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System save at 14/10/2024 13:19 by user_client2024

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user_client2024 2024-10-14 07:49:12 +00:00
parent 77db4dec7b
commit c1a7fbf09c
3 changed files with 138 additions and 138 deletions
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136
.ipynb_checkpoints/main-checkpoint.ipynb
View File

@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": 21,
"id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0", "id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0",
"metadata": { "metadata": {
"tags": [] "tags": []
@ -127,7 +127,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": 22,
"id": "b5c4307f-bc35-47e2-b680-fd1df2168d6c", "id": "b5c4307f-bc35-47e2-b680-fd1df2168d6c",
"metadata": { "metadata": {
"tags": [] "tags": []
@ -137,7 +137,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Query start time : 2024-10-14 06:23:07.242919\n" "Query start time : 2024-10-14 07:40:43.846637\n"
] ]
}, },
{ {
@ -161,7 +161,7 @@
" <thead>\n", " <thead>\n",
" <tr style=\"text-align: right;\">\n", " <tr style=\"text-align: right;\">\n",
" <th></th>\n", " <th></th>\n",
" <th>TRADER_ID</th>\n", " <th>focal_ID</th>\n",
" <th>trade_time_window</th>\n", " <th>trade_time_window</th>\n",
" <th>net_volume</th>\n", " <th>net_volume</th>\n",
" <th>order_count</th>\n", " <th>order_count</th>\n",
@ -253,12 +253,12 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>995</th>\n", " <th>95</th>\n",
" <td>3382197985</td>\n", " <td>1945772682</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-159.0</td>\n", " <td>-854.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>159</td>\n", " <td>854</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -266,12 +266,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>996</th>\n", " <th>96</th>\n",
" <td>1129008990</td>\n", " <td>2137478041</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-582.0</td>\n", " <td>-926.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>582</td>\n", " <td>926</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -279,12 +279,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>997</th>\n", " <th>97</th>\n",
" <td>2944122893</td>\n", " <td>7138329164</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-65.0</td>\n", " <td>-433.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>65</td>\n", " <td>433</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -292,12 +292,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>998</th>\n", " <th>98</th>\n",
" <td>2910876405</td>\n", " <td>1867007441</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-117.0</td>\n", " <td>-626.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>117</td>\n", " <td>626</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -305,12 +305,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>999</th>\n", " <th>99</th>\n",
" <td>1816942226</td>\n", " <td>2347906349</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-732.0</td>\n", " <td>-69.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>732</td>\n", " <td>69</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -319,53 +319,53 @@
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>1000 rows × 10 columns</p>\n", "<p>100 rows × 10 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" TRADER_ID trade_time_window net_volume order_count \\\n", " focal_ID trade_time_window net_volume order_count \\\n",
"0 3097728207 2024-01-01 00:03:00 -92.0 1 \n", "0 3097728207 2024-01-01 00:03:00 -92.0 1 \n",
"1 3228645322 2024-01-01 00:06:00 -689.0 1 \n", "1 3228645322 2024-01-01 00:06:00 -689.0 1 \n",
"2 2701872727 2024-01-01 00:09:00 -42.0 1 \n", "2 2701872727 2024-01-01 00:09:00 -42.0 1 \n",
"3 1659056655 2024-01-01 00:11:00 -167.0 1 \n", "3 1659056655 2024-01-01 00:11:00 -167.0 1 \n",
"4 1661288887 2024-01-01 00:13:00 -756.0 1 \n", "4 1661288887 2024-01-01 00:13:00 -756.0 1 \n",
".. ... ... ... ... \n", ".. ... ... ... ... \n",
"995 3382197985 2024-01-01 02:30:00 -159.0 1 \n", "95 1945772682 2024-01-01 00:43:00 -854.0 1 \n",
"996 1129008990 2024-01-01 02:30:00 -582.0 1 \n", "96 2137478041 2024-01-01 00:43:00 -926.0 1 \n",
"997 2944122893 2024-01-01 02:30:00 -65.0 1 \n", "97 7138329164 2024-01-01 00:43:00 -433.0 1 \n",
"998 2910876405 2024-01-01 02:30:00 -117.0 1 \n", "98 1867007441 2024-01-01 00:43:00 -626.0 1 \n",
"999 1816942226 2024-01-01 02:30:00 -732.0 1 \n", "99 2347906349 2024-01-01 00:43:00 -69.0 1 \n",
"\n", "\n",
" total_trade_volume order_trade_ratio volume_percentage Segment \\\n", " total_trade_volume order_trade_ratio volume_percentage Segment \\\n",
"0 92 -1.0 0.0 Default \n", "0 92 -1.0 0.0 Default \n",
"1 689 -1.0 0.0 Default \n", "1 689 -1.0 0.0 Default \n",
"2 42 -1.0 0.0 Default \n", "2 42 -1.0 0.0 Default \n",
"3 167 -1.0 0.0 Default \n", "3 167 -1.0 0.0 Default \n",
"4 756 -1.0 0.0 Default \n", "4 756 -1.0 0.0 Default \n",
".. ... ... ... ... \n", ".. ... ... ... ... \n",
"995 159 -1.0 0.0 Default \n", "95 854 -1.0 0.0 Default \n",
"996 582 -1.0 0.0 Default \n", "96 926 -1.0 0.0 Default \n",
"997 65 -1.0 0.0 Default \n", "97 433 -1.0 0.0 Default \n",
"998 117 -1.0 0.0 Default \n", "98 626 -1.0 0.0 Default \n",
"999 732 -1.0 0.0 Default \n", "99 69 -1.0 0.0 Default \n",
"\n", "\n",
" SAR_FLAG Risk \n", " SAR_FLAG Risk \n",
"0 N Low Risk \n", "0 N Low Risk \n",
"1 N Low Risk \n", "1 N Low Risk \n",
"2 N Low Risk \n", "2 N Low Risk \n",
"3 N Low Risk \n", "3 N Low Risk \n",
"4 N Low Risk \n", "4 N Low Risk \n",
".. ... ... \n", ".. ... ... \n",
"995 N Low Risk \n", "95 N Low Risk \n",
"996 N Low Risk \n", "96 N Low Risk \n",
"997 N Low Risk \n", "97 N Low Risk \n",
"998 N Low Risk \n", "98 N Low Risk \n",
"999 N Low Risk \n", "99 N Low Risk \n",
"\n", "\n",
"[1000 rows x 10 columns]" "[100 rows x 10 columns]"
] ]
}, },
"execution_count": 17, "execution_count": 22,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }

