Function meta_labels

crates/openquant/src/labeling.rs:201–208

Label outcomes in meta-labeling mode (`{0, 1}` labels).

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

/// Label outcomes in meta-labeling mode (`{0, 1}` labels).
pub fn meta_labels(
    events: &[(NaiveDateTime, Event)],
    close: &[(NaiveDateTime, f64)],
) -> Vec<LabeledEvent> {
    let with_side: Vec<(NaiveDateTime, Event)> =
        events.iter().filter(|(_, ev)| ev.side.is_some()).cloned().collect();
    triple_barrier_labels(&with_side, close)
}

/// Backward-compatible triple-barrier API.
pub fn get_events(