parameterize sql script
This commit is contained in:
Eqbal Zaffar
Родитель
7cd4e6aea0
Коммит
d2dd81eb34
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@ -70,9 +70,11 @@ function ExecuteSQL
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{
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param(
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[String]
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$sqlscript
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$sqlscript,
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[String]
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$VariableArray=""
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)
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Invoke-Sqlcmd -ServerInstance $ServerName -Database $DBName -Username $username -Password $password -InputFile $sqlscript -QueryTimeout 200000
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Invoke-Sqlcmd -ServerInstance $ServerName -Database $DBName -Username $username -Password $password -InputFile $sqlscript -Variable $VariableArray -QueryTimeout 200000
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}
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##########################################################################
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# Function wrapper to invoke SQL query
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@ -139,8 +141,8 @@ if ($uninterrupted -eq 'y' -or $uninterrupted -eq 'Y')
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{
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# create training and test tables
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Write-Host -ForeGroundColor 'green' ("Create SQL tables: member_info, loan_info, payments_info")
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$script = $filePath + "step1_create_tables" + $table_suffix + ".sql"
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ExecuteSQL $script
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$script = $filePath + "step1_create_tables.sql"
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ExecuteSQL $script "datasize = $dataSize"
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Write-Host -ForeGroundColor 'green' ("Populate SQL tables: member_info, loan_info, payments_info")
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$dataList = "member_info", "loan_info", "payments_info"
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@ -163,8 +165,8 @@ if ($uninterrupted -eq 'y' -or $uninterrupted -eq 'Y')
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# create the views for features and label with training, test and scoring split
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Write-Host -ForeGroundColor 'magenta'(" Creating features label view and persisting...")
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$script = $filepath + "step2_features_label_view" + $table_suffix + ".sql"
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ExecuteSQL $script
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$script = $filepath + "step2_features_label_view.sql"
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ExecuteSQL $script "datasize = $dataSize"
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Write-Host -ForeGroundColor 'magenta'(" Done creating features label view and persisting...")
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# create the stored procedure for training
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@ -228,8 +230,8 @@ if ($ans -eq 'y' -or $ans -eq 'Y')
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{
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# create training and test tables
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Write-Host -ForeGroundColor 'green' ("Create SQL tables: member_info, loan_info, payments_info")
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$script = $filePath + "step1_create_tables" + $table_suffix + ".sql"
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ExecuteSQL $script
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$script = $filePath + "step1_create_tables.sql"
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ExecuteSQL $script "datasize = $dataSize"
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Write-Host -ForeGroundColor 'green' ("Populate SQL tables: member_info, loan_info, payments_info")
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$dataList = "member_info", "loan_info", "payments_info"
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@ -269,8 +271,8 @@ if ($ans -eq 'y' -or $ans -eq 'Y')
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{
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# create features, labels view
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Write-Host -ForeGroundColor 'Cyan' (" Creating feature/label views...")
