generated from user_client2024/77
System save at 27/11/2025 12:45 by user_client2024
This commit is contained in:
user_client2024
parent
5f0be70e69
commit
bc1de694e9
@ -2,7 +2,7 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 53,
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"execution_count": 93,
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"id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0",
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"metadata": {
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"tags": []
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@ -14,7 +14,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 43,
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"execution_count": 94,
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"id": "2f9a4ca7-c066-4d93-9957-0d9145f9265d",
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"metadata": {
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"tags": []
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@ -57,7 +57,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 54,
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"execution_count": 95,
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"id": "134d0b3d-5481-4975-af07-c80ab09d6dd2",
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"metadata": {
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"tags": []
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@ -157,7 +157,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 84,
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"execution_count": 101,
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"id": "d220561a-34c9-48d2-8e2f-5d174a87540b",
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"metadata": {
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"tags": []
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@ -189,7 +189,7 @@
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" df.groupby(\"Segment\")[[\"Credit_transaction_amount\",\n",
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" \"Debit_transaction_amount\",\n",
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" \"Wash_Ratio\"]]\n",
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" .quantile(0.90)\n",
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" .quantile(0.95)\n",
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" .reset_index()\n",
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" )\n",
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"\n",
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@ -207,11 +207,11 @@
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" high_pop = (\n",
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" # (df[\"Credit_transaction_amount\"] > df[\"P90_Credit\"]) &\n",
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" (df[\"Debit_transaction_amount\"] > df[\"P90_Debit\"]) &\n",
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" (df[\"Wash_Ratio\"] > df[\"P90_Wash\"])\n",
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" (df[\"Wash_Ratio\"] > 0.90)\n",
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" )\n",
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"\n",
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" # Step 4: Randomly select 0.1% sample from high-risk population\n",
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" sample_fraction = 0.3 # 0.1%\n",
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" sample_fraction = 0.1 # 0.1%\n",
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" high_pop_indices = df[high_pop].sample(frac=sample_fraction, random_state=42).index\n",
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"\n",
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" # Step 5: Set SAR_FLAG values\n",
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@ -222,7 +222,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 85,
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"execution_count": 107,
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"id": "2e5a0ea9-64cd-4a8d-9a5d-e5e7b36a401a",
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"metadata": {
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"tags": []
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@ -235,286 +235,19 @@
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},
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{
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"cell_type": "code",
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"execution_count": 86,
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"execution_count": 106,
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"id": "830c7ec3-9707-46db-9b27-ac4f9d46a03a",
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"metadata": {
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{
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||||
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||||
