An optimized python script to do this would look like this:
import clr
clr.AddReference(‘ProtoGeometry’)
from Autodesk.DesignScript.Geometry import Geometry
pts = IN[0]
margin = IN[1]
dist1 = Geometry.DistanceTo
Groups, Queue = [], []
while pts:
group = []
Queue.append(pts.pop() )
while Queue:
p1 = Queue.pop()
group.append(p1)
for i in xrange(len(pts)-1,-1,-1):
if dist1(p1, pts[i]) <= margin and p1.Direction.IsParallel(pts[i].Direction):
Queue.append(pts.pop(i) )
Groups.append(group)
OUT = Groups
Kudos to @Dimitar_Venkov since this is a slightly modified version of the Python code in Springs.GroupByDistance node