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$script = $filepath + "step2_features_label_view" + $table_suffix + ".sql"
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ExecuteSQL $script
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$script = $filepath + "step2_features_label_view.sql"
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ExecuteSQL $script "datasize = $dataSize"
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}
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##########################################################################
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@ -5,9 +5,9 @@ GO
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/* Create the member_info Table. */
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DROP TABLE IF EXISTS member_info_10k
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DROP TABLE IF EXISTS member_info_$(datasize)
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CREATE TABLE [member_info_10k](
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CREATE TABLE [member_info_$(datasize)](
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[memberId] [int],
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[residentialState] [nvarchar](4),
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[annualIncome] [real],
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@ -27,13 +27,13 @@ CREATE TABLE [member_info_10k](
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[numChargeoff1year] [int]
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);
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CREATE CLUSTERED COLUMNSTORE INDEX member_info_10k_cci ON member_info_10k WITH (DROP_EXISTING = OFF);
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CREATE CLUSTERED COLUMNSTORE INDEX member_info_$(datasize)_cci ON member_info_$(datasize) WITH (DROP_EXISTING = OFF);
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GO
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/* Create the loan_info Table. */
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DROP TABLE IF EXISTS loan_info_10k
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DROP TABLE IF EXISTS loan_info_$(datasize)
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CREATE TABLE [loan_info_10k](
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CREATE TABLE [loan_info_$(datasize)](
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[loanId] [int],
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[loan_open_date] [datetime],
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[memberId] [int],
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@ -46,13 +46,13 @@ CREATE TABLE [loan_info_10k](
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[purpose] [nvarchar](255)
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);
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CREATE CLUSTERED COLUMNSTORE INDEX loan_info_10k_cci ON loan_info_10k WITH (DROP_EXISTING = OFF);
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CREATE CLUSTERED COLUMNSTORE INDEX loan_info_$(datasize)_cci ON loan_info_$(datasize) WITH (DROP_EXISTING = OFF);
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GO
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/* Create the payments_info Table*/
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DROP TABLE IF EXISTS payments_info_10k
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DROP TABLE IF EXISTS payments_info_$(datasize)
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CREATE TABLE [payments_info_10k](
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CREATE TABLE [payments_info_$(datasize)](
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[loanId] [int],
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[payment_date] [datetime],
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[payment] [real],
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@ -62,12 +62,12 @@ CREATE TABLE [payments_info_10k](
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[charged_off] [bit]
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);
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CREATE CLUSTERED COLUMNSTORE INDEX payments_info_10k_cci ON payments_info_10k WITH (DROP_EXISTING = OFF);
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CREATE CLUSTERED COLUMNSTORE INDEX payments_info_$(datasize)_cci ON payments_info_$(datasize) WITH (DROP_EXISTING = OFF);
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GO
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DROP TABLE IF EXISTS [loan_chargeoff_models_10k];
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DROP TABLE IF EXISTS [loan_chargeoff_models_$(datasize)];
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CREATE TABLE [loan_chargeoff_models_10k]
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CREATE TABLE [loan_chargeoff_models_$(datasize)]
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(
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[model_name] varchar(30) not null default('default model') primary key,
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[model] varbinary(max) not null,
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@ -80,17 +80,17 @@ CREATE TABLE [loan_chargeoff_models_10k]
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);
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GO
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DROP TABLE IF EXISTS [selected_features_10k];
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DROP TABLE IF EXISTS [selected_features_$(datasize)];
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CREATE TABLE [selected_features_10k](
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CREATE TABLE [selected_features_$(datasize)](
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[feature_id] [int] IDENTITY(1,1) NOT NULL,
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[feature_name] [nvarchar](500) NOT NULL
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);
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GO
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DROP TABLE IF EXISTS [loan_chargeoff_prediction_10k]
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DROP TABLE IF EXISTS [loan_chargeoff_prediction_$(datasize)]
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CREATE TABLE [loan_chargeoff_prediction_10k](
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CREATE TABLE [loan_chargeoff_prediction_$(datasize)](
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[memberId] [int],
