def _inflate(self, df, transformedDf, timeCol=None, histCol=None):
"""
"""
timeCol = _build_key(timeCol)[0]
histCol = _build_key(histCol)[0]
transformedDf[timeCol] = month_year_ftime(df[timeCol])
cpiDf = transformedDf.reset_index().merge(self.cpi, left_on=timeCol,
right_on=self.cpiDate,
how='left')\
.set_index('index')
transformedDf['inflatedValue'] = cpiDf['inflation'] * df[histCol]
return transformedDf
def _build_categoricals(self, df, transformedDf, categoricalCols=None):
categoricalCols = _build_key(categoricalCols)
for col in categoricalCols:
series = df[col].astype('category', categories=self.lookups[col])
dummified = pd.get_dummies(series, prefix=col, drop_first=True)
transformedDf = pd.concat([transformedDf, dummified], axis=1)
return transformedDf
def transform(self,
df,
groupId=('company_id', ),
groupTarget=('key', ),
aggTarget='n_scores'):
"""
"""
groupId = _build_key(groupId)
groupTarget = _build_key(groupTarget)
groupKey = groupId + groupTarget
data = df.groupby(groupKey).sum()[[aggTarget]].reset_index()
data = pd.get_dummies(data, columns=groupTarget)
aggValues = data.pop(aggTarget)
companies = data.pop(groupId[0])
data = data.multiply(aggValues, axis='index')
data = pd.concat([companies, data], axis=1)
aggregated = data.groupby(groupId).sum().reset_index()
return aggregated
def _run_risk(self,
dumCols=('signal_group', 'metric_type', 'score_value')):
self.dfCompanies = pd.read_csv(self.companiesPath)
self.dfRisk = pd.read_csv(self.riskPath)
dumCols = _build_key(dumCols)
# Composit key => less overhead during dummification
self.dfRisk['key'] = self.dfRisk[dumCols]\
.fillna('NaN')\
.apply(lambda x: "_".join(x), axis=1)
self.dfRisk.drop(dumCols, inplace=True, axis=1)
def build_pipeline(clf, cols):
"""
Build :py:class:`sklearn.Pipeline` with feature union of cols followed by Imputer StandardScaler and an estimator
:param sklearn.estimator clf: estimator
:parm key-like cols: columns to pull from design to build features for training
"""
features = FeatureUnion([('fields', ItemSelector(_build_key(cols)))])
pipeline = Pipeline([('build_features', features),
('impute', Imputer()),
('scale', StandardScaler()),
('classifier', clf)])
return pipeline
def transform(self, df, transformKwargs=build_transform_kwargs(), dropCols=('last_sale_date', 'last_sale_amount'), customZips=True):
"""
Tranformer for clening raw housing data
:param pandas.DataFame df: raw data
:param dict transformKwargs: dict of transformation operations
see :func:`windfall.src.helpers.build_transform_kwargs`
and :func:`windfall.src.helpers.build_train_transform_kwargs`
:param key-like dropCols: columns to drop from data
:param bool customZips: switch for leveraging aggregated historical sale zipcode data
"""
transformedDf = pd.DataFrame(index=df.index)
for operation, kwargs, in transformKwargs.iteritems():
transformedDf = self.__getattribute__(operation)(df, transformedDf, **kwargs)
if customZips:
transformedDf = self._custom_zips(df, transformedDf)
transformedDf = self._custom_drops(df, transformedDf, _build_key(dropCols))
if not self.isTransformed:
self.isTransformed = True
return transformedDf
def _diffTime(df, transformedDf, dtCol=None):
dtCol = _build_key(dtCol)[0]
deltaT = pd.to_datetime('today') - pd.to_datetime(df[dtCol], errors='coerce')
transformedDf['dt'] = deltaT.dt.days
return transformedDf
def _build_categories(self, df, lookupCols):
"""
"""
lookupCols = _build_key(lookupCols)
for col in lookupCols:
self.lookups[col] = df[col].unique()
