Function labeling_drop_labels

crates/pyopenquant/src/labeling.rs:299–318

(
    events: Vec<(String, f64, f64, i8, Option<f64>)>,
    min_pct: f64,
)

    let parsed: Vec<(chrono::NaiveDateTime, f64, f64, i8, Option<f64>)> = events
        .into_iter()
        .filter_map(|(ts_str, ret, trgt, label, side)| {
            let ts = chrono::NaiveDateTime::parse_from_str(&ts_str, "%Y-%m-%d %H:%M:%S").ok()?;
            Some((ts, ret, trgt, label, side))
        })
        .collect();

    let result = openquant::labeling::drop_labels(&parsed, min_pct);
    result
        .into_iter()
        .map(|(ts, ret, trgt, label, side)| {
            (ts.format("%Y-%m-%d %H:%M:%S").to_string(), ret, trgt, label, side)
        })
        .collect()
}

pub fn register(py: Python<'_>, parent: &Bound<'_, PyModule>) -> PyResult<()> {
    let m = PyModule::new(py, "labeling")?;
    m.add_function(wrap_pyfunction!(labeling_add_vertical_barrier, &m)?)?;
    m.add_function(wrap_pyfunction!(labeling_triple_barrier_events, &m)?)?;
    m.add_function(wrap_pyfunction!(labeling_triple_barrier_labels, &m)?)?;
    m.add_function(wrap_pyfunction!(labeling_meta_labels, &m)?)?;
    m.add_function(wrap_pyfunction!(labeling_get_events, &m)?)?;
    m.add_function(wrap_pyfunction!(labeling_get_bins, &m)?)?;