add vintage sql & rule & fix requirements.txt

examples/cycle_end_vintage.sql

@@ -0,0 +1,64 @@
+WITH loan AS (
+    # 筛选需要计算的订单数据
+    SELECT id, user_id, flow_channel, bank_channel, apply_time, loan_time, periods, amount
+    FROM database_name.loan
+    WHERE l.loan_state = 'SUCCEED'
+),
+replan as (
+	SELECT  l.flow_channel 流量渠道
+			, l.bank_channel 放款资方
+			, l.id 放款编号
+			, l.user_id 用户编号
+			, l.apply_time 申请时间
+			, l.loan_time 放款时间
+			, date_format(l.loan_time, '%Y-%m') 放款月份
+			, l.periods 放款期数
+    		, l.amount 放款金额
+    		, p.period 还款期数
+    		, p.plan_repay_date 应还日期
+    		, date_add(p.plan_repay_date, INTERVAL 30 DAY) 观察日期
+            , date(p.act_repay_time) 实还日期
+            , p.principal_amt 应还本金
+            , p.act_principal_amt 实还本金
+	FROM loan l INNER JOIN database_name.repay_plan p ON l.id = p.loan_id
+	ORDER BY 放款编号, 还款期数
+),
+amount as (
+    SELECT date_format(loan_time, '%Y-%m') 放款月份, count(id) 放款件数, count(user_id) 放款人数, sum(amount) 放款金额
+    FROM loan
+    GROUP BY date_format(loan_time, '%Y-%m')
+)
+SELECT vintage.放款月份
+		, SUM(IF(还款期数 = 1, 放款金额, 0)) 放款金额
+		, SUM(IF(还款期数 = 1, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额  when '递延逾期率' then 逾期余额 / 出账金额  when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM1
+		, SUM(IF(还款期数 = 2, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额  when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM2
+		, SUM(IF(还款期数 = 3, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额  when '递延逾期率' then 逾期余额 / 出账金额  when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM3
+		, SUM(IF(还款期数 = 4, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM4
+		, SUM(IF(还款期数 = 5, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM5
+		, SUM(IF(还款期数 = 6, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额  when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM6
+		, SUM(IF(还款期数 = 7, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM7
+		, SUM(IF(还款期数 = 8, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM8
+		, SUM(IF(还款期数 = 9, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额  when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM9
+		, SUM(IF(还款期数 = 10, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额  when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM10
+		, SUM(IF(还款期数 = 11, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM11
+		, SUM(IF(还款期数 = 12, case '递延逾期率' when '逾期率' then 逾期余额 / 放款金额 when '递延逾期率' then 逾期余额 / 出账金额 when '出账订单' then 出账订单  when '出账金额' then 出账金额  when '逾期余额' then 逾期余额 end, NULL)) TERM12
+FROM (
+	SELECT 放款月份, 还款期数
+			, SUM(IF(观察点逾期 = 1, 观察点余额, 0)) 逾期余额
+			, SUM(IF(观察日期 <= current_date(), 放款金额, 0)) 出账金额
+			, COUNT(distinct IF(观察日期 <= current_date(), 放款编号, null)) 出账订单
+			-- , SUM(IF(观察点逾期 = 1, 观察点余额, 0)) / SUM(放款金额) 逾期率
+			-- , SUM(IF(观察点逾期 = 1, 观察点余额, 0)) / SUM(IF(观察日期 <= current_date(), 放款金额, 0)) 递延逾期率
+	FROM (
+		SELECT p1.放款编号, p1.放款月份, p1.放款金额, p1.还款期数, p1.观察日期
+				, p1.放款金额 - sum(if(p2.实还日期 <= p1.观察日期, p2.实还本金, 0)) 观察点余额
+				, if(p1.观察日期 < current_date() AND (p1.实还日期 IS NULL OR p1.实还日期 > p1.观察日期), 1, 0) 观察点逾期
+		FROM replan p1
+		LEFT JOIN replan p2 ON p1.放款编号 = p2.放款编号
+		GROUP BY p1.放款编号, p1.放款月份, p1.放款金额, p1.还款期数, p1.观察日期, p1.实还日期
+		ORDER BY 放款编号, 还款期数
+	) balance
+	GROUP BY 放款月份, 还款期数
+) vintage
+LEFT JOIN amount a ON vintage.放款月份 = a.放款月份
+GROUP BY vintage.放款月份

