Tue Nov 14 16:28:14 2017

.pmfprc

@@ -1 +1 @@
-{"meta": {"project_name": "ScoreCardModel", "license": "MIT", "version": "1.1.1", "status": "dev", "url": "https://github.com/data-science-tools/ScoreCardModel"}, "author": {"author": "hsz", "author_email": "hsz1273327@gmail.com"}, "desc": {"keywords": ["math", "finance"], "description": "simple tools for score card model"}, "form": {"env": "conda", "compiler": "python", "project_type": "model", "template": "math", "install_remote": null, "upload_remote": null}, "with_test": false, "with_docs": true, "with_dockerfile": false}
+{"meta": {"project_name": "ScoreCardModel", "license": "MIT", "version": "1.1.2", "status": "dev", "url": "https://github.com/data-science-tools/ScoreCardModel"}, "author": {"author": "hsz", "author_email": "hsz1273327@gmail.com"}, "desc": {"keywords": ["math", "finance"], "description": "simple tools for score card model"}, "form": {"env": "conda", "compiler": "python", "project_type": "model", "template": "math", "install_remote": null, "upload_remote": null}, "with_test": false, "with_docs": true, "with_dockerfile": false}

README.md

@@ -1,7 +1,7 @@
 
 # ScoreCardModel
 
-+ version: 1.1.1
++ version: 1.1.2
 + status: dev
 + author: hsz
 + email: hsz1273327@gmail.com
@@ -19,6 +19,10 @@ keywords:math,finance
 + mutil classifier model support
 + ks-curve support
 
+## Change
+
++ scorecard now can set a threshold value to return a bool result
+
 
 ## Example
 

README.rst

@@ -2,7 +2,7 @@
 ScoreCardModel
 ===============================
 
-* version: 1.1.1
+* version: 1.1.2
 
 * status: dev
 
@@ -26,6 +26,10 @@ Feature
 * mutil classifier model support
 * ks-curve support
 
+Change
+-------------------------
+
+* scorecard now can set a threshold value to return a bool result
 
 Example
 -------------------------------

ScoreCardModel/score_card.py

@@ -65,14 +65,16 @@ class ScoreCardModel(SerializeMixin):
         o (int): - 用于计算偏置量
         p (int): - 用于计算偏置量和因数项
         round_ (int): - 精度
+        threshold (float): - 阈值,可选
 
     """
 
-    def __init__(self, model, b=100, o=1, p=20, round_=1):
+    def __init__(self, model, b=100, o=1, p=20, round_=1,threshold=None):
         self._model = model
         self.b = b
         self.o = o
         self.p = p
+        self.threshold = threshold
         self.round_ = round_
 
     def pre_trade(self, x):
@@ -89,14 +91,19 @@ def predict(self, x):
         Returns:
 
             float: - 预测出来的分数
+            bool: - 预测的分数超过阈值则返回True,否则False
 
         """
         proba = self._model._predict_proba([x])
         factor = self.p / np.log(2)
         offset = self.b - self.p * (np.log(self.o) / np.log(2))
         p_f, p_t = proba[0]
         odds = p_t / p_f
-        return round(factor * np.log(odds) + offset, self.round_)
+        score = round(factor * np.log(odds) + offset, self.round_)
+        if self.threshold:
+            return True if score > self.threshold else False
+        else:
+            return score
 
 
 class KS:

docs/ScoreCardModel.html

@@ -242,7 +242,7 @@ <h4>KS 曲线:<a class="headerlink" href="#ks" title="Permalink to this headline
 
 <dl class="class">
 <dt id="ScoreCardModel.score_card.ScoreCardModel">
-<em class="property">class </em><code class="descclassname">ScoreCardModel.score_card.</code><code class="descname">ScoreCardModel</code><span class="sig-paren">(</span><em>model</em>, <em>b=100</em>, <em>o=1</em>, <em>p=20</em>, <em>round_=1</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/ScoreCardModel/score_card.html#ScoreCardModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardModel" title="Permalink to this definition">¶</a></dt>
+<em class="property">class </em><code class="descclassname">ScoreCardModel.score_card.</code><code class="descname">ScoreCardModel</code><span class="sig-paren">(</span><em>model</em>, <em>b=100</em>, <em>o=1</em>, <em>p=20</em>, <em>round_=1</em>, <em>threshold=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/ScoreCardModel/score_card.html#ScoreCardModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardModel" title="Permalink to this definition">¶</a></dt>
 <dd><p>Bases: <a class="reference internal" href="ScoreCardModel.mixins.html#ScoreCardModel.mixins.serialize_mixin.SerializeMixin" title="ScoreCardModel.mixins.serialize_mixin.SerializeMixin"><code class="xref py py-class docutils literal"><span class="pre">ScoreCardModel.mixins.serialize_mixin.SerializeMixin</span></code></a></p>
 <p>本模型需要使用一个已经训练好的分类器来初始化,预测,计算评分也都是依赖于它.</p>
 <dl class="attribute">
@@ -290,6 +290,15 @@ <h4>KS 曲线:<a class="headerlink" href="#ks" title="Permalink to this headline
 </ul>
 </dd></dl>
 
