Welcome to Risknet! This is a downloadable Pip package where you can access and run an XGBoost pipeline.

Folder/File Layout Layout

• src/risknet
  • config: holds conf.yaml
    • conf.yaml: helps with setup
    • handlers.py
  • data: empty folder where user can store FM dataset
  • jobs
    • cloud_etl.py: helps save files to cloud
  • proc: contains preprocessing steps like feature encoding, label prep, and train-test splits
    • encoder.py: feature engineering/encoding categoricals
    • label_prep.py: defines default, progress on loan
    • reducer.py: reduces features based on importance, also train/test/val splits -run: contains files for running pipeline
    • main.py: currently empty. WIP define pipeline as a function and call here
    • model.py: defines the model class + functions
    • pipeline.py: calls functions to execute the pipeline
  • sys: contains files to set up system environment and logging
    • log.py: sets up logger
    • managers.py: sets up the dask manager
    • system.py: defines creating and removing files via the sys package -main.py: logs start, stop time for running the program (including downloading packages from setup.cfg)
  • tests: store tests here -test_stub.py: currently only asserts True == True. No tests added yet.

Running The Code

Currently, this code is hosted on testpypi, a Test version of the Python Packaging Index. You can see package documentation here.

As described in the website above, you can access the code by running pip install -i https://test.pypi.org/simple/ risknet on your local computer. Ensure pip is updated.

• Note: this code might not work on your computer as many dependencies of the package like pandas are not available for download via testpypi

To run a specific part of the code, use risknet.utils.{feature_name} as is standard practice when accessing Python packages.

Reproducibility Information:

Accessing Data

You may want to access our base dataset for reference purposes. Here's how you can do that:

In this study we will use the Freddie Mac Single-Family Loan Dataset to run code. Specifically, we will use the 2009_Q1 dataset.

1. Go to this link here. This will redirect you to the Freddie Mac site.
2. Scroll down until you reach a table that says "Loan-Level Dataset Files". Download the standard quarterly dataset.
3. Submit necessary education credentials including name, email, and reason for accessing the files. There should not be a payment step. The site will email you a username and password.
4. Reload the page and log in with your new email/password credentials.
5. Download the Quarter 1 data from the year 2009. You will receive a .zip file in your Downloads folder.

If you unzip the file, you will see multiple files including a "date_time" file and a "data" file. 6. Save these files into the src/data folder in a local copy of this repository

Dependencies

You can find a list of this package's dependencies inside the file called setup.cfg.

In summary, the downloads needed for this code are:

• numpy==1.26.1
• pandas==2.1.2
• dask[complete]==2023.10.1
• xgboost==2.0.1
• PyYAML
• types-PyYAML
• pyarrow
• fastparquet
• pytest
• pytest-cov
• mypy
• flake8

Steps to Update Version on TestPyPi

To update the version:

1. Reset the code from the previous version (if necessary)

• rm -rf dist build to remove build folder
• manually remove "egg-info" folder. This will change src to src/risknet.

2. Update setup.cfg's version number depending on if major, minor, or bug change
3. Rerun python3 -m build (you should get a new dist folder + egg folder in \src)
   • THIS SHOULD CREATE A NEW binary file where version is UPDATED
   • Make sure you're in the same directory as your setup.cfg when you run this command.
4. Rerun python3 -m twine upload --repository testpypi dist/*
   • Username: __token__
   • Password: [testpypi password starting with pypi]
   • If you did NOT update the version # before running build then you will get an error

When Uploading to PyPi:

Repeat steps above with these important differences:

• Use python3 -m twine upload dist/* to upload to PyPi. You do not need to specify --repository testpypi when uploading to PyPi.
• Login username will be the same. However, remember to use PyPi's login password/API token, not TestPyPi's token for the password.

Package Version History Documentation:

0.0.1: Ran into problems with installing pytest-cov

0.0.2: Got error: ERROR: Could not find a version that satisfies the requirement dask[complete] (from risknet) (from versions: none) ERROR: No matching distribution found for dask[complete]

0.0.3: Tried moving dask into [options.extras_require] not install_requires. Got error for flake8

0.0.4: Commented out more packages. Got error: error: package directory 'lib3/yaml' does not exist and metadata-generation-failed.

0.0.5: Moved types-YAML into options, still get 'lib3/yaml does not exist' error :/

0.0.6: we're removing YAML as a test Got error ERROR: Could not find a version that satisfies the requirement typing (from risknet) (from versions: none) ERROR: No matching distribution found for typing

0.0.10: reverting to version 0.0.6, checking if it works --success! But still error No matching distribution found for typing

0.0.11: what happens when we remove typing (since it's part of stdlib in python >3.5)?

0.0.12: commented out all packages added by EC

0.0.13: Got new error: `ERROR: Cannot install pandas==1.3.4 and risknet==0.0.12 because these package versions have conflicting dependencies.

The conflict is caused by: risknet 0.0.12 depends on numpy pandas 1.3.4 depends on numpy>=1.17.3; platform_machine != "aarch64" and platform_machine != "arm64" and python_version < "3.10"`

Solution: will try setting python > 3.10

SUCCESS! Version 0.0.13 can download from emily's (base) Caveats:

• Probably can only work because it has all dependencies already installed in the env (it threw an error when I tried to run it in risknet_test)
• Can only import risknet.utils.label_prep since risknet.utils.encoder, etc. have local imports to different .py files which Python can't read (??) But Running >>> import risknet.utils.label_prep as label_prep, >>> label_prep.label_proc(fm_root, data) works!!

0.0.14: change setup.py to if __name__ == "__main__: setup().

0.0.16: try compiling on base environment (python 3.12, pip 23.2)