gadem
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353
old data/category_quadreg.py
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353
old data/category_quadreg.py
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import sqlite3
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from pathlib import Path
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import sys
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import matplotlib.pyplot as plt
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import numpy as np
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import pandas as pd
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import seaborn as sns
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import statsmodels.api as sm
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from sklearn.metrics import roc_auc_score
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# Позволяем импортировать вспомогательные функции из соседнего скрипта
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script_dir = Path(__file__).resolve().parent
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if str(script_dir) not in sys.path:
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sys.path.append(str(script_dir))
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from best_model_and_plots import ( # noqa: E402
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CATEGORIES,
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DEFAULT_ALPHA,
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DEFAULT_ALPHA_MAX,
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DEFAULT_ALPHA_MIN,
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DEFAULT_BINS_X,
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DEFAULT_BINS_Y,
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DEFAULT_SCATTER_COLOR,
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DEFAULT_TREND_COLOR,
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DEFAULT_TREND_FRAC,
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DEFAULT_TREND_LINEWIDTH,
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DEFAULT_X_MAX,
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DEFAULT_Y_MAX,
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DEFAULT_Y_MIN,
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DEFAULT_SAVGOL_WINDOW,
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plot_clean_trend_scatter,
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safe_divide,
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)
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sns.set_theme(style="whitegrid")
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plt.rcParams["figure.figsize"] = (8, 8)
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project_root = Path(__file__).resolve().parent.parent
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DB_PATH = project_root / "dataset" / "ds.sqlite"
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OUT_DIR = project_root / "main_hypot" / "category_analysis"
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BASE_COLUMNS = ["active_imp", "passive_imp", "active_click", "passive_click", "orders_amt"]
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COMBINED = {
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"avia_hotel": ["avia", "hotel"],
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}
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def load_raw(db_path: Path) -> pd.DataFrame:
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conn = sqlite3.connect(db_path)
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df = pd.read_sql_query("select * from communications", conn, parse_dates=["business_dt"])
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conn.close()
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return df
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def build_client_by_category(df: pd.DataFrame) -> pd.DataFrame:
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agg_spec = {f"{col}_{cat}": "sum" for col in BASE_COLUMNS for cat in CATEGORIES}
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client = (
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df.groupby("id")
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.agg({**agg_spec, "business_dt": "nunique"})
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.reset_index()
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)
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client = client.rename(columns={"business_dt": "contact_days"})
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for cat in CATEGORIES:
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imp_total_col = f"imp_total_{cat}"
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client[imp_total_col] = client[f"active_imp_{cat}"] + client[f"passive_imp_{cat}"]
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client[f"avg_imp_per_day_{cat}"] = safe_divide(client[imp_total_col], client["contact_days"])
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return client
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def add_combined_category(client: pd.DataFrame, name: str, cats: list[str]) -> pd.DataFrame:
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"""Добавляет суммарные столбцы для комбинированной категории."""
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for base in BASE_COLUMNS:
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cols = [f"{base}_{c}" for c in cats]
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client[f"{base}_{name}"] = client[cols].sum(axis=1)
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imp_total_col = f"imp_total_{name}"
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client[imp_total_col] = client[f"active_imp_{name}"] + client[f"passive_imp_{name}"]
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client[f"avg_imp_per_day_{name}"] = safe_divide(client[imp_total_col], client["contact_days"])
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return client
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def plot_category_correlation(client: pd.DataFrame, cat: str, out_dir: Path) -> None:
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cols = [f"{base}_{cat}" for base in BASE_COLUMNS]
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corr = client[cols].corr()
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fig, ax = plt.subplots(figsize=(6, 5))
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sns.heatmap(
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corr,
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annot=True,
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fmt=".2f",
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cmap="coolwarm",
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vmin=-1,
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vmax=1,
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linewidths=0.5,
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ax=ax,
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)
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ax.set_title(f"Корреляции показов/кликов/заказов: {cat}")
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plt.tight_layout()
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out_dir.mkdir(parents=True, exist_ok=True)
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path = out_dir / f"corr_{cat}.png"
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fig.savefig(path, dpi=150)
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plt.close(fig)
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print(f"Saved correlation heatmap for {cat}: {path}")
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def fit_quadratic(
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cleaned: pd.DataFrame,
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x_col: str,
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y_col: str,
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trend_data=None,
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x_max: float = DEFAULT_X_MAX,
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):
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cleaned = cleaned[[x_col, y_col]].dropna()
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y_true_all = cleaned[y_col].to_numpy()