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" <th></th>\n",
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" <th>Focal_id</th>\n",
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" <th>Credit_transaction_amount</th>\n",
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" <th>Total_no_of_credit_transactions</th>\n",
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" <th>Debit_transaction_amount</th>\n",
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" <th>Total_no_of_debit_transactions</th>\n",
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" <th>Wash_Ratio</th>\n",
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" <th>Segment</th>\n",
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" <th>Risk</th>\n",
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" <th>SAR_FLAG</th>\n",
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" <th>P90_Credit</th>\n",
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" <th>P90_Debit</th>\n",
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" <th>P90_Wash</th>\n",
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" </tr>\n",
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||||
" <th>0</th>\n",
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||||
" <td>PN489144</td>\n",
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||||
" <td>2830802741</td>\n",
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||||
" <td>2060</td>\n",
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||||
" <td>2847556186</td>\n",
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||||
" <td>1976</td>\n",
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||||
" <td>0.994117</td>\n",
|
||||
" <td>Whole Sale Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.400246e+09</td>\n",
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||||
" <td>4.332448e+09</td>\n",
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||||
" <td>1.058020</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>1</th>\n",
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||||
" <td>PN394780</td>\n",
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||||
" <td>2872685364</td>\n",
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" <td>2029</td>\n",
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" <td>2743931855</td>\n",
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" <td>1999</td>\n",
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" <td>1.046923</td>\n",
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" <td>Whole Sale Banking</td>\n",
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" <td>Low Risk</td>\n",
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||||
" <td>N</td>\n",
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||||
" <td>4.400246e+09</td>\n",
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||||
" <td>4.332448e+09</td>\n",
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||||
" <td>1.058020</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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" <th>2</th>\n",
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||||
" <td>PN195722</td>\n",
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||||
" <td>5604208368</td>\n",
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||||
" <td>3937</td>\n",
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||||
" <td>5557946505</td>\n",
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" <td>4039</td>\n",
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" <td>1.008324</td>\n",
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" <td>SME</td>\n",
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" <td>Low Risk</td>\n",
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" <td>N</td>\n",
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" <td>4.532321e+09</td>\n",
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" <td>4.534860e+09</td>\n",
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" <td>1.062759</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>3</th>\n",
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" <td>PN652566</td>\n",
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" <td>1630905248</td>\n",
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" <td>1152</td>\n",
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||||
" <td>1686713614</td>\n",
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||||
" <td>1169</td>\n",
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||||
" <td>0.966913</td>\n",
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||||
" <td>Whole Sale Banking</td>\n",
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||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.400246e+09</td>\n",
|
||||
" <td>4.332448e+09</td>\n",
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||||
" <td>1.058020</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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" <th>4</th>\n",
