run_arc.py

"""Run an abnormal-return event study (ARC) with the bundled sample data.

Usage::

    set EST_API_KEY=your-key        (Windows)
    export EST_API_KEY=your-key     (macOS/Linux)
    python run_arc.py
"""
import os

from eventstudytools import ARCInput, EventStudyAPI

HERE = os.path.dirname(os.path.abspath(__file__))

api = EventStudyAPI()  # reads EST_API_KEY from the environment

params = ARCInput(
    benchmark_model="mm",       # market model
    return_type="log",
    non_trading_days="later",
    result_file_type="csv",
    # test_statistics=[...]     # optional; sensible defaults otherwise
)

results = api.run(
    params,
    files={
        "request_file": os.path.join(HERE, "data", "01_RequestFile.csv"),
        "firm_data": os.path.join(HERE, "data", "02_FirmData.csv"),
        "market_data": os.path.join(HERE, "data", "03_MarketData.csv"),
    },
    dest_dir=os.path.join(HERE, "results"),
)

for rf in results:
    print(f"{rf.name}: {rf.local_path}")