functions – How to functionally create N*n lists of ordered pairs of TimeSeries using Outer (or similar) where n is dynamic / recursive?

I have the following complex nested iteration situation.

  • I begin with a list, data, that comprises 16 TemporalData objects

  • Each TemporalData object contains 2 paths. Let’s call them v and r. They have a common date index, so the date paths in each path are both the same length.
    enter image description here

  • I partition each of the paths in the TemporalData objects in data into 20 day periods, offset by 1 / overlapping by 19.

partitionedSets = Partition(#, 20, 1) & /@ data((#))("DatePaths") & /@ Range@Length@data;
  • partitionedSets now contains 16 lists of 2 lists (representing v and r) that vary in length as follows. vLengths and rLengths will always return the same values

vLengths = Length@partitionedSets((#, 1)) & /@ Range@16

(*{216, 216, 215, 214, 213, 212, 212, 212, 211, 210, 209, 208, 207,
207, 207, 206}*)

  • The output of the first list of partitionedSets looks like this:

    partitionedSets((1, All, 1))

enter image description here

  • Now, for each of the 16 lists of v and r series, I want to create a Date indexed set of “zipped together” ordered pairs of v and r. This is easy enough to do manually. For example, to get the first set of orderedPairs from the first partitionedSet of the first TemporalData object in data:
orderedPairs = MapThread(List, {partitionedSets((1, 1, 1, All, 1)), 
      Thread({partitionedSets((1, 1, 1, All, 2)), 
        partitionedSets((1, 2, 1, All, 2))})})

enter image description here

The problem I have is when I attempt to gather all combinations of 16x2xn lists into lists of ordered pairs. This is because the value of n depends on the Length of the combination of v or r and the partitionedSet I am currently iterating through. I know the solution is to use Outer — and I can get it to work if I arbitrarily limit n in this case to 200.

dumb = Outer(MapThread(List,
 {partitionedSets((#1, 1, #2, All, 1)),
   {partitionedSets((#1, 1, #2, All, 2)),
    partitionedSets((#1, 2, #2, All, 2))})}) &, Range@16,Range@200);

enter image description here

But what I am really trying to achieve is to make this same code work where the value for the second slot #2 in Outer is dynamic / recursive (really should be something like Range@vlengths((#))&/@Range@Length@vLengths – but this fails.)

So, my question is:

How can I functionally create 16*n lists of orderedPairs where n is dynamic / nested /recursive?