+<dl class="attribute">
+<dt id="ScoreCardModel.score_card.ScoreCardModel.threshold">
+<code class="descname">threshold</code><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardModel.threshold" title="Permalink to this definition">¶</a></dt>
+<dd><p><em>float</em> –</p>
+<ul class="simple">
+<li>阈值,可选</li>
+</ul>
+</dd></dl>
+
 <dl class="method">
 <dt id="ScoreCardModel.score_card.ScoreCardModel.pre_trade">
 <code class="descname">pre_trade</code><span class="sig-paren">(</span><em>x</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/ScoreCardModel/score_card.html#ScoreCardModel.pre_trade"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardModel.pre_trade" title="Permalink to this definition">¶</a></dt>
@@ -312,6 +321,7 @@ <h4>KS 曲线:<a class="headerlink" href="#ks" title="Permalink to this headline
 <tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><ul class="simple">
 <li>预测出来的分数</li>
 </ul>
+<p>bool: - 预测的分数超过阈值则返回True,否则False</p>
 </td>
 </tr>
 <tr class="field-odd field"><th class="field-name">Return type:</th><td class="field-body">float</td>
@@ -324,7 +334,7 @@ <h4>KS 曲线:<a class="headerlink" href="#ks" title="Permalink to this headline
 
 <dl class="class">
 <dt id="ScoreCardModel.score_card.ScoreCardWithKSModel">
-<em class="property">class </em><code class="descclassname">ScoreCardModel.score_card.</code><code class="descname">ScoreCardWithKSModel</code><span class="sig-paren">(</span><em>model</em>, <em>b=100</em>, <em>o=1</em>, <em>p=20</em>, <em>round_=1</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/ScoreCardModel/score_card.html#ScoreCardWithKSModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardWithKSModel" title="Permalink to this definition">¶</a></dt>
+<em class="property">class </em><code class="descclassname">ScoreCardModel.score_card.</code><code class="descname">ScoreCardWithKSModel</code><span class="sig-paren">(</span><em>model</em>, <em>b=100</em>, <em>o=1</em>, <em>p=20</em>, <em>round_=1</em>, <em>threshold=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/ScoreCardModel/score_card.html#ScoreCardWithKSModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#ScoreCardModel.score_card.ScoreCardWithKSModel" title="Permalink to this definition">¶</a></dt>
 <dd><p>Bases: <a class="reference internal" href="#ScoreCardModel.score_card.ScoreCardModel" title="ScoreCardModel.score_card.ScoreCardModel"><code class="xref py py-class docutils literal"><span class="pre">ScoreCardModel.score_card.ScoreCardModel</span></code></a></p>
 <p>本模型需要使用一个已经训练好的分类器来初始化.预测,计算评分也都是依赖于它.
 它是ScoreCardModel的子类,并且可以用ScoreCardModel或者它的子类实例化.

docs/_modules/ScoreCardModel/score_card.html

@@ -107,14 +107,16 @@ <h1>Source code for ScoreCardModel.score_card</h1><div class="highlight"><pre>
 <span class="sd">        o (int): - 用于计算偏置量</span>
 <span class="sd">        p (int): - 用于计算偏置量和因数项</span>
 <span class="sd">        round_ (int): - 精度</span>
+<span class="sd">        threshold (float): - 阈值,可选</span>
 
