feat(Events): added EventFilter, EventLabeller (#186)

data_loader/process.py

@@ -0,0 +1,19 @@
+import pandas as pd
+from config.types import Config
+import warnings
+from utils.helpers import get_first_valid_return_index
+from data_loader.types import XDataFrame
+
+def check_data(X: XDataFrame, config: Config) -> bool:
+    """ Returns True if data is valid, else returns False."""
+    
+    if has_enough_samples_to_train(X, config) == False:
+        warnings.warn("Not enough samples to train")
+        return False
+    
+    return True
+
+def has_enough_samples_to_train(X: XDataFrame, config: Config) -> bool:
+    first_valid_index = get_first_valid_return_index(X.iloc[:,0])
+    samples_to_train = len(X) - first_valid_index
+    return samples_to_train > config.sliding_window_size_base + config.sliding_window_size_meta_labeling + 100