ROI formulas language¶

Syntax¶

ROI expression syntax is similar to Python, it has math and logial expressions, it can refer prediction, actual and feature values, it can call some builtin functions and constants.

All expressions are evaluated per one row of data (prediction, actual and corresponding feature values).
Filter expression drop all rows that don't match. Filter is optional.
Investment expression is calculated for each row of data then it's aggregated by days.
Same for revenue expression.
Then ROI is calculated as a (revenue - investment) / investment

Examples:

filter: P >= 0.20
investment: $100
revenue: (1 + A) * $100

or

filter: P = True
investment: $loan_amount
revenue: if(A = True, $loan_amount * ((1 + $interest_percent / 100) ** $period_years), $0)

Expressions can be nested with parentheses, the operators precedence same as in Python

If expression¶

ROI syntax has one flow control expression

if(P > 0.2, $1050, $0)

in this case if prediction value is greater than 0.2 if expression returns 1050, else 0

Numbers¶

123 integer numbers
123.456 float numbers
-123.456 numbers can be negative
$50.99 numbers can start with dollar sign to express money

Variables¶

P or prediction predicted value
A or actual actual value
$feature1 value of feature with name feature1, name should start with alphabetical char or underscore, name can contain digits

Builtin operators¶

Math operators:¶

+ addition
- subtraction and unary minus
* multiplication
/ divison
// floor division
% modulus
** exponentiation

Bitwise operators:¶

| or
& and
^ xor
~ unary not
<< zero fill left shift
>> signed right shift

Logical operators:¶

or logical or
and logical and
not logical unary not

Comparison operators:¶

== equal
!= not equal
> greater than
>= greater than or equal to
< less than
<= less than or equal

Builtin constants¶

None - None value
True - True value
False - False value

Builtin functions¶

abs(x : number) : number¶

Return the absolute value of a number

ceil(x : float) : integer¶

Return the ceiling of x, the smallest integer greater than or equal to x

cos(x : number) : float¶

Return the arc cosine of x, in radians. The result is between 0 and pi.

exp(x : number) : float¶

Return e raised to the power x, where e = 2.718281… is the base of natural logarithms.

floor(x : floor) : float¶

Return the floor of x, the largest integer less than or equal to x.

if(<boolean predicate>, <true expression>, <false expression>)¶

Evaludate predicate, if it's True returns result of true expression else result of false expression

len(s : string) : integer¶

Return the length (the number of chars) of an string.

log(x : number, [base : number]) : float¶

With one argument, return the natural logarithm of x (to base e).

With two arguments, return the logarithm of x to the given base, calculated as log(x)/log(base).

log10(x : number) : float¶

Return the base-10 logarithm of x. This is usually more accurate than log(x, 10).

log2(x : number) : float¶

Return the base-2 logarithm of x. This is usually more accurate than log(x, 2).

max(arg1 : number, arg2 : number, *args) : number¶

Return the largest of two or more arguments.

min(arg1 : number, arg2 : number, *args) : number¶

Return the smallest of two or more arguments.

randint(a : integer, b : integer) : integer¶

Return a random integer N such that a <= N <= b.

random() : float¶

Return the next random floating point number in the range [0.0, 1.0).

round(number : float [, ndigits : integer]) : integer¶

Return number rounded to ndigits precision after the decimal point. If ndigits is omitted or is None, it returns the nearest integer to its input.

sin(x : number) : number¶

Return the sine of x radians.

sqrt(x : number) : number¶

Return the square root of x.

tan(x : number) : number¶

Return the tangent of x radians.