136
main.ipynb
View File

@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": 21,
"id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0", "id": "e706cfb0-2234-4c4c-95d8-d1968f656aa0",
"metadata": { "metadata": {
"tags": [] "tags": []
@ -127,7 +127,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": 22,
"id": "b5c4307f-bc35-47e2-b680-fd1df2168d6c", "id": "b5c4307f-bc35-47e2-b680-fd1df2168d6c",
"metadata": { "metadata": {
"tags": [] "tags": []
@ -137,7 +137,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Query start time : 2024-10-14 06:23:07.242919\n" "Query start time : 2024-10-14 07:40:43.846637\n"
] ]
}, },
{ {
@ -161,7 +161,7 @@
" <thead>\n", " <thead>\n",
" <tr style=\"text-align: right;\">\n", " <tr style=\"text-align: right;\">\n",
" <th></th>\n", " <th></th>\n",
" <th>TRADER_ID</th>\n", " <th>focal_ID</th>\n",
" <th>trade_time_window</th>\n", " <th>trade_time_window</th>\n",
" <th>net_volume</th>\n", " <th>net_volume</th>\n",
" <th>order_count</th>\n", " <th>order_count</th>\n",
@ -253,12 +253,12 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>995</th>\n", " <th>95</th>\n",
" <td>3382197985</td>\n", " <td>1945772682</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-159.0</td>\n", " <td>-854.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>159</td>\n", " <td>854</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -266,12 +266,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>996</th>\n", " <th>96</th>\n",
" <td>1129008990</td>\n", " <td>2137478041</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-582.0</td>\n", " <td>-926.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>582</td>\n", " <td>926</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -279,12 +279,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>997</th>\n", " <th>97</th>\n",
" <td>2944122893</td>\n", " <td>7138329164</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-65.0</td>\n", " <td>-433.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>65</td>\n", " <td>433</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -292,12 +292,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>998</th>\n", " <th>98</th>\n",
" <td>2910876405</td>\n", " <td>1867007441</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-117.0</td>\n", " <td>-626.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>117</td>\n", " <td>626</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -305,12 +305,12 @@
" <td>Low Risk</td>\n", " <td>Low Risk</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>999</th>\n", " <th>99</th>\n",
" <td>1816942226</td>\n", " <td>2347906349</td>\n",
" <td>2024-01-01 02:30:00</td>\n", " <td>2024-01-01 00:43:00</td>\n",
" <td>-732.0</td>\n", " <td>-69.0</td>\n",
" <td>1</td>\n", " <td>1</td>\n",
" <td>732</td>\n", " <td>69</td>\n",
" <td>-1.0</td>\n", " <td>-1.0</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>Default</td>\n", " <td>Default</td>\n",
@ -319,53 +319,53 @@