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" <td>PN181960</td>\n",
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||||
" <td>2157634332</td>\n",
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||||
" <td>1613</td>\n",
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||||
" <td>2039953312</td>\n",
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||||
" <td>1552</td>\n",
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||||
" <td>1.057688</td>\n",
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||||
" <td>Corporate Banking</td>\n",
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||||
" <td>Low Risk</td>\n",
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||||
" <td>N</td>\n",
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||||
" <td>5.021582e+09</td>\n",
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||||
" <td>5.003501e+09</td>\n",
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||||
" <td>1.063161</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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" <th>...</th>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>10009</th>\n",
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||||
" <td>PN479491</td>\n",
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||||
" <td>31124877</td>\n",
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||||
" <td>246</td>\n",
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||||
" <td>23590191</td>\n",
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||||
" <td>357</td>\n",
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||||
" <td>1.319399</td>\n",
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" <td>Private Banking</td>\n",
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||||
" <td>Low Risk</td>\n",
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||||
" <td>N</td>\n",
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||||
" <td>4.461828e+07</td>\n",
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||||
" <td>3.176446e+07</td>\n",
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||||
" <td>1.760285</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>10010</th>\n",
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||||
" <td>PN267550</td>\n",
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||||
" <td>36558708</td>\n",
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||||
" <td>260</td>\n",
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||||
" <td>27361057</td>\n",
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||||
" <td>366</td>\n",
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||||
" <td>1.336158</td>\n",
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||||
" <td>Priority Banking</td>\n",
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||||
" <td>Low Risk</td>\n",
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||||
" <td>N</td>\n",
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||||
" <td>4.410392e+07</td>\n",
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||||
" <td>3.076443e+07</td>\n",
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||||
" <td>1.729168</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>10011</th>\n",
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||||
" <td>PN293003</td>\n",
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||||
" <td>33990478</td>\n",
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||||
" <td>255</td>\n",
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||||
" <td>24465835</td>\n",
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||||
" <td>323</td>\n",
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" <td>1.389304</td>\n",
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" <td>Others</td>\n",
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" <td>Low Risk</td>\n",
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||||
" <td>N</td>\n",
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" <td>6.334963e+07</td>\n",
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||||
" <td>4.223903e+07</td>\n",
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||||
" <td>1.740112</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>10012</th>\n",
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||||
" <td>PN534105</td>\n",
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||||
" <td>39934813</td>\n",
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||||
" <td>278</td>\n",
|
||||
" <td>28247858</td>\n",
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||||
" <td>403</td>\n",
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||||
" <td>1.413729</td>\n",
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||||
" <td>Others</td>\n",
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||||
" <td>High Risk</td>\n",
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||||
" <td>N</td>\n",
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||||