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[loanId] [int],
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[payment_date] [date],
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@ -1,103 +0,0 @@
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SET ansi_nulls on
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GO
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SET quoted_identifier on
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GO
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/* Create the member_info Table. */
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/* Large DataSets */
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DROP TABLE IF EXISTS member_info_1m
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CREATE TABLE [member_info_1m](
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[memberId] [int],
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[residentialState] [nvarchar](4),
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[annualIncome] [real],
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[yearsEmployment] [nvarchar](11),
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[homeOwnership] [nvarchar](10),
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[incomeVerified] [bit],
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[creditScore] [int],
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[dtiRatio] [real],
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[revolvingBalance] [real],
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[revolvingUtilizationRate] [real],
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[numDelinquency2Years] [int],
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[numDerogatoryRec] [int],
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[numInquiries6Mon] [int],
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[lengthCreditHistory] [int],
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[numOpenCreditLines] [int],
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[numTotalCreditLines] [int],
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[numChargeoff1year] [int]
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);
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CREATE CLUSTERED COLUMNSTORE INDEX member_info_1m_cci ON member_info_1m WITH (DROP_EXISTING = OFF);
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GO
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/* Create the loan_info Table. */
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DROP TABLE IF EXISTS loan_info_1m
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CREATE TABLE [loan_info_1m](
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[loanId] [int],
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[loan_open_date] [datetime],
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[memberId] [int],
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[loanAmount] [real],
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[interestRate] [real],
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[grade] [int],
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[term] [int],
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[installment] [real],
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[isJointApplication] [bit],
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[purpose] [nvarchar](255)
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);
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CREATE CLUSTERED COLUMNSTORE INDEX loan_info_1m_cci ON loan_info_1m WITH (DROP_EXISTING = OFF);
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GO
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/* Create the payments_info Table*/
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DROP TABLE IF EXISTS payments_info_1m
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CREATE TABLE [payments_info_1m](
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[loanId] [int],
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[payment_date] [date],
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[payment] [real],
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[past_due] [real],
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[remain_balance] [real],
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[closed] [bit],
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[charged_off] [bit]
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);
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CREATE CLUSTERED COLUMNSTORE INDEX payments_info_1m_cci ON payments_info_1m WITH (DROP_EXISTING = OFF);
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GO
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DROP TABLE IF EXISTS [loan_chargeoff_models_1m];
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CREATE TABLE [loan_chargeoff_models_1m]
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(
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[model_name] varchar(30) not null default('default model') primary key,
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[model] varbinary(max) not null,
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[auc] real,
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[accuracy] real,
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[precision] real,
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[recall] real,
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[f1score] real,
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[training_ts] datetime default(GETDATE())
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);
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GO
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DROP TABLE IF EXISTS selected_features_1m;
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CREATE TABLE [selected_features_1m](
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[feature_id] [int] IDENTITY(1,1) NOT NULL,
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[feature_name] [nvarchar](500) NOT NULL
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);
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GO
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DROP TABLE IF EXISTS [loan_chargeoff_prediction_1m]
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CREATE TABLE [loan_chargeoff_prediction_1m](
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[memberId] [int],
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[loanId] [int],