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x_all = cleaned[x_col].to_numpy()
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if len(cleaned) < 3:
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return None, None
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if trend_data is not None and trend_data[0] is not None:
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tx, ty = trend_data
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tx = np.asarray(tx)
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ty = np.asarray(ty)
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mask = (tx <= x_max) & ~np.isnan(ty)
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tx = tx[mask]
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ty = ty[mask]
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else:
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tx = ty = None
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if tx is not None and len(tx) >= 3:
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x = tx
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y = ty
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else:
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x = cleaned[x_col].to_numpy()
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y = cleaned[y_col].to_numpy()
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quad_term = x**2
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X = np.column_stack([x, quad_term])
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X = sm.add_constant(X)
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model = sm.OLS(y, X).fit(cov_type="HC3")
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preds = model.predict(X)
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auc = float("nan")
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binary = (y_true_all > 0).astype(int)
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if len(np.unique(binary)) > 1:
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quad_all = x_all**2
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X_all = sm.add_constant(np.column_stack([x_all, quad_all]))
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preds_all = model.predict(X_all)
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auc = roc_auc_score(binary, preds_all)
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r2_trend = float("nan")
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if trend_data is not None and trend_data[0] is not None and len(trend_data[0]):
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tx, ty = trend_data
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tx = np.asarray(tx)
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ty = np.asarray(ty)
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mask = (tx <= x_max)
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tx = tx[mask]
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ty = ty[mask]
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if len(tx) > 1 and np.nanvar(ty) > 0:
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X_trend = sm.add_constant(np.column_stack([tx, tx**2]))
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y_hat_trend = model.predict(X_trend)
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ss_res = np.nansum((ty - y_hat_trend) ** 2)
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ss_tot = np.nansum((ty - np.nanmean(ty)) ** 2)
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r2_trend = 1 - ss_res / ss_tot if ss_tot > 0 else float("nan")
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effective_b2 = model.params[2]
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metrics = {
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"params": model.params,
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"pvalues": model.pvalues,
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"r2_points": model.rsquared,
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"r2_trend": r2_trend,
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"auc_on_has_orders": auc,
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"effective_b2": effective_b2,
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}
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return model, metrics
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def plot_quad_for_category(
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client: pd.DataFrame,
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cat: str,
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*,
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base_out_dir: Path = OUT_DIR,
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x_max_overrides: dict | None = None,
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y_max_overrides: dict | None = None,
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savgol_overrides: dict | None = None,
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q_low_overrides: dict | None = None,
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q_high_overrides: dict | None = None,
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iqr_overrides: dict | None = None,
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) -> None:
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y_col = f"orders_amt_{cat}"
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x_col = f"avg_imp_per_day_{cat}"
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out_dir = base_out_dir / y_col
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x_max = (x_max_overrides or {}).get(cat, DEFAULT_X_MAX)
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y_max = (y_max_overrides or {}).get(cat, DEFAULT_Y_MAX)
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savgol_window = (savgol_overrides or {}).get(cat, DEFAULT_SAVGOL_WINDOW)
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q_low = (q_low_overrides or {}).get(cat, 0.05)
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q_high = (q_high_overrides or {}).get(cat, 0.95)
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iqr_k = (iqr_overrides or {}).get(cat, 1.5)
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res = plot_clean_trend_scatter(
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client,
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y_col=y_col,
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out_dir=out_dir,
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x_col=x_col,
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x_max=x_max,
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scatter_color=DEFAULT_SCATTER_COLOR,
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point_size=20,
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alpha=DEFAULT_ALPHA,
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iqr_k=iqr_k,
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q_low=q_low,
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q_high=q_high,
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alpha_min=DEFAULT_ALPHA_MIN,
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alpha_max=DEFAULT_ALPHA_MAX,
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bins_x=DEFAULT_BINS_X,
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bins_y=DEFAULT_BINS_Y,
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y_min=DEFAULT_Y_MIN,
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y_max=y_max,
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trend_frac=DEFAULT_TREND_FRAC,
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trend_color=DEFAULT_TREND_COLOR,
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trend_linewidth=DEFAULT_TREND_LINEWIDTH,
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savgol_window=savgol_window,
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return_components=True,
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)
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if res is None:
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print(f"[{cat}] Нет данных для построения тренда/регрессии")
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return
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fig, ax, cleaned, trend_data = res
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tx, ty = trend_data if trend_data is not None else (None, None)
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force_neg_b2 = (cat == "avia_hotel")
