Function get_bins

crates/openquant/src/labeling.rs:232–240

Backward-compatible label API.

(
    events: &[(NaiveDateTime, Event)],
    close: &[(NaiveDateTime, f64)],
)

/// Backward-compatible label API.
pub fn get_bins(
    events: &[(NaiveDateTime, Event)],
    close: &[(NaiveDateTime, f64)],
) -> Vec<(NaiveDateTime, f64, f64, i8, Option<f64>)> {
    triple_barrier_labels(events, close)
        .into_iter()
        .map(|row| (row.timestamp, row.ret, row.trgt, row.label, row.side))
        .collect()
}

/// Drop labels whose frequency is below `min_pct`.
pub fn drop_labels(