Backward-compatible triple-barrier API.
(
close: &[(NaiveDateTime, f64)],
t_events: &[NaiveDateTime],
pt_sl: (f64, f64),
target: &[(NaiveDateTime, f64)],
min_ret: f64,
num_threads: usize, // unused, kept for parity
| 209 | |
| 210 | /// Backward-compatible triple-barrier API. |
| 211 | pub fn get_events( |
| 212 | close: &[(NaiveDateTime, f64)], |
| 213 | t_events: &[NaiveDateTime], |
| 214 | pt_sl: (f64, f64), |
| 215 | target: &[(NaiveDateTime, f64)], |
| 216 | min_ret: f64, |
| 217 | num_threads: usize, // unused, kept for parity |
| 218 | vertical_barrier_times: Option<&[(NaiveDateTime, NaiveDateTime)]>, |
| 219 | side_prediction: Option<&[(NaiveDateTime, f64)]>, |
| 220 | ) -> Vec<(NaiveDateTime, Event)> { |
| 221 | let _ = num_threads; |
| 222 | triple_barrier_events( |
| 223 | close, |
| 224 | t_events, |
| 225 | target, |
| 226 | TripleBarrierConfig { pt: pt_sl.0, sl: pt_sl.1, min_ret, vertical_barrier_times }, |
| 227 | side_prediction, |
| 228 | ) |
| 229 | } |
| 230 | |
| 231 | /// Backward-compatible label API. |
| 232 | pub fn get_bins( |