How to use the prophet.data.DataGenerator function in prophet

import pandas as pd

from prophet.orders import Orders
from prophet.data import DataGenerator


class BollingerEventStudy(DataGenerator):
    name = "events"

    def run(self, data, symbols, start, end, lookback, **kwargs):
        bollinger_data = data['bollinger']

        # Add an extra timestamp before close_data.index to be able
        # to retrieve the prior day's data for the first day
        start_index = bollinger_data.index.get_loc(start) - 1
        timestamps = bollinger_data.index[start_index:]

        # Find events that occur when the market is up more then 2%
        bollinger_spy = bollinger_data['SPX'] >= 1.2  # Series
        bollinger_today = bollinger_data.loc[timestamps[1:]] <= -2.0
        bollinger_yesterday = bollinger_data.loc[timestamps[:-1]] >= -2.0
        # When we look up a date in bollinger_yesterday,
        # we want the data from the day before our input

def get_cache_filepath(self, name):
        if not os.path.exists(self.CACHE_PATH):
            os.makedirs(self.CACHE_PATH)
        return os.path.join(self.CACHE_PATH, name)

    def get_data_filepath(self, name):
        if not os.path.exists(self.DATA_PATH):
            os.makedirs(self.DATA_PATH)
        return os.path.join(self.DATA_PATH, name)

    def sanitize_name(self, name):
        return name.replace(os.path.sep, '--')


class PandasDataGenerator(DataGenerator):

    def __init__(self, cache_path=None, data_path=None):
        super(PandasDataGenerator, self).__init__(cache_path=cache_path,
                                                  data_path=data_path)

    def run(self, data, start, end, symbols, source, lookback=0):
        data_start = self.get_data_start(start, lookback)

        # Current caching implementation based on Zipline
        symbols_data = dict()
        for symbol in symbols:
            symbol_path = self.sanitize_name(symbol)
            cache_filename = "{stock}-{start}-{end}.csv".format(
                stock=symbol_path, start=data_start, end=end
            ).replace(':', '-')
            cache_filepath = self.get_cache_filepath(cache_filename)