examples/month_end_vintage.sql

@@ -0,0 +1,96 @@
+# MONTH END VINTAGE DPD
+WITH RECURSIVE months_end(观察时点) AS (
+    SELECT date_add(last_day(current_date()), INTERVAL 1 DAY)
+    UNION
+    SELECT date_sub(观察时点, INTERVAL 1 MONTH)
+    FROM months_end
+    WHERE 观察时点 > date '2023-12-01' # 限定开始统计时间使用
+)
+, loan AS (
+    # 筛选需要计算的订单数据
+    SELECT id, user_id, flow_channel, bank_channel, apply_time, loan_time, periods, amount
+    FROM database_name.loan l
+    WHERE l.loan_state = 'SUCCEED'
+)
+, replan as (
+	SELECT  l.flow_channel 流量渠道
+			, l.bank_channel 放款资方
+			, l.id 放款编号
+			, l.user_id 用户编号
+			, l.apply_time 申请时间
+			, l.loan_time 放款时间
+			, date_format(l.loan_time, '%Y-%m') 放款月份
+			, l.periods 放款期数
+    		, p.period 还款期数
+    		, l.amount 放款金额
+    		, p.plan_repay_date 应还日期
+            , date(p.act_repay_time) 实还日期
+            , p.principal_amt 应还本金
+            , p.act_principal_amt 实还本金
+	FROM loan l INNER JOIN database_name.repay_plan p ON l.id = p.loan_id
+    ORDER BY 放款编号, 还款期数
+)
+, amount AS (
+    SELECT date_format(loan_time, '%Y-%m') 放款月份, count(id) 放款件数, count(user_id) 放款人数, sum(amount) 放款金额
+    FROM loan
+    GROUP BY date_format(loan_time, '%Y-%m')
+)
+, balance AS (
+    SELECT 观察时点, 放款月份, 用户编号, 放款编号
+            , 放款金额 - sum(IF(实还日期 IS NOT NULL
+   AND 实还日期 < 观察时点, 实还本金, 0)) 余额
+            , concat('MOB', TIMESTAMPDIFF(month, concat(substr(放款时间, 1, 7), '-01'), concat(substr(date_sub(观察时点, INTERVAL 1 DAY), 1, 7), '-01'))) MOB
+            , ifnull(
+                max(
+                    CASE
+                        WHEN 应还日期 >= IF(观察时点 > current_date(), current_date(), 观察时点) THEN 0  # 未到还款日，当天出账不计入
+                        WHEN 应还日期 <= IF(观察时点 > current_date(), current_date(), 观察时点) AND 实还日期 <= 应还日期 THEN 0  # 按时还款
+                        -- CURR 口径: 观察时点之前出账且截止观察时点的未还的订单逾期天数
+                        WHEN 应还日期 < IF(观察时点 > current_date(), current_date(), 观察时点) AND 实还日期 < IF(观察时点 > current_date(), current_date(), 观察时点) THEN 0   # 观察时点已还清,也就是说逾期但已还的不算在内
+                        WHEN 应还日期 < IF(观察时点 > current_date(), current_date(), 观察时点) AND (实还日期 IS NULL
+    OR 实还日期 >= IF(观察时点 > current_date(), current_date(), 观察时点)) THEN DATEDIFF(IF(观察时点 > current_date(), current_date(), 观察时点), 应还日期)  # 观察时点时点未还款
+                        ELSE 0
+                    END
+                ), 0
+            ) 逾期天数
+    FROM replan
+    LEFT JOIN months_end ON replan.放款时间 < months_end.观察时点
+    GROUP BY 观察时点, 放款月份, 用户编号, 放款编号, 放款金额
+    ORDER BY 逾期天数 DESC
+)
+SELECT 放款月份, 放款金额
+	, sum(CASE WHEN MOB = 'MOB1' THEN 逾期率 END) MOB1
+	, sum(CASE WHEN MOB = 'MOB2' THEN 逾期率 END) MOB2
+	, sum(CASE WHEN MOB = 'MOB3' THEN 逾期率 END) MOB3
+	, sum(CASE WHEN MOB = 'MOB4' THEN 逾期率 END) MOB4
+	, sum(CASE WHEN MOB = 'MOB5' THEN 逾期率 END) MOB5
+	, sum(CASE WHEN MOB = 'MOB6' THEN 逾期率 END) MOB6
+	, sum(CASE WHEN MOB = 'MOB7' THEN 逾期率 END) MOB7
+	, sum(CASE WHEN MOB = 'MOB8' THEN 逾期率 END) MOB8
+	, sum(CASE WHEN MOB = 'MOB9' THEN 逾期率 END) MOB9
+	, sum(CASE WHEN MOB = 'MOB10' THEN 逾期率 END) MOB10
+	, sum(CASE WHEN MOB = 'MOB11' THEN 逾期率 END) MOB11
+	, sum(CASE WHEN MOB = 'MOB12' THEN 逾期率 END) MOB12
+	, sum(CASE WHEN MOB = 'MOB13' THEN 逾期率 END) MOB13
+	, sum(CASE WHEN MOB = 'MOB14' THEN 逾期率 END) MOB14
+	, sum(CASE WHEN MOB = 'MOB15' THEN 逾期率 END) MOB15
+-- 	, sum(CASE WHEN MOB = 'MOB16' THEN 逾期率 END) MOB16
+-- 	, sum(CASE WHEN MOB = 'MOB17' THEN 逾期率 END) MOB17
+-- 	, sum(CASE WHEN MOB = 'MOB18' THEN 逾期率 END) MOB18
+-- 	, sum(CASE WHEN MOB = 'MOB19' THEN 逾期率 END) MOB19
+-- 	, sum(CASE WHEN MOB = 'MOB20' THEN 逾期率 END) MOB20
+-- 	, sum(CASE WHEN MOB = 'MOB21' THEN 逾期率 END) MOB21
+-- 	, sum(CASE WHEN MOB = 'MOB22' THEN 逾期率 END) MOB22
+-- 	, sum(CASE WHEN MOB = 'MOB23' THEN 逾期率 END) MOB23
+-- 	, sum(CASE WHEN MOB = 'MOB24' THEN 逾期率 END) MOB24
+-- 	, sum(CASE WHEN MOB = 'MOB25' THEN 逾期率 END) MOB25
+FROM (
+    SELECT a.放款月份, a.放款金额, t.MOB, t.逾期余额, ifnull(t.逾期余额,0) / a.放款金额 逾期率
+    FROM (
+        SELECT 放款月份, MOB, sum(CASE WHEN 逾期天数 > 30 THEN 余额 END) 逾期余额 # 逾期天数修改这里的30
+        FROM balance
+        GROUP BY 放款月份, MOB
+    ) t LEFT JOIN amount a ON t.放款月份 = a.放款月份
+) v
+GROUP BY 放款月份, 放款金额
+ORDER BY 放款月份