 <span class="sd">    &quot;&quot;&quot;</span>
 
-    <span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">model</span><span class="p">,</span> <span class="n">b</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">o</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">p</span><span class="o">=</span><span class="mi">20</span><span class="p">,</span> <span class="n">round_</span><span class="o">=</span><span class="mi">1</span><span class="p">):</span>
+    <span class="k">def</span> <span class="nf">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">model</span><span class="p">,</span> <span class="n">b</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">o</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">p</span><span class="o">=</span><span class="mi">20</span><span class="p">,</span> <span class="n">round_</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span><span class="n">threshold</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
         <span class="bp">self</span><span class="o">.</span><span class="n">_model</span> <span class="o">=</span> <span class="n">model</span>
         <span class="bp">self</span><span class="o">.</span><span class="n">b</span> <span class="o">=</span> <span class="n">b</span>
         <span class="bp">self</span><span class="o">.</span><span class="n">o</span> <span class="o">=</span> <span class="n">o</span>
         <span class="bp">self</span><span class="o">.</span><span class="n">p</span> <span class="o">=</span> <span class="n">p</span>
+        <span class="bp">self</span><span class="o">.</span><span class="n">threshold</span> <span class="o">=</span> <span class="n">threshold</span>
         <span class="bp">self</span><span class="o">.</span><span class="n">round_</span> <span class="o">=</span> <span class="n">round_</span>
 
 <div class="viewcode-block" id="ScoreCardModel.pre_trade"><a class="viewcode-back" href="../../ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardModel.pre_trade">[docs]</a>    <span class="k">def</span> <span class="nf">pre_trade</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">x</span><span class="p">):</span>
@@ -131,14 +133,19 @@ <h1>Source code for ScoreCardModel.score_card</h1><div class="highlight"><pre>
 <span class="sd">        Returns:</span>
 
 <span class="sd">            float: - 预测出来的分数</span>
+<span class="sd">            bool: - 预测的分数超过阈值则返回True,否则False</span>
 
 <span class="sd">        &quot;&quot;&quot;</span>
         <span class="n">proba</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_model</span><span class="o">.</span><span class="n">_predict_proba</span><span class="p">([</span><span class="n">x</span><span class="p">])</span>
         <span class="n">factor</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">p</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="mi">2</span><span class="p">)</span>
         <span class="n">offset</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">b</span> <span class="o">-</span> <span class="bp">self</span><span class="o">.</span><span class="n">p</span> <span class="o">*</span> <span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">o</span><span class="p">)</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="mi">2</span><span class="p">))</span>
         <span class="n">p_f</span><span class="p">,</span> <span class="n">p_t</span> <span class="o">=</span> <span class="n">proba</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
         <span class="n">odds</span> <span class="o">=</span> <span class="n">p_t</span> <span class="o">/</span> <span class="n">p_f</span>
-        <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">factor</span> <span class="o">*</span> <span class="n">np</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="n">odds</span><span class="p">)</span> <span class="o">+</span> <span class="n">offset</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">round_</span><span class="p">)</span></div></div>
+        <span class="n">score</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">factor</span> <span class="o">*</span> <span class="n">np</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="n">odds</span><span class="p">)</span> <span class="o">+</span> <span class="n">offset</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">round_</span><span class="p">)</span>
+        <span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">threshold</span><span class="p">:</span>
+            <span class="k">return</span> <span class="kc">True</span> <span class="k">if</span> <span class="n">score</span> <span class="o">&gt;</span> <span class="bp">self</span><span class="o">.</span><span class="n">threshold</span> <span class="k">else</span> <span class="kc">False</span>
+        <span class="k">else</span><span class="p">:</span>
+            <span class="k">return</span> <span class="n">score</span></div></div>
 
 
 <div class="viewcode-block" id="KS"><a class="viewcode-back" href="../../ScoreCardModel.html#ScoreCardModel.score_card.KS">[docs]</a><span class="k">class</span> <span class="nc">KS</span><span class="p">:</span>