" <td>6.334963e+07</td>\n",
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||||
" <td>4.223903e+07</td>\n",
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" <td>1.740112</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>10013</th>\n",
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||||
" <td>PN390430</td>\n",
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" <td>36894062</td>\n",
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||||
" <td>257</td>\n",
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||||
" <td>29162252</td>\n",
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" <td>371</td>\n",
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" <td>1.265131</td>\n",
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" <td>Private Banking</td>\n",
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" <td>Low Risk</td>\n",
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" <td>N</td>\n",
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" <td>4.461828e+07</td>\n",
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" <td>3.176446e+07</td>\n",
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" <td>1.760285</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"<p>10014 rows × 12 columns</p>\n",
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||||
"</div>"
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||||
],
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"text/plain": [
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||||
" Focal_id Credit_transaction_amount Total_no_of_credit_transactions \\\n",
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||||
"0 PN489144 2830802741 2060 \n",
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||||
"1 PN394780 2872685364 2029 \n",
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"2 PN195722 5604208368 3937 \n",
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"3 PN652566 1630905248 1152 \n",
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"4 PN181960 2157634332 1613 \n",
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||||
"... ... ... ... \n",
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"10009 PN479491 31124877 246 \n",
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||||
"10010 PN267550 36558708 260 \n",
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||||
"10011 PN293003 33990478 255 \n",
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||||
"10012 PN534105 39934813 278 \n",
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||||
"10013 PN390430 36894062 257 \n",
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"\n",
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" Debit_transaction_amount Total_no_of_debit_transactions Wash_Ratio \\\n",
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"0 2847556186 1976 0.994117 \n",
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"1 2743931855 1999 1.046923 \n",
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||||
"2 5557946505 4039 1.008324 \n",
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||||
"3 1686713614 1169 0.966913 \n",
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||||
"4 2039953312 1552 1.057688 \n",
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||||
"... ... ... ... \n",
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||||
"10009 23590191 357 1.319399 \n",
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||||
"10010 27361057 366 1.336158 \n",
|
||||
"10011 24465835 323 1.389304 \n",
|
||||
"10012 28247858 403 1.413729 \n",
|
||||
"10013 29162252 371 1.265131 \n",
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||||
"\n",
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" Segment Risk SAR_FLAG P90_Credit P90_Debit \\\n",
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"0 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
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"1 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
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||||
"2 SME Low Risk N 4.532321e+09 4.534860e+09 \n",
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||||
"3 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
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"4 Corporate Banking Low Risk N 5.021582e+09 5.003501e+09 \n",
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"... ... ... ... ... ... \n",
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"10009 Private Banking Low Risk N 4.461828e+07 3.176446e+07 \n",
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||||
"10010 Priority Banking Low Risk N 4.410392e+07 3.076443e+07 \n",
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||||
"10011 Others Low Risk N 6.334963e+07 4.223903e+07 \n",
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||||
"10012 Others High Risk N 6.334963e+07 4.223903e+07 \n",
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||||
"10013 Private Banking Low Risk N 4.461828e+07 3.176446e+07 \n",
