python 金融发欺诈_python金融反欺诈-项目实战

python风控建模实战lendingClub(博主录制，catboost，lightgbm建模，2K超清分辨率)

## 1. Data Lending Club 2016年Q3数据：https://www.lendingclub.com/info/download-data.action

参考：http://kldavenport.com/lending-club-data-analysis-revisted-with-python/

import pandas as pd

import numpy as np

import matplotlib.pyplot as plt import seaborn as sns %matplotlib inline

df = pd.read_csv("./LoanStats_2016Q3.csv",skiprows=1,low_memory=False)

df.info()

df.head(3)

id

member_id

loan_amnt

funded_amnt

funded_amnt_inv

term

int_rate

installment

grade

sub_grade

…

sec_app_earliest_cr_line

sec_app_inq_last_6mths

sec_app_mort_acc

sec_app_open_acc

sec_app_revol_util

sec_app_open_il_6m

sec_app_num_rev_accts

sec_app_chargeoff_within_12_mths

sec_app_collections_12_mths_ex_med

sec_app_mths_since_last_major_derog

0

NaN

NaN

15000.0

15000.0

15000.0

36 months

13.99%

512.60

C

C3

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

1

NaN

NaN

2600.0

2600.0

2600.0

36 months

8.99%

82.67

B

B1

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

2

NaN

NaN

32200.0

32200.0

32200.0

60 months

21.49%

880.02

D

D5

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

3 rows × 122 columns

## 2. Keep what we need

# .ix[row slice, column slice]

df.ix[:4,:7]

id

member_id

loan_amnt

funded_amnt

funded_amnt_inv

term

int_rate

0

NaN

NaN

15000.0

15000.0

15000.0

36 months

13.99%

1

NaN

NaN

2600.0

2600.0

2600.0

36 months

8.99%

2

NaN

NaN

32200.0

32200.0

32200.0

60 months

21.49%

3

NaN

NaN

10000.0

10000.0

10000.0

36 months

11.49%

4

NaN

NaN

6000.0

6000.0

6000.0

36 months

13.49%

df.drop('id',1,inplace=True)

df.drop('member_id',1,inplace=True)

df.int_rate = pd.Series(df.int_rate).str.replace('%', '').astype(float)

df.ix[:4,:7]

loan_amnt

funded_amnt

funded_amnt_inv

term

int_rate

installment

grade

0

15000.0

15000.0

15000.0

36 months

13.99

512.60

C

1

2600.0

2600.0

2600.0

36 months

8.99

82.67

B

2

32200.0

32200.0

32200.0

60 months

21.49

880.02

D

3

10000.0

10000.0

10000.0

36 months

11.49

329.72

B

4

6000.0

6000.0

6000.0

36 months

13.49

203.59

C

### Loan Amount Requested Verus the Funded Amount

print (df.loan_amnt != df.funded_amnt).value_counts()

False 99120 True 4 dtype: int64

df.query('loan_amnt != funded_amnt').head(5)

loan_amnt

funded_amnt

funded_amnt_inv

term

int_rate

installment

grade

sub_grade

emp_title

emp_length

…

sec_app_earliest_cr_line

sec_app_inq_last_6mths

sec_app_mort_acc

sec_app_open_acc

sec_app_revol_util

sec_app_open_il_6m

sec_app_num_rev_accts

sec_app_chargeoff_within_12_mths

sec_app_collections_12_mths_ex_med

sec_app_mths_since_last_major_derog

99120

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

99121

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

99122

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

99123

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

…

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

NaN

4 rows × 120 columns

df.dropna(axis=0, how='all',inplace=True)

df.info()

df.dropna(axis=1, how='all',inplace=True)

df.info()

df.ix[:5,8:15]