docs/_modules/ScoreCardModel/weight_of_evidence.html

@@ -138,7 +138,7 @@ <h1>Source code for ScoreCardModel.weight_of_evidence</h1><div class="highlight"
 <span class="sd">        &quot;&quot;&quot;</span>
         <span class="k">if</span> <span class="n">type_of_target</span><span class="p">(</span><span class="n">tag</span><span class="p">)</span> <span class="ow">not</span> <span class="ow">in</span> <span class="p">[</span><span class="s1">&#39;binary&#39;</span><span class="p">]:</span>
             <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="s2">&quot;tag must be a binary array&quot;</span><span class="p">)</span>
-        <span class="k">if</span> <span class="n">type_of_target</span><span class="p">(</span><span class="n">tag</span><span class="p">)</span> <span class="ow">in</span> <span class="p">[</span><span class="s1">&#39;continuous&#39;</span><span class="p">]:</span>
+        <span class="k">if</span> <span class="n">type_of_target</span><span class="p">(</span><span class="n">x</span><span class="p">)</span> <span class="ow">in</span> <span class="p">[</span><span class="s1">&#39;continuous&#39;</span><span class="p">]:</span>
             <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="s2">&quot;input array must not continuous&quot;</span><span class="p">)</span>
         <span class="n">tag</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">tag</span><span class="p">)</span>
         <span class="n">x</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">x</span><span class="p">)</span>

docs/_sources/index.rst.txt

@@ -6,7 +6,7 @@
 Welcome to ScoreCardModel's documentation!
 ==========================================
 
-* version: 1.1.0
+* version: 1.1.2
 
 * status: dev
 
@@ -31,6 +31,12 @@ Feature
 * ks-curve support
 
 
+Change
+-------------------------
+
+* scorecard now can set a threshold value to return a bool result
+
+
 Example
 -------------------------------
 

docs/genindex.html

@@ -280,8 +280,12 @@ <h2 id="S">S</h2>
 <h2 id="T">T</h2>
 <table style="width: 100%" class="indextable genindextable"><tr>
   <td style="width: 33%; vertical-align: top;"><ul>
-      <li><a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">threshold (ScoreCardModel.score_card.ScoreCardWithKSModel attribute)</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[1]</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[2]</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[3]</a>
+      <li><a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardModel.threshold">threshold (ScoreCardModel.score_card.ScoreCardModel attribute)</a>
+
+      <ul>
+        <li><a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">(ScoreCardModel.score_card.ScoreCardWithKSModel attribute)</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[1]</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[2]</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold">[3]</a>
 </li>
+      </ul></li>
       <li><a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold_score">threshold_score (ScoreCardModel.score_card.ScoreCardWithKSModel attribute)</a>, <a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.threshold_score">[1]</a>
 </li>
       <li><a href="ScoreCardModel.html#ScoreCardModel.score_card.ScoreCardWithKSModel.Threshold_to_score">Threshold_to_score() (ScoreCardModel.score_card.ScoreCardWithKSModel class method)</a>

docs/index.html

@@ -43,7 +43,7 @@
   <div class="section" id="welcome-to-scorecardmodel-s-documentation">
 <h1>Welcome to ScoreCardModel’s documentation!<a class="headerlink" href="#welcome-to-scorecardmodel-s-documentation" title="Permalink to this headline">¶</a></h1>
 <ul class="simple">
-<li>version: 1.1.0</li>
+<li>version: 1.1.2</li>
 <li>status: dev</li>
 <li>author: hsz</li>
 <li>email: <a class="reference external" href="mailto:hsz1273327&#37;&#52;&#48;gmail&#46;com">hsz1273327<span>&#64;</span>gmail<span>&#46;</span>com</a></li>
@@ -61,6 +61,12 @@ <h2>Feature<a class="headerlink" href="#feature" title="Permalink to this headli
 <li>ks-curve support</li>
 </ul>
 </div>
+<div class="section" id="change">
+<h2>Change<a class="headerlink" href="#change" title="Permalink to this headline">¶</a></h2>
+<ul class="simple">
+<li>scorecard now can set a threshold value to return a bool result</li>
+</ul>
+</div>
 <div class="section" id="example">
 <h2>Example<a class="headerlink" href="#example" title="Permalink to this headline">¶</a></h2>
 <div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">from</span> <span class="nn">sklearn</span> <span class="k">import</span> <span class="n">datasets</span>
@@ -232,6 +238,7 @@ <h3><a href="#">Table Of Contents</a></h3>
 <li><a class="reference internal" href="#">Welcome to ScoreCardModel’s documentation!</a><ul>
 <li><a class="reference internal" href="#desc">Desc</a></li>
 <li><a class="reference internal" href="#feature">Feature</a></li>
+<li><a class="reference internal" href="#change">Change</a></li>
 <li><a class="reference internal" href="#example">Example</a></li>
 <li><a class="reference internal" href="#install">Install</a></li>
 </ul>