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>1000 rows × 10 columns</p>\n", "<p>100 rows × 10 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" TRADER_ID trade_time_window net_volume order_count \\\n", " focal_ID trade_time_window net_volume order_count \\\n",
"0 3097728207 2024-01-01 00:03:00 -92.0 1 \n", "0 3097728207 2024-01-01 00:03:00 -92.0 1 \n",
"1 3228645322 2024-01-01 00:06:00 -689.0 1 \n", "1 3228645322 2024-01-01 00:06:00 -689.0 1 \n",
"2 2701872727 2024-01-01 00:09:00 -42.0 1 \n", "2 2701872727 2024-01-01 00:09:00 -42.0 1 \n",
"3 1659056655 2024-01-01 00:11:00 -167.0 1 \n", "3 1659056655 2024-01-01 00:11:00 -167.0 1 \n",
"4 1661288887 2024-01-01 00:13:00 -756.0 1 \n", "4 1661288887 2024-01-01 00:13:00 -756.0 1 \n",
".. ... ... ... ... \n", ".. ... ... ... ... \n",
"995 3382197985 2024-01-01 02:30:00 -159.0 1 \n", "95 1945772682 2024-01-01 00:43:00 -854.0 1 \n",
"996 1129008990 2024-01-01 02:30:00 -582.0 1 \n", "96 2137478041 2024-01-01 00:43:00 -926.0 1 \n",
"997 2944122893 2024-01-01 02:30:00 -65.0 1 \n", "97 7138329164 2024-01-01 00:43:00 -433.0 1 \n",
"998 2910876405 2024-01-01 02:30:00 -117.0 1 \n", "98 1867007441 2024-01-01 00:43:00 -626.0 1 \n",
"999 1816942226 2024-01-01 02:30:00 -732.0 1 \n", "99 2347906349 2024-01-01 00:43:00 -69.0 1 \n",
"\n", "\n",
" total_trade_volume order_trade_ratio volume_percentage Segment \\\n", " total_trade_volume order_trade_ratio volume_percentage Segment \\\n",
"0 92 -1.0 0.0 Default \n", "0 92 -1.0 0.0 Default \n",
"1 689 -1.0 0.0 Default \n", "1 689 -1.0 0.0 Default \n",
"2 42 -1.0 0.0 Default \n", "2 42 -1.0 0.0 Default \n",
"3 167 -1.0 0.0 Default \n", "3 167 -1.0 0.0 Default \n",
"4 756 -1.0 0.0 Default \n", "4 756 -1.0 0.0 Default \n",
".. ... ... ... ... \n", ".. ... ... ... ... \n",
"995 159 -1.0 0.0 Default \n", "95 854 -1.0 0.0 Default \n",
"996 582 -1.0 0.0 Default \n", "96 926 -1.0 0.0 Default \n",
"997 65 -1.0 0.0 Default \n", "97 433 -1.0 0.0 Default \n",
"998 117 -1.0 0.0 Default \n", "98 626 -1.0 0.0 Default \n",
"999 732 -1.0 0.0 Default \n", "99 69 -1.0 0.0 Default \n",
"\n", "\n",
" SAR_FLAG Risk \n", " SAR_FLAG Risk \n",
"0 N Low Risk \n", "0 N Low Risk \n",
"1 N Low Risk \n", "1 N Low Risk \n",
"2 N Low Risk \n", "2 N Low Risk \n",
"3 N Low Risk \n", "3 N Low Risk \n",
"4 N Low Risk \n", "4 N Low Risk \n",
".. ... ... \n", ".. ... ... \n",
"995 N Low Risk \n", "95 N Low Risk \n",
"996 N Low Risk \n", "96 N Low Risk \n",
"997 N Low Risk \n", "97 N Low Risk \n",
"998 N Low Risk \n", "98 N Low Risk \n",
"999 N Low Risk \n", "99 N Low Risk \n",
"\n", "\n",
"[1000 rows x 10 columns]" "[100 rows x 10 columns]"
] ]
}, },
"execution_count": 17, "execution_count": 22,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }

4
main.py
View File

@ -1,7 +1,7 @@
#!/usr/bin/env python #!/usr/bin/env python
# coding: utf-8 # coding: utf-8
# In[16]: # In[21]:
from datetime import datetime, timedelta from datetime import datetime, timedelta
@ -120,7 +120,7 @@ class Scenario:
return final_scenario_df return final_scenario_df
# In[17]: # In[22]:
# scenario = Scenario() # scenario = Scenario()