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[payment_date] [date],
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[prediction_date] [date] default(GETDATE()),
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[PredictedLabel] [nvarchar](255),
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[Score.1] [float],
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[Probability.1] [float]
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);
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GO
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@ -0,0 +1,137 @@
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-- View over the underlying table for features and labels required
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drop view if exists vw_loan_chargeoff_train_$(datasize)
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go
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create view vw_loan_chargeoff_train_$(datasize)
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as
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select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
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l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
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m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
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ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
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ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
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ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
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from
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(
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select *,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
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(select MAX(charged_off+0) from payments_info_$(datasize) p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
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from payments_info_$(datasize) p1 ) AS t inner join loan_info_$(datasize) l ON t.loanId = l.loanId inner join member_info_$(datasize) m ON l.memberId = m.memberId
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where t.charge_off IS NOT NULL
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and ((payment_date between '2016-09-12' and '2016-12-12' and charge_off = 1) or (payment_date = '2017-01-12'));
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go
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drop view if exists vw_loan_chargeoff_test_$(datasize)
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go
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create view vw_loan_chargeoff_test_$(datasize)
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as
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select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
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l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
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m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
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ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
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ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
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ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
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from
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(
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select *,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
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(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
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(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
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(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_$(datasize) p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_$(datasize) p1 ) AS t inner join loan_info_$(datasize) l ON t.loanId = l.loanId inner join member_info_$(datasize) m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date = '2017-02-12';
|
||||
go
|
||||
|
||||
drop view if exists vw_loan_chargeoff_score_$(datasize)
|
||||
go
|
||||
create view vw_loan_chargeoff_score_$(datasize)
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_$(datasize) p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_$(datasize) p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_$(datasize) p1 ) AS t inner join loan_info_$(datasize) l ON t.loanId = l.loanId inner join member_info_$(datasize) m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date > '2017-02-12';
|
||||
go
|
||||
|
||||
|
||||
-- persist the view in case of large dataset in order to get faster results
|
||||
drop table if exists [loan_chargeoff_train_$(datasize)]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_train_$(datasize)]
|
||||
from [vw_loan_chargeoff_train_$(datasize)]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_train_$(datasize)] on [loan_chargeoff_train_$(datasize)]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_test_$(datasize)]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_test_$(datasize)]
|
||||
from [vw_loan_chargeoff_test_$(datasize)]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_test_$(datasize)] on [loan_chargeoff_test_$(datasize)]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_score_$(datasize)]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_score_$(datasize)]
|
||||
from [vw_loan_chargeoff_score_$(datasize)]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_score_$(datasize)] on [loan_chargeoff_score_$(datasize)]
|
||||
go
|
||||
|
|
@ -1,137 +0,0 @@
|
|||
-- View over the underlying table for features and labels required
|
||||
drop view if exists vw_loan_chargeoff_train_10k
|
||||
go
|
||||
create view vw_loan_chargeoff_train_10k
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_10k p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_10k p1 ) AS t inner join loan_info_10k l ON t.loanId = l.loanId inner join member_info_10k m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and ((payment_date between '2016-09-12' and '2016-12-12' and charge_off = 1) or (payment_date = '2017-01-12'));
|
||||
go
|
||||
|
||||
drop view if exists vw_loan_chargeoff_test_10k
|
||||
go
|
||||
create view vw_loan_chargeoff_test_10k
