numeraire.core.data.VintagedBlock#

class numeraire.core.data.VintagedBlock(table: DataFrame, *, series: list[str] | None = None, lag: int = 1, name: str | None = None, ref_col: str = 'ref_date', vintage_col: str = 'vintage')[source]#

Bases: object

A vintaged (point-in-time) block: a (ref_date x vintage) panel resolved by asof.

Built from a tidy table [ref_date, vintage, <series...>] (e.g. what a FRED-MD build yields). asof(t) returns the real-time edge: among vintages available at t (vintage month + lag <= t’s month), the most recent ref_date’s value taken from its latest available vintage. Revisions are respected — an earlier vintage’s number is used until a later one is available, so no future revision leaks in.

lag (whole months, default 1) is the availability buffer. The vintage label already is the release month, so one month suffices; sweep it up for a more conservative real-time cut.

__init__(table: DataFrame, *, series: list[str] | None = None, lag: int = 1, name: str | None = None, ref_col: str = 'ref_date', vintage_col: str = 'vintage') → None[source]#

Methods

`__init__`(table, *[, series, lag, name, ...])
`asof`(t)	Real-time vector at `t`: latest ref_date's value from its latest available vintage.
`is_ready`(t)	Whether any vintage is available at `t` (False before the first release + lag).
`truncate`(end)	A copy holding only vintages released by `end` (`vintage` month <= `end` month).

Attributes

names

Feature (series) names of this block.

property names: list[str]#: Feature (series) names of this block.

is_ready(t: object) → bool[source]#: Whether any vintage is available at t (False before the first release + lag).

asof(t: object) → NDArray[float64][source]#: Real-time vector at t: latest ref_date’s value from its latest available vintage.

truncate(end: object) → VintagedBlock[source]#: A copy holding only vintages released by end (vintage month <= end month).