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||||
"\n",
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" P90_Wash \n",
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||||
"0 1.058020 \n",
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||||
"1 1.058020 \n",
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||||
"2 1.062759 \n",
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||||
"3 1.058020 \n",
|
||||
"4 1.063161 \n",
|
||||
"... ... \n",
|
||||
"10009 1.760285 \n",
|
||||
"10010 1.729168 \n",
|
||||
"10011 1.740112 \n",
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||||
"10012 1.740112 \n",
|
||||
"10013 1.760285 \n",
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"\n",
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"[10014 rows x 12 columns]"
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||||
]
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},
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"execution_count": 86,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"outputs": [],
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"source": [
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"# a"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 88,
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"execution_count": 105,
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"id": "150bb5ce-6be1-44fc-a606-6d375354626d",
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||||
"metadata": {
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||||
"tags": []
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||||
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289
main.ipynb
289
main.ipynb
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 93,
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||||
"id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0",
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||||
"metadata": {
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||||
"tags": []
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@ -14,7 +14,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 43,
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"execution_count": 94,
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||||
"id": "2f9a4ca7-c066-4d93-9957-0d9145f9265d",
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"metadata": {
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"tags": []
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@ -57,7 +57,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 54,
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"execution_count": 95,
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"id": "134d0b3d-5481-4975-af07-c80ab09d6dd2",
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"metadata": {
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"tags": []
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@ -157,7 +157,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 84,
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"execution_count": 101,
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||||
"id": "d220561a-34c9-48d2-8e2f-5d174a87540b",
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"metadata": {
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||||
"tags": []
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@ -189,7 +189,7 @@
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" df.groupby(\"Segment\")[[\"Credit_transaction_amount\",\n",
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" \"Debit_transaction_amount\",\n",
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" \"Wash_Ratio\"]]\n",
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" .quantile(0.90)\n",
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" .quantile(0.95)\n",
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" .reset_index()\n",
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" )\n",
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"\n",
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@ -207,11 +207,11 @@
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" high_pop = (\n",
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" # (df[\"Credit_transaction_amount\"] > df[\"P90_Credit\"]) &\n",
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" (df[\"Debit_transaction_amount\"] > df[\"P90_Debit\"]) &\n",
|
||||
" (df[\"Wash_Ratio\"] > df[\"P90_Wash\"])\n",
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" (df[\"Wash_Ratio\"] > 0.90)\n",
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" )\n",
|
||||
"\n",
|
||||
" # Step 4: Randomly select 0.1% sample from high-risk population\n",
|
||||
" sample_fraction = 0.3 # 0.1%\n",
|
||||
" sample_fraction = 0.1 # 0.1%\n",
|
||||
" high_pop_indices = df[high_pop].sample(frac=sample_fraction, random_state=42).index\n",
|
||||
"\n",
|
||||
" # Step 5: Set SAR_FLAG values\n",
|
||||
@ -222,7 +222,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 85,
|