emp_title

emp_length

home_ownership

annual_inc

verification_status

issue_d

loan_status

0

Fiscal Director

2 years

RENT

55000.0

Not Verified

Sep-16

Current

1

Loaner Coordinator

3 years

RENT

35000.0

Source Verified

Sep-16

Fully Paid

2

warehouse/supervisor

10+ years

MORTGAGE

65000.0

Not Verified

Sep-16

Fully Paid

3

Teacher

10+ years

OWN

55900.0

Not Verified

Sep-16

Current

4

SERVICE MGR

5 years

RENT

33000.0

Not Verified

Sep-16

Current

5

General Manager

10+ years

MORTGAGE

109000.0

Source Verified

Sep-16

Current

### emp_title: employment title

print df.emp_title.value_counts().head()

print df.emp_title.value_counts().tail()

df.emp_title.unique().shape

Teacher 1931 Manager 1701 Owner 990 Supervisor 785 Driver 756 Name: emp_title, dtype: int64 Agent Services Representative 1 Operator Bridge Tunnel 1 Reg Medical Assistant/Referral Spec. 1 Home Health Care 1 rounds cook 1 Name: emp_title, dtype: int64 (37421,)

df.drop(['emp_title'],1, inplace=True)

df.ix[:5,8:15]

emp_length

home_ownership

annual_inc

verification_status

issue_d

loan_status

pymnt_plan

0

2 years

RENT

55000.0

Not Verified

Sep-16

Current

n

1

3 years

RENT

35000.0

Source Verified

Sep-16

Fully Paid

n

2

10+ years

MORTGAGE

65000.0

Not Verified

Sep-16

Fully Paid

n

3

10+ years

OWN

55900.0

Not Verified

Sep-16

Current

n

4

5 years

RENT

33000.0

Not Verified

Sep-16

Current

n

5

10+ years

MORTGAGE

109000.0

Source Verified

Sep-16

Current

n

### emp_length: employment length

df.emp_length.value_counts()

10+ years 34219 2 years 9066 3 years 7925

df.replace('n/a', np.nan,inplace=True)

df.emp_length.fillna(value=0,inplace=True)

df['emp_length'].replace(to_replace='[^0-9]+', value='', inplace=True, regex=True) df['emp_length'] = df['emp_length'].astype(int)

df.emp_length.value_counts()

10 34219 1 14095 2 9066 3 7925 5 6170 4 6022 0 5922 6 4406 8 4168 9 3922 7 3205 Name: emp_length, dtype: int64 ### verification status:”Indicates if income was verified by LC, not verified, or if the income source was verified”

df.verification_status.value_counts()

Source Verified 40781 Verified 31356 Not Verified 26983 Name: verification_status, dtype: int64 ### Target: Loan Statuses

df.info()

df.columns

Index([u’loan_amnt’, u’funded_amnt’, u’funded_amnt_inv’, u’term’, u’int_rate’, u’installment’, u’grade’, u’sub_grade’, u’emp_length’, u’home_ownership’, … u’num_tl_90g_dpd_24m’, u’num_tl_op_past_12m’, u’pct_tl_nvr_dlq’, u’percent_bc_gt_75’, u’pub_rec_bankruptcies’, u’tax_liens’, u’tot_hi_cred_lim’, u’total_bal_ex_mort’, u’total_bc_limit’, u’total_il_high_credit_limit’], dtype=’object’, length=107)

pd.unique(df['loan_status'].values.ravel())

array([‘Current’, ‘Fully Paid’, ‘Late (31-120 days)’, ‘Charged Off’, ‘Late (16-30 days)’, ‘In Grace Period’, ‘Default’], dtype=object)

for col in df.select_dtypes(include=['object']).columns:

print ("Column {} has {} unique instances".format( col, len(df[col].unique())) )

Column term has 2 unique instances Column grade has 7 unique instances Column sub_grade has 35 unique instances Column home_ownership has 4 unique instances Column verification_status has 3 unique instances Column issue_d has 3 unique instances Column loan_status has 7 unique instances Column pymnt_plan has 2 unique instances Column desc has 6 unique instances Column purpose has 13 unique instances Column title has 13 unique instances Column zip_code has 873 unique instances Column addr_state has 50 unique instances Column earliest_cr_line has 614 unique instances Column revol_util has 1087 unique instances Column initial_list_status has 2 unique instances Column last_pymnt_d has 13