bvslusa
Install
pip install bvslusa
How to use
import pandas as pd
from bvslusa.validate import remove_restritivos, target_mapping
from bvslusa.evaluate import evaluate_bvs_scores
from bvslusa.ratings import get_ratings
df = pd.read_csv('../data/AVZA_FB727003.csv', sep=';')
df
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| DOC_NUMBER | SAFRA | QTD_SCPC | VL_SCPC | QTD_CCF | QTD_PROTESTO | VL_PROTESTO | FLAG_RESTRITIVO | SCRCRDMERPJ3 | SCRCRDMERPJ4 | SCRCRDMERPJ5 | SCRCRDATACAD | SCRCRDMERMEI | PERF_MERC_60D6M_EVER | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 891026 | 202203 | 0 | 0 | 1 | 0 | 0 | 1 | 267 | 256 | 58 | 185 | 5 | MAU |
| 1 | 982383 | 202203 | 0 | 0 | 0 | 0 | 0 | 0 | 283 | 256 | 460 | 619 | 30 | BOM |
| 2 | 176129 | 202203 | 0 | 0 | 0 | 0 | 0 | 0 | 283 | 256 | 460 | 712 | 34 | BOM |
| 3 | 566081 | 202203 | 0 | 0 | 0 | 0 | 0 | 0 | 283 | 256 | 460 | 781 | 30 | BOM |
| 4 | 760613 | 202203 | 0 | 0 | 0 | 0 | 0 | 0 | 283 | 256 | 460 | 712 | 34 | BOM |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 35734 | 776859 | 202203 | 0 | 0 | 0 | 4 | 911 | 1 | 484 | 767 | 513 | 969 | 902 | MAU |
| 35735 | 94325 | 202203 | 0 | 0 | 0 | 4 | 911 | 1 | 484 | 767 | 513 | 969 | 902 | MAU |
| 35736 | 315930 | 202203 | 0 | 0 | 0 | 4 | 911 | 1 | 484 | 767 | 513 | 969 | 902 | MAU |
| 35737 | 668323 | 202203 | 0 | 0 | 0 | 4 | 911 | 1 | 484 | 767 | 513 | 969 | 902 | MAU |
| 35738 | 140483 | 202203 | 0 | 0 | 0 | 2 | 5285 | 1 | 487 | 767 | 531 | 956 | 131 | BOM |
35739 rows × 14 columns
df = remove_restritivos(df)
df = target_mapping(df, target='PERF_MERC_60D6M_EVER', map_dict={'BOM': 0, 'MAU': 1})
df.pipe(evaluate_bvs_scores)
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| score | auc | ks | |
|---|---|---|---|
| 0 | SCRCRDMERPJ5 | 0.694770 | 30.86 |
| 1 | SCRCRDATACAD | 0.666147 | 28.28 |
| 2 | SCRCRDMERMEI | 0.610453 | 19.22 |
| 3 | SCRCRDMERPJ3 | 0.598126 | 16.93 |
| 4 | SCRCRDMERPJ4 | 0.574876 | 13.56 |
As the SCRCRDMERPJ5 is the best bvs score, let’s proceed to build ratings with it:
df_ratings = get_ratings(df, target='PERF_MERC_60D6M_EVER', score='SCRCRDMERPJ5')
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| Bin | Count | Count (%) | Non-event | Event | Event rate | WoE | IV | JS | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | (-inf, 294.50) | 3341 | 0.142900 | 2709 | 632 | 0.189165 | -0.892188 | 0.163145 | 1.974255e-02 |
| 1 | [294.50, 357.50) | 1336 | 0.057143 | 1107 | 229 | 0.171407 | -0.771947 | 0.046611 | 5.685828e-03 |
| 2 | [357.50, 405.50) | 1380 | 0.059025 | 1184 | 196 | 0.142029 | -0.549094 | 0.022291 | 2.751878e-03 |
| 3 | [405.50, 457.50) | 1469 | 0.062831 | 1299 | 170 | 0.115725 | -0.314082 | 0.007055 | 8.782459e-04 |
| 4 | [457.50, 491.50) | 1406 | 0.060137 | 1275 | 131 | 0.093172 | -0.072129 | 0.000322 | 4.028209e-05 |
| 5 | [491.50, 535.50) | 1547 | 0.066168 | 1413 | 134 | 0.086619 | 0.007997 | 0.000004 | 5.272191e-07 |
| 6 | [535.50, 570.50) | 1189 | 0.050855 | 1095 | 94 | 0.079058 | 0.107581 | 0.000563 | 7.034663e-05 |
| 7 | [570.50, 597.50) | 1276 | 0.054577 | 1200 | 76 | 0.059561 | 0.41171 | 0.007813 | 9.698149e-04 |
| 8 | [597.50, 629.50) | 1345 | 0.057528 | 1269 | 76 | 0.056506 | 0.467618 | 0.010386 | 1.286575e-03 |
| 9 | [629.50, 682.50) | 2340 | 0.100086 | 2223 | 117 | 0.050000 | 0.596806 | 0.027941 | 3.441700e-03 |
| 10 | [682.50, 748.50) | 3183 | 0.136142 | 3068 | 115 | 0.036129 | 0.936216 | 0.081821 | 9.869692e-03 |
| 11 | [748.50, inf) | 3568 | 0.152609 | 3498 | 70 | 0.019619 | 1.563818 | 0.202677 | 2.303251e-02 |
| 12 | Special | 0 | 0.000000 | 0 | 0 | 0.000000 | 0.0 | 0.000000 | 0.000000e+00 |
| 13 | Missing | 0 | 0.000000 | 0 | 0 | 0.000000 | 0.0 | 0.000000 | 0.000000e+00 |
| Totals | 23380 | 1.000000 | 21340 | 2040 | 0.087254 | 0.570628 | 6.776995e-02 |
2 maintainers
Metadata
2 maintainers
Release files for bvslusa 0.0.2
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| bvslusa-0.0.2.tar.gz | 11.0 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| bvslusa-0.0.2-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 21.8 kB
Release files / bvslusa-0.0.2.tar.gz
| Download URL | bvslusa-0.0.2.tar.gz |
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| Size | 11.0 kB |
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Release files / bvslusa-0.0.2-py3-none-any.whl
| Download URL | bvslusa-0.0.2-py3-none-any.whl |
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