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_10k p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_10k p1 ) AS t inner join loan_info_10k l ON t.loanId = l.loanId inner join member_info_10k m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date = '2017-02-12';
|
||||
go
|
||||
|
||||
drop view if exists vw_loan_chargeoff_score_10k
|
||||
go
|
||||
create view vw_loan_chargeoff_score_10k
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_10k p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_10k p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_10k p1 ) AS t inner join loan_info_10k l ON t.loanId = l.loanId inner join member_info_10k m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date > '2017-02-12';
|
||||
go
|
||||
|
||||
|
||||
-- persist the view in case of large dataset in order to get faster results
|
||||
drop table if exists [loan_chargeoff_train_10k]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_train_10k]
|
||||
from [vw_loan_chargeoff_train_10k]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_train_10k] on [loan_chargeoff_train_10k]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_test_10k]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_test_10k]
|
||||
from [vw_loan_chargeoff_test_10k]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_test_10k] on [loan_chargeoff_test_10k]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_score_10k]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_score_10k]
|
||||
from [vw_loan_chargeoff_score_10k]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_score_10k] on [loan_chargeoff_score_10k]
|
||||
go
|
||||
|
|
@ -1,140 +0,0 @@
|
|||
-- View over the underlying table for features and labels required
|
||||
/* Large DataSets */
|
||||
drop view if exists [dbo].[vw_loan_chargeoff_1m]
|
||||
go
|
||||
create view [dbo].[vw_loan_chargeoff_1m]
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_1m p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_1m p1 ) AS t inner join loan_info_1m l ON t.loanId = l.loanId inner join member_info_1m m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and ((payment_date between '2016-09-12' and '2016-12-12' and charge_off = 1) or (payment_date = '2017-01-12'))
|
||||
|
||||
GO
|
||||
|
||||
drop view if exists [dbo].[vw_loan_chargeoff_test_1m]
|
||||
go
|
||||
create view [dbo].[vw_loan_chargeoff_test_1m]
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_1m p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_1m p1 ) AS t inner join loan_info_1m l ON t.loanId = l.loanId inner join member_info_1m m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date = '2017-02-12'
|
||||
GO
|
||||
|
||||
drop view if exists [dbo].[vw_loan_chargeoff_score_1m]
|
||||
go
|
||||
create view [dbo].[vw_loan_chargeoff_score_1m]
|
||||
as
|
||||
select t.loanId, t.payment_date, t.payment, t.past_due, t.remain_balance,
|
||||
l.loan_open_date, l.loanAmount,l.interestRate,l.grade,l.term,l.installment,l.isJointApplication,l.purpose,
|
||||
m.memberId,m.residentialState,m.annualIncome,m.yearsEmployment,m.homeOwnership,m.incomeVerified,m.creditScore,m.dtiRatio,m.revolvingBalance,m.revolvingUtilizationRate,m.numDelinquency2Years,m.numDerogatoryRec,m.numInquiries6Mon,m.lengthCreditHistory,m.numOpenCreditLines,m.numTotalCreditLines,m.numChargeoff1year,
|
||||
ISNULL(t.payment_1, 0) payment_1,ISNULL(t.payment_2, 0) payment_2,ISNULL(t.payment_3, 0) payment_3,ISNULL(t.payment_4, 0) payment_4,ISNULL(t.payment_5, 0) payment_5,
|
||||
ISNULL(t.past_due_1, 0) past_due_1,ISNULL(t.past_due_2, 0) past_due_2,ISNULL(t.past_due_3, 0) past_due_3,ISNULL(t.past_due_4, 0) past_due_4,ISNULL(t.past_due_5, 0) past_due_5,
|
||||
ISNULL(t.remain_balance_1, 0) remain_balance_1,ISNULL(t.remain_balance_2, 0) remain_balance_2,ISNULL(t.remain_balance_3, 0) remain_balance_3,ISNULL(t.remain_balance_4, 0) remain_balance_4,ISNULL(t.remain_balance_5, 0) remain_balance_5, t.charge_off
|
||||
from
|
||||
(
|
||||
select *,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) payment_1,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) payment_2,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) payment_3,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) payment_4,
|
||||
(select top 1 payment from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) payment_5,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) past_due_1,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) past_due_2,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) past_due_3,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) past_due_4,
|
||||
(select top 1 past_due from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) past_due_5,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 1 AND p1.loanId = p2.loanId) remain_balance_1,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 2 AND p1.loanId = p2.loanId) remain_balance_2,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 3 AND p1.loanId = p2.loanId) remain_balance_3,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 4 AND p1.loanId = p2.loanId) remain_balance_4,
|
||||
(select top 1 remain_balance from payments_info_1m p2 where DATEDIFF(month, p2.payment_date,p1.payment_date) = 5 AND p1.loanId = p2.loanId) remain_balance_5,
|
||||
(select MAX(charged_off+0) from payments_info_1m p2 where DATEDIFF(month, p1.payment_date,p2.payment_date) IN (1,2,3) AND p1.loanId = p2.loanId) charge_off
|
||||
from payments_info_1m p1 ) AS t inner join loan_info_1m l ON t.loanId = l.loanId inner join member_info_1m m ON l.memberId = m.memberId
|
||||
where t.charge_off IS NOT NULL
|
||||
and payment_date > '2017-02-12'
|
||||
GO
|
||||
|
||||
-- persist the view in case of large dataset in order to get faster results
|
||||
|
||||
/* Large dataset */
|
||||
drop table if exists [loan_chargeoff_train_1m]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_train_1m]
|
||||
from [vw_loan_chargeoff_1m]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_train_1m] on [loan_chargeoff_train_1m]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_test_1m]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_test_1m]
|
||||
from [vw_loan_chargeoff_test_1m]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_test_1m] on [loan_chargeoff_test_1m]
|
||||
go
|
||||
|
||||
drop table if exists [loan_chargeoff_score_1m]
|
||||
go
|
||||
|
||||
select *
|
||||
into [loan_chargeoff_score_1m]
|
||||
from [vw_loan_chargeoff_score_1m]
|
||||
go
|
||||
|
||||
create clustered columnstore index [cci_loan_chargeoff_score_1m] on [loan_chargeoff_score_1m]
|
||||
go
|
||||
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