Why does VSCode "Go to Definition" only partially work?

VSCode python snippet:

import yfinance as yf

from datetime import date

end_date = date.today()  # <--- The color of today is yellow. Right click on
                         # today and then click on "Go to Definition", it works.

data = yf.download(ticker, start=start_date, end=end_date)

print(data.head())  # <--- The color of head is white. Right click on head
                    # and then click on "Go to Definition", it does NOT work.

average_yield = data['Close'].mean()  # <--- The color of mean is white. Right
                                      # click on mean and then click on "Go to
                                      # Definition", it does NOT work.

OS: Windows

language server is set to Pylance

yfinance has been pip installed probably because clicking on yf.download and then "Go to Definition" works.

When try to go to the definition of both head() and mean(), the error message is "No definition found for head or mean".

Why it works for today() method of date but not for head() and mean()?

I think this happens because yf.download() does not return a type and thus it cannot be determined beforehand what functions can be called on the data variable and which ones they would refer to.

This is also why VSCode does not autocomplete function names when you start writing data.

For example, here we know that we have a string, we can already determine beforehand (either because we manually defined it to be a string or because the return type of the function is a string) which functions can be used on the variable. This allows VSCode to suggest functions that can be used on strings.

However, because data is defined to be of type any (because that is the return type of the yf.download() function), VSCode cannot determine beforehand what kind of functions can work on this variable, because only during execution we will know what data is.

VSCode cannot suggest a function that can be used on this variable, and it would also not know to which function the head() or mean() point, because those names are probably used in a lot of libraries.