prepare_anchored_subjects_each

prepare_anchored_subjects_each(
    estimates,
    readings,
    *,
    forecast_source,
    consensus_source=CONSENSUS_SOURCE,
    lookback=_DEFAULT_LOOKBACK,
    maximum_revision_age=_DEFAULT_REVISION_AGE,
)

Prepare anchored subjects with one reading moment per row.

Each row equals what prepare_anchored_subjects returns for that subject when called at that row’s moment, so an event study reads every report at its own moment in one pass rather than one call per moment. An invalid panel, readings frame, source pair or reading policy raises PanelError.

Parameters

Name Type Description Default
estimates pd.DataFrame Long input panel; arbitrary source names are supported. required
readings pd.DataFrame One row per subject and moment: the subject columns, period_end and a UTC as_of column. required
forecast_source str Original source to place in the forecast column. required
consensus_source str Original source to place in the consensus column. CONSENSUS_SOURCE
lookback pd.Timedelta Positive interval separating the consensus revision reads. _DEFAULT_LOOKBACK
maximum_revision_age pd.Timedelta Positive maximum age at each revision read. _DEFAULT_REVISION_AGE

Returns

Name Type Description
pd.DataFrame One row per reading, in reading order, with forecast, consensus, their timestamps and ages, the revision and the reading policy.