||||
"execution_count": 107,
|
||||
"id": "2e5a0ea9-64cd-4a8d-9a5d-e5e7b36a401a",
|
||||
"metadata": {
|
||||
"tags": []
|
||||
@ -235,286 +235,19 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 86,
|
||||
"execution_count": 106,
|
||||
"id": "830c7ec3-9707-46db-9b27-ac4f9d46a03a",
|
||||
"metadata": {
|
||||
"tags": []
|
||||
},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<div>\n",
|
||||
"<style scoped>\n",
|
||||
" .dataframe tbody tr th:only-of-type {\n",
|
||||
" vertical-align: middle;\n",
|
||||
" }\n",
|
||||
"\n",
|
||||
" .dataframe tbody tr th {\n",
|
||||
" vertical-align: top;\n",
|
||||
" }\n",
|
||||
"\n",
|
||||
" .dataframe thead th {\n",
|
||||
" text-align: right;\n",
|
||||
" }\n",
|
||||
"</style>\n",
|
||||
"<table border=\"1\" class=\"dataframe\">\n",
|
||||
" <thead>\n",
|
||||
" <tr style=\"text-align: right;\">\n",
|
||||
" <th></th>\n",
|
||||
" <th>Focal_id</th>\n",
|
||||
" <th>Credit_transaction_amount</th>\n",
|
||||
" <th>Total_no_of_credit_transactions</th>\n",
|
||||
" <th>Debit_transaction_amount</th>\n",
|
||||
" <th>Total_no_of_debit_transactions</th>\n",
|
||||
" <th>Wash_Ratio</th>\n",
|
||||
" <th>Segment</th>\n",
|
||||
" <th>Risk</th>\n",
|
||||
" <th>SAR_FLAG</th>\n",
|
||||
" <th>P90_Credit</th>\n",
|
||||
" <th>P90_Debit</th>\n",
|
||||
" <th>P90_Wash</th>\n",
|
||||
" </tr>\n",
|
||||
" </thead>\n",
|
||||
" <tbody>\n",
|
||||
" <tr>\n",
|
||||
" <th>0</th>\n",
|
||||
" <td>PN489144</td>\n",
|
||||
" <td>2830802741</td>\n",
|
||||
" <td>2060</td>\n",
|
||||
" <td>2847556186</td>\n",
|
||||
" <td>1976</td>\n",
|
||||
" <td>0.994117</td>\n",
|
||||
" <td>Whole Sale Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.400246e+09</td>\n",
|
||||
" <td>4.332448e+09</td>\n",
|
||||
" <td>1.058020</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1</th>\n",
|
||||
" <td>PN394780</td>\n",
|
||||
" <td>2872685364</td>\n",
|
||||
" <td>2029</td>\n",
|
||||
" <td>2743931855</td>\n",
|
||||
" <td>1999</td>\n",
|
||||
" <td>1.046923</td>\n",
|
||||
" <td>Whole Sale Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.400246e+09</td>\n",
|
||||
" <td>4.332448e+09</td>\n",
|
||||
" <td>1.058020</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>2</th>\n",
|
||||
" <td>PN195722</td>\n",
|
||||
" <td>5604208368</td>\n",
|
||||
" <td>3937</td>\n",
|
||||
" <td>5557946505</td>\n",
|
||||
" <td>4039</td>\n",
|
||||
" <td>1.008324</td>\n",
|
||||
" <td>SME</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.532321e+09</td>\n",
|
||||
" <td>4.534860e+09</td>\n",
|
||||
" <td>1.062759</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>3</th>\n",
|
||||
" <td>PN652566</td>\n",
|
||||
" <td>1630905248</td>\n",
|
||||
" <td>1152</td>\n",
|
||||
" <td>1686713614</td>\n",
|
||||
" <td>1169</td>\n",
|
||||
" <td>0.966913</td>\n",
|
||||
" <td>Whole Sale Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.400246e+09</td>\n",
|
||||
" <td>4.332448e+09</td>\n",
|
||||
" <td>1.058020</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>4</th>\n",
|
||||
" <td>PN181960</td>\n",
|
||||
" <td>2157634332</td>\n",
|
||||
" <td>1613</td>\n",
|
||||
" <td>2039953312</td>\n",
|
||||
" <td>1552</td>\n",
|
||||
" <td>1.057688</td>\n",
|
||||
" <td>Corporate Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>5.021582e+09</td>\n",
|
||||
" <td>5.003501e+09</td>\n",
|
||||
" <td>1.063161</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>...</th>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>10009</th>\n",
|
||||
" <td>PN479491</td>\n",
|
||||
" <td>31124877</td>\n",
|
||||
" <td>246</td>\n",
|
||||
" <td>23590191</td>\n",
|
||||
" <td>357</td>\n",
|
||||
" <td>1.319399</td>\n",
|
||||
" <td>Private Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.461828e+07</td>\n",
|
||||
" <td>3.176446e+07</td>\n",
|
||||
" <td>1.760285</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>10010</th>\n",
|
||||
" <td>PN267550</td>\n",
|
||||
" <td>36558708</td>\n",
|
||||
" <td>260</td>\n",
|
||||
" <td>27361057</td>\n",
|
||||
" <td>366</td>\n",
|
||||
" <td>1.336158</td>\n",
|
||||
" <td>Priority Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.410392e+07</td>\n",
|
||||
" <td>3.076443e+07</td>\n",
|
||||
" <td>1.729168</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>10011</th>\n",
|
||||
" <td>PN293003</td>\n",
|
||||
" <td>33990478</td>\n",
|
||||
" <td>255</td>\n",
|
||||
" <td>24465835</td>\n",
|
||||
" <td>323</td>\n",
|
||||
" <td>1.389304</td>\n",
|
||||
" <td>Others</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>6.334963e+07</td>\n",
|
||||
" <td>4.223903e+07</td>\n",
|
||||
" <td>1.740112</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>10012</th>\n",
|
||||
" <td>PN534105</td>\n",
|
||||
" <td>39934813</td>\n",
|
||||
" <td>278</td>\n",
|
||||
" <td>28247858</td>\n",
|
||||
" <td>403</td>\n",
|
||||
" <td>1.413729</td>\n",
|
||||
" <td>Others</td>\n",
|
||||
" <td>High Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>6.334963e+07</td>\n",
