ROI formulas language


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


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


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


Tuples can be defined as a several values inside a parentheses separated by comma

(1, "one") (1 + 2, "something", f(1, 2))

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

Top expression

This expression allows to filter rows by some aggregates

top 2 by P per $symbol - group all rows by $symbol and return top 2 by P rows per each group.

top 10 by P from (bottom 5 by $spread per $symbol) - first it finds 5 records with lowest $spread per each $symbol, then it returns top 10 by P from these records

Full syntax:

(((top | bottom) NUMBER by expression) | all) [with_expression] [per expression [having expression]] [where expression] [from (top_expression)]

  • top - sort in descending order

  • bottom - sort in ascending order

  • all - select all items

  • NUMBER - number of values to select

  • with_expression - allows to add additional fields to result e.g. all with agg_max(P) as max_p

  • by expression - define a value for sorting

  • per expression (optional) - define a grouping

  • having expression (optional) - define a filter to drop a group, if all rows do not match the expression then whole group is dropped

  • where expression (optional) - define addition filter

  • from (top_expression) (optional) - define nested top expression


  • 123 integer numbers

  • 123.456 float numbers

  • -123.456 numbers can be negative

  • $50.99 numbers can start with dollar sign to express money

String literals

  • "some value"


  • 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.

Builtin agg functions

agg_max(expression) : number

Max value in the group

agg_min(expression) : number

Min value in the group