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I simplified make_zn_score and gathered all expanding means and mean absolute values into one function. The shorted the code from 550 to 180 lines (<50 lines excluding docstrings)
However, even the present code is still fairly long for careful reviews for a function whose correctness is essential for our business. Moreover, I have done very little testing. So I am sure there are bigs and errors left.
Therefore, unit testing must focus on double-calculating values and check if they are as expected.
In particular, please use pandas .expanding() function to check out calculations for specific columns and re-estimation dates.