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import datetime | |
cf_history = [('CF_B_HST_MONTH_24', 'CF_B_HST_OS_AMOUNT_24', 'CF_B_HST_AC_DPD_24'), | |
('CF_B_HST_MONTH_23', 'CF_B_HST_OS_AMOUNT_23', 'CF_B_HST_AC_DPD_23'), | |
('CF_B_HST_MONTH_22', 'CF_B_HST_OS_AMOUNT_22', 'CF_B_HST_AC_DPD_22'), | |
('CF_B_HST_MONTH_21', 'CF_B_HST_OS_AMOUNT_21', 'CF_B_HST_AC_DPD_21'), | |
('CF_B_HST_MONTH_20', 'CF_B_HST_OS_AMOUNT_20', 'CF_B_HST_AC_DPD_20'), | |
('CF_B_HST_MONTH_19', 'CF_B_HST_OS_AMOUNT_19', 'CF_B_HST_AC_DPD_19'), | |
('CF_B_HST_MONTH_18', 'CF_B_HST_OS_AMOUNT_18', 'CF_B_HST_AC_DPD_18'), | |
('CF_B_HST_MONTH_17', 'CF_B_HST_OS_AMOUNT_17', 'CF_B_HST_AC_DPD_17'), | |
('CF_B_HST_MONTH_16', 'CF_B_HST_OS_AMOUNT_16', 'CF_B_HST_AC_DPD_16'), | |
('CF_B_HST_MONTH_15', 'CF_B_HST_OS_AMOUNT_15', 'CF_B_HST_AC_DPD_15'), | |
('CF_B_HST_MONTH_14', 'CF_B_HST_OS_AMOUNT_14', 'CF_B_HST_AC_DPD_14'), | |
('CF_B_HST_MONTH_13', 'CF_B_HST_OS_AMOUNT_13', 'CF_B_HST_AC_DPD_13'), | |
('CF_B_HST_MONTH_12', 'CF_B_HST_OS_AMOUNT_12', 'CF_B_HST_AC_DPD_12'), | |
('CF_B_HST_MONTH_11', 'CF_B_HST_OS_AMOUNT_11', 'CF_B_HST_AC_DPD_11'), | |
('CF_B_HST_MONTH_10', 'CF_B_HST_OS_AMOUNT_10', 'CF_B_HST_AC_DPD_10'), | |
('CF_B_HST_MONTH_9', 'CF_B_HST_OS_AMOUNT_9', 'CF_B_HST_AC_DPD_9'), | |
('CF_B_HST_MONTH_8', 'CF_B_HST_OS_AMOUNT_8', 'CF_B_HST_AC_DPD_8'), | |
('CF_B_HST_MONTH_7', 'CF_B_HST_OS_AMOUNT_7', 'CF_B_HST_AC_DPD_7'), | |
('CF_B_HST_MONTH_6', 'CF_B_HST_OS_AMOUNT_6', 'CF_B_HST_AC_DPD_6'), | |
('CF_B_HST_MONTH_5', 'CF_B_HST_OS_AMOUNT_5', 'CF_B_HST_AC_DPD_5'), | |
('CF_B_HST_MONTH_4', 'CF_B_HST_OS_AMOUNT_4', 'CF_B_HST_AC_DPD_4'), | |
('CF_B_HST_MONTH_3', 'CF_B_HST_OS_AMOUNT_3', 'CF_B_HST_AC_DPD_3'), | |
('CF_B_HST_MONTH_2', 'CF_B_HST_OS_AMOUNT_2', 'CF_B_HST_AC_DPD_2'), | |
('CF_B_HST_MONTH_1', 'CF_B_HST_OS_AMOUNT_1', 'CF_B_HST_AC_DPD_1')] | |
dpd_delinquency_1 = ['SMA-2', 'NPA',] | |
dpd_delinquency_2 = ['SMA-2', 'NPA', 'Other'] | |
def check_if_valid_sma(row, dpd_delinquency, n_months=12): | |
def check_if_continuous_date_available(index): | |
delinquency_flag_inside = False | |
continuous_flag_inside = False | |
delinquency_flag_outside = False | |
next_n_months = index + n_months + 1 | |
i = 0 | |
for date_col, amount_col, dpd_col in cf_history[0: next_n_months]: | |
date = row[date_col] | |
amount = row[amount_col] | |
dpd = row[dpd_col] | |
if i < index: | |
if dpd in dpd_delinquency: | |
delinquency_flag_outside = True | |
i = i + 1 | |
continue | |
if dpd in dpd_delinquency: | |
# print(dpd) | |
delinquency_flag_inside = True | |
if date == np.nan or dpd == '-' or dpd == '' or amount == np.nan or date < datetime.datetime(year=2015, month=1, day=1): | |
continuous_flag_inside = False | |
return False, delinquency_flag_inside, delinquency_flag_outside | |
i = i + 1 | |
return True, delinquency_flag_inside, delinquency_flag_outside | |
break_flag = False | |
continuous_flag = False | |
delinquency_flag = False | |
delinquency_flag_outside = False | |
for i, (date_col, amount_col, dpd_col) in enumerate(cf_history): | |
n_month = i + 1 | |
is_continuous, is_delinquent_inside, is_delinquent_outside = check_if_continuous_date_available(i) | |
if is_continuous: | |
continuous_flag = True | |
delinquency_flag = is_delinquent_inside | |
delinquency_flag_outside = is_delinquent_outside | |
break | |
if n_month > len(cf_history) - n_months: | |
break | |
# pass | |
return continuous_flag, delinquency_flag, is_delinquent_outside | |
df_cf['is_valid_1'] = df_cf.apply(lambda x: check_if_valid_sma(x, dpd_delinquency=dpd_delinquency_1), axis=1) | |
df_cf['is_valid_2'] = df_cf.apply(lambda x: check_if_valid_sma(x, dpd_delinquency=dpd_delinquency_2), axis=1) |
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