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

labeling/process.py

@@ -0,0 +1,17 @@
+from .types import EventFilter, EventLabeller, EventsDataFrame
+from data_loader.types import ForwardReturnSeries, XDataFrame, ReturnSeries, ySeries
+
+def label_data(
+            event_filter: EventFilter,
+            event_labeller: EventLabeller,
+            X: XDataFrame,
+            returns: ReturnSeries,
+            forward_returns: ForwardReturnSeries) -> tuple[EventsDataFrame, XDataFrame, ySeries, ForwardReturnSeries]:
+    event_start_times = event_filter.get_event_start_times(returns)
+    events = event_labeller.label_events(event_start_times, forward_returns)
+    
+    X = X.filter(items = events.index, axis = 0)
+    y = events['label']
+    forward_returns = events['returns']
+
+    return events, X, y, forward_returns