I have written some code that compute very basic statistics over a given set of events and plot the results (namely mean of cumulative returns and confidence intervals). It is meant as a skeleton, where you can define your own find_events function or pass a dataframe of events, and it will plot the mean of the stocks affected over the desired timeframe.
I'm sharing it in the hope that some newcomer might find it useful.
I've tried to define a nice interface, but admittedly I am not a good programmer so I'm not really confident of the result. What do you think? Suggestions?