requirements.txt

@@ -7,7 +7,7 @@ seaborn>=0.10.0
 scipy>=1.6.0
 statsmodels<0.14,>=0.13.2
 scikit-learn
-toad
+toad<=0.1.2
 scorecardpy
 ortools>=9.5.0,<9.8.0
 ropwr>=0.4.0
@@ -20,3 +20,4 @@ joblib>=0.12
 six>=1.15.0
 openpyxl==3.0.7
 sweetviz
+numexpr

scorecardpipeline/__init__.py

@@ -11,21 +11,19 @@
 
 from .logger import init_logger
 from .utils import *
-from .processing import FeatureSelection, FeatureImportanceSelector, StepwiseSelection, Combiner, WOETransformer
+from .processing import FeatureSelection, FeatureImportanceSelector, StepwiseSelection, Combiner, WOETransformer, feature_bin_stats
 from .model import ITLubberLogisticRegression, ScoreCard
 from .excel_writer import ExcelWriter, dataframe2excel
 from .auto_eda import auto_eda_sweetviz
 from .auto_report import auto_data_testing_report
-
-
-feature_bin_stats = Combiner.feature_bin_stats
+from .rule import Rule
 
 
 __version__ = "0.1.30"
 __all__ = (
     "__version__"
     , "FeatureSelection", "FeatureImportanceSelector", "StepwiseSelection", "Combiner", "WOETransformer"
-    , "ITLubberLogisticRegression", "ScoreCard"
+    , "ITLubberLogisticRegression", "ScoreCard", "Rule"
     , "Pipeline", "KS", "AUC", "PSI", "F1", "FeatureUnion", "make_pipeline", "make_union"
     , "init_logger", "init_setting", "load_pickle", "save_pickle", "germancredit"
     , "ColorScaleRule", "get_column_letter", "column_index_from_string", "seed_everything"

scorecardpipeline/processing.py

@@ -803,6 +803,9 @@ def __iter__(self):
         return iter(self.combiner._rules)
 
 
+feature_bin_stats = Combiner.feature_bin_stats
+
+
 class WOETransformer(TransformerMixin, BaseEstimator):
 
     def __init__(self, target="target", exclude=None):