|
||||
" <td>4.223903e+07</td>\n",
|
||||
" <td>1.740112</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>10013</th>\n",
|
||||
" <td>PN390430</td>\n",
|
||||
" <td>36894062</td>\n",
|
||||
" <td>257</td>\n",
|
||||
" <td>29162252</td>\n",
|
||||
" <td>371</td>\n",
|
||||
" <td>1.265131</td>\n",
|
||||
" <td>Private Banking</td>\n",
|
||||
" <td>Low Risk</td>\n",
|
||||
" <td>N</td>\n",
|
||||
" <td>4.461828e+07</td>\n",
|
||||
" <td>3.176446e+07</td>\n",
|
||||
" <td>1.760285</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
|
||||
"</table>\n",
|
||||
"<p>10014 rows × 12 columns</p>\n",
|
||||
"</div>"
|
||||
],
|
||||
"text/plain": [
|
||||
" Focal_id Credit_transaction_amount Total_no_of_credit_transactions \\\n",
|
||||
"0 PN489144 2830802741 2060 \n",
|
||||
"1 PN394780 2872685364 2029 \n",
|
||||
"2 PN195722 5604208368 3937 \n",
|
||||
"3 PN652566 1630905248 1152 \n",
|
||||
"4 PN181960 2157634332 1613 \n",
|
||||
"... ... ... ... \n",
|
||||
"10009 PN479491 31124877 246 \n",
|
||||
"10010 PN267550 36558708 260 \n",
|
||||
"10011 PN293003 33990478 255 \n",
|
||||
"10012 PN534105 39934813 278 \n",
|
||||
"10013 PN390430 36894062 257 \n",
|
||||
"\n",
|
||||
" Debit_transaction_amount Total_no_of_debit_transactions Wash_Ratio \\\n",
|
||||
"0 2847556186 1976 0.994117 \n",
|
||||
"1 2743931855 1999 1.046923 \n",
|
||||
"2 5557946505 4039 1.008324 \n",
|
||||
"3 1686713614 1169 0.966913 \n",
|
||||
"4 2039953312 1552 1.057688 \n",
|
||||
"... ... ... ... \n",
|
||||
"10009 23590191 357 1.319399 \n",
|
||||
"10010 27361057 366 1.336158 \n",
|
||||
"10011 24465835 323 1.389304 \n",
|
||||
"10012 28247858 403 1.413729 \n",
|
||||
"10013 29162252 371 1.265131 \n",
|
||||
"\n",
|
||||
" Segment Risk SAR_FLAG P90_Credit P90_Debit \\\n",
|
||||
"0 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
|
||||
"1 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
|
||||
"2 SME Low Risk N 4.532321e+09 4.534860e+09 \n",
|
||||
"3 Whole Sale Banking Low Risk N 4.400246e+09 4.332448e+09 \n",
|
||||
"4 Corporate Banking Low Risk N 5.021582e+09 5.003501e+09 \n",
|
||||
"... ... ... ... ... ... \n",
|
||||
"10009 Private Banking Low Risk N 4.461828e+07 3.176446e+07 \n",
|
||||
"10010 Priority Banking Low Risk N 4.410392e+07 3.076443e+07 \n",
|
||||
"10011 Others Low Risk N 6.334963e+07 4.223903e+07 \n",
|
||||
"10012 Others High Risk N 6.334963e+07 4.223903e+07 \n",
|
||||
"10013 Private Banking Low Risk N 4.461828e+07 3.176446e+07 \n",
|
||||
"\n",
|
||||
" P90_Wash \n",
|
||||
"0 1.058020 \n",
|
||||
"1 1.058020 \n",
|
||||
"2 1.062759 \n",
|
||||
"3 1.058020 \n",
|
||||
"4 1.063161 \n",
|
||||
"... ... \n",
|
||||
"10009 1.760285 \n",
|
||||
"10010 1.729168 \n",
|
||||
"10011 1.740112 \n",
|
||||
"10012 1.740112 \n",
|
||||
"10013 1.760285 \n",
|
||||
"\n",
|
||||
"[10014 rows x 12 columns]"
|
||||
]
|
||||
},
|
||||
"execution_count": 86,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"# a"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 88,
|
||||
"execution_count": 105,
|
||||
"id": "150bb5ce-6be1-44fc-a606-6d375354626d",
|
||||
"metadata": {
|
||||
"tags": []
|
||||
|
||||
20
main.py
20
main.py
@ -1,13 +1,13 @@
|
||||
#!/usr/bin/env python
|
||||
# coding: utf-8
|
||||
|
||||
# In[53]:
|
||||
# In[93]:
|
||||
|
||||
|
||||
import pandas as pd
|
||||
|
||||
|
||||
# In[43]:
|
||||
# In[94]:
|
||||
|
||||
|
||||
from tms_data_interface import SQLQueryInterface
|
||||
@ -20,7 +20,7 @@ seq = SQLQueryInterface(schema="transactionschema")
|
||||
seq.execute_raw("show tables")
|
||||
|
||||
|
||||
# In[54]:
|
||||
# In[95]:
|
||||
|
||||
|
||||
query = """
|
||||
@ -114,7 +114,7 @@ query = """
|
||||
"""
|
||||
|
||||
|
||||
# In[84]:
|
||||
# In[101]:
|
||||
|
||||
|
||||
from tms_data_interface import SQLQueryInterface
|
||||
@ -142,7 +142,7 @@ class Scenario:
|
||||
df.groupby("Segment")[["Credit_transaction_amount",
|
||||
"Debit_transaction_amount",
|
||||
"Wash_Ratio"]]
|
||||
.quantile(0.90)
|
||||
.quantile(0.95)
|
||||
.reset_index()
|
||||
)
|
||||
|
||||
@ -160,11 +160,11 @@ class Scenario:
|
||||
high_pop = (
|
||||
# (df["Credit_transaction_amount"] > df["P90_Credit"]) &
|
||||
(df["Debit_transaction_amount"] > df["P90_Debit"]) &
|
||||
(df["Wash_Ratio"] > df["P90_Wash"])
|
||||
(df["Wash_Ratio"] > 0.90)
|
||||
)
|
||||
|
||||
# Step 4: Randomly select 0.1% sample from high-risk population
|
||||
sample_fraction = 0.3 # 0.1%
|
||||
sample_fraction = 0.1 # 0.1%
|
||||
high_pop_indices = df[high_pop].sample(frac=sample_fraction, random_state=42).index
|
||||
|
||||
# Step 5: Set SAR_FLAG values
|
||||
@ -173,20 +173,20 @@ class Scenario:
|
||||
return df
|
||||
|
||||
|
||||
# In[85]:
|
||||
# In[107]:
|
||||
|
||||
|
||||
# sen = Scenario()
|
||||
# a = sen.logic()
|
||||
|
||||
|
||||
# In[86]:
|
||||
# In[106]:
|
||||
|
||||
|
||||
# a
|
||||
|
||||
|
||||
# In[88]:
|
||||
# In[105]:
|
||||
|
||||
|
||||
# a[a["SAR_FLAG"] == "Y"]
|
||||
|
||||
Loading…
Reference in New Issue
Block a user