         ```python