code: def make_multi_lagger(lags, groupby_kwargs=None):
      
      laggers = [SingleLagger(l, groupby_kwargs=groupby_kwargs) for l in lags]
      feature_union = FeatureUnion([
          (repr(lagger), lagger) for lagger in laggers
      ])
      return feature_union
docs: Return a union of transformers that apply different lags
  
      Args:
          lags (Collection[int]): collection of lags to apply
          groupby_kwargs (dict): keyword arguments to pd.DataFrame.groupby