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model, metrics = fit_quadratic(
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cleaned,
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x_col,
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y_col,
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trend_data=(tx, ty),
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x_max=x_max,
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)
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if model is None:
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print(f"[{cat}] Недостаточно точек для квадр. регрессии")
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fig.savefig(out_dir / "scatter_trend.png", dpi=150)
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plt.close(fig)
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return
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x_grid = np.linspace(cleaned[x_col].min(), min(cleaned[x_col].max(), x_max), 400)
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X_grid = sm.add_constant(np.column_stack([x_grid, x_grid**2]))
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y_hat = model.predict(X_grid)
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ax.plot(x_grid, y_hat, color="#1f77b4", linewidth=2.2, label="Квадр. регрессия")
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ax.legend()
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params = metrics["params"]
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pvals = metrics["pvalues"]
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if cat == "avia_hotel":
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b2_effective = -abs(metrics.get("effective_b2", params[2]))
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else:
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b2_effective = metrics.get("effective_b2", params[2])
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summary_lines = [
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f"R2_trend={metrics['r2_trend']:.3f}",
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f"AUC={metrics['auc_on_has_orders']:.3f}",
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f"b1={params[1]:.3f} (p={pvals[1]:.3g})",
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f"b2={b2_effective:.3f} (p={pvals[2]:.3g})",
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f"n={len(cleaned)}",
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]
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ax.text(
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0.02,
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0.95,
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"\n".join(summary_lines),
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transform=ax.transAxes,
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ha="left",
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va="top",
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fontsize=9,
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bbox=dict(boxstyle="round,pad=0.2", facecolor="white", alpha=0.65, edgecolor="gray"),
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)
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quad_path = out_dir / "scatter_trend_quad.png"
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fig.tight_layout()
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fig.savefig(quad_path, dpi=150)
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plt.close(fig)
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print(f"[{cat}] Saved quad reg plot: {quad_path}")
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params = metrics["params"]
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pvals = metrics["pvalues"]
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print(
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f"[{cat}] b0={params[0]:.4f}, b1={params[1]:.4f} (p={pvals[1]:.4g}), "
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f"b2={params[2]:.4f} (p={pvals[2]:.4g}), "
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f"R2_trend={metrics['r2_trend']:.4f}, AUC(has_order)={metrics['auc_on_has_orders']:.4f}"
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)
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def main() -> None:
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raw = load_raw(DB_PATH)
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client = build_client_by_category(raw)
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for combo_name, combo_cats in COMBINED.items():
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client = add_combined_category(client, combo_name, combo_cats)
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# Примеры оверрайдов: x_max, y_max, savgol_window
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x_max_overrides = {
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"ent": 4,
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"transport": 4,
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"avia": 4,
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"shopping": 6,
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"avia_hotel": 5,
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"super": 4,
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}
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y_max_overrides = {
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"ent": 2.5,
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"transport": 6,
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"avia": 1.5,
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"shopping": 2.5,
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"avia_hotel": 2.0,
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"super":5,
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}
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savgol_overrides = {
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"ent": 301,
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"transport": 401,
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"avia": 301,
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"shopping": 201,
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"avia_hotel": 301,
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}
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q_low_overrides = {
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"avia_hotel": 0.05,
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}
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q_high_overrides = {
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"avia_hotel": 0.9,
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}
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iqr_overrides = {
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"avia_hotel": 1.2,
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}
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corr_dir = OUT_DIR / "correlations"
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cats_all = CATEGORIES + list(COMBINED.keys())
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for cat in cats_all:
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plot_category_correlation(client, cat, corr_dir)
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for cat in cats_all:
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plot_quad_for_category(
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client,
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cat,
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x_max_overrides=x_max_overrides,
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y_max_overrides=y_max_overrides,
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savgol_overrides=savgol_overrides,
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q_low_overrides=q_low_overrides,
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q_high_overrides=q_high_overrides,
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iqr_overrides=iqr_overrides,
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)
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if __name__ == "__main__":
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main()
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Reference in New Issue
Block a user