Sessionisation is the first step of almost every behavioural feature, and the loop-based version is the most common performance bug in analytics code.
Given a DataFrame of events with user_id and timestamp, assign each event a session_id.
A new session starts when more than 30 minutes have passed since that user's previous event. Session ids are integers starting at 0, numbered independently per user: user A and user B both begin at session 0.
Return the input columns plus session_id, sorted by user_id then timestamp.
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