%let dir=/home/u45056142/sasuser.v94/Wyjscie;
%let dir_in=/home/u45056142/sasuser.v94/;
libname out "&dir";
libname in "&dir_in";
%let kat_tree=%sysfunc(pathname(out));
%put &kat_tree;

data Transactions;  set in.Transactions;
seniority=intck('month',input(fin_period,yymmn6.),input(period, yymmn6.));
vin1=(due_installments>=1);
vin2=(due_installments>=2);
vin3=(due_installments>=3);
vin12_1=(seniority>12 and due_installments>=1);
vin12_2=(seniority>12 and due_installments>=2);
vin12_3=(seniority>12 and due_installments>=3);
output;

 if status in ('B','C') and period<='200812' then   do;
 n_steps=intck('month',input(period,yymmn6.),input('200812',yymmn6.));

   do i=1 to n_steps;     period=put(intnx('month',input(period,yymmn6.),1,'end'),yymmn6. );     seniority=intck('month',input(fin_period,yymmn6.),input(period, yymmn6.));     output;    end;   end;

 drop n_steps i; run;

data Production;
set in.Production;
run;

proc sort data = production;
by cid aid; run;

proc sort data = transactions;
by cid aid seniority; run;

data Transactions_loan_amt;
merge Transactions(in=a) Production(keep=cid aid app_loan_amount);
by cid aid;

 if a; run;

proc means data=Transactions noprint nway;  by cid aid;  var vin:;  output out=due(drop=_freq_ _type_) max=; run;

proc sort
data = due;
by cid aid;
run;

data Production_due;
merge Production(in=a) due(in=b);
by cid aid;

 if a and b;
 run;



 proc contents data=Production_due(keep=app_: act_: ags: agr:) out=zmienne(keep=name type) noprint; run;

data zmienne;  length id 8.;  length group $3;  set zmienne;  length type2 $3;  id = monotonic();  group = name;  select (type);   when (1) type2 = 'interval';   when (2) type2 = 'nominal';   otherwise;  end;

 drop type; run;

proc datasets lib=work memtype=data nolist;  copy out=out;  select Transactions_loan_amt Production_due zmienne; run;

/*VINTAGE ILOSCIOWY*/ %let zm = vin1; %let nazwa = vintage_ile1;

proc means data=Transactions_loan_amt noprint nway;  class fin_period seniority;  var &zm.;  output out=vintagr_il(drop=_freq_ _type_) n()=production mean()=&nazwa.;  format &nazwa. nlpct12.2;


run;

proc means data=Transactions_loan_amt noprint nway;  class fin_period;  var &zm.;  output out=production_il(drop=_freq_ _type_) n()=production;  where seniority=0; run;

proc transpose data=vintagr_il out=vintage_il(drop=_name_) prefix=months_after_;  by fin_period production;  var &nazwa.;  id seniority; run;

/*VINTAGE KWOTOWY*/ %let zm = vin1; %let nazwa = vintage_kw1;

proc means data=Transactions_loan_amt noprint nway;  class fin_period seniority;  var &zm.;  weight app_loan_amount;  output out=vintagr_kw(drop=_freq_ _type_) sumwgt()=amount mean()=&nazwa.;  format &nazwa. nlpct12.2; run;

proc means data=Transactions_loan_amt noprint nway;  class fin_period;  weight app_loan_amount;  var &zm.;  where seniority=0;  output out=production_kw(drop=_freq_ _type_) sumwgt()=amount;  format amount comma10.0; run;

proc transpose data=vintagr_kw out=vintage_kw (drop=_name_) prefix=months_after_;  by fin_period amount;  var &nazwa.;  id seniority;  format amount comma10.0; run;

/*KATEGORYZACJA ZMIENNYCH*/ %macro GroupingScoring(input, output, target);  %let maxbranch = 3;  %let criterion = entropy;  %let top_groups = 5;

 data &output.;   set zmienne;   length Gini 8.;   format Gini nlpct12.2;




  call symputx('max_id', id);  run;

 data prod;   set &input.;   call symputx('leafsize', floor(_N_ * 0.05));   keep cid aid product period &target.;  run;

 proc sort data = prod;   by cid aid;  run;

 %do id=1 %to %eval(&max_id.);

  data _null_;    set zmienne;    call symputx('name', name);    call symputx('level', type2);    where id = &id.;   run;

  data a1;    set &input.;    keep cid aid &target. &name.;   run;

  proc freq data = a1(keep=&name.) nlevels;    ods exclude onewayfreqs;    ods output nlevels = n_levels (keep = tablevar nlevels);   run;

  data _null_;    set n_levels;

   if nlevels < 20 then     do;      call symputx('level', 'nom');     end;   run;

  proc hpsplit data=a1 maxdepth = 1 maxbranch = &maxbranch. leafsize = &leafsize. event = '1';    id cid aid;    target &target.;    input &name. / level = &level.;    criterion &criterion.;    prune none;    score out = a2(keep=cid aid _Node_);   run;

  data a2;    set a2;

   if missing(_Node_) then


    _Node_ = 0;   run;

  proc datasets library=work nolist;    modify a2;    rename _Node_ = GRP_&name.;    label GRP_&name. = "GRP_&name.";   quit;

  proc sort data = a2;    by cid aid;   run;

  data prod;    merge prod(in=a) a2(in=b);    by cid aid;

   if a;   run;

  proc datasets library=work nolist;    delete smdcr;   run;

  proc freq data=prod(keep=&target. GRP_&name.) noprint;    tables &target.*GRP_&name. / measures;    output out=smdcr(keep=_SMDCR_ ) smdcr;   run;

  %if %sysfunc(exist(smdcr)) %then    %do;

    data _null_;      set smdcr;      call symputx('Gini', _smdcr_);     run;

   %end;   %else    %do;

    data _null_;      call symputx('Gini', 0);     run;

   %end;

  data &output.;    set &output.;

   if name = "&name." then     do;      Gini = &Gini.;      type2 = "&level.";     end;   run;




 %end;

 data out.Production_due_&target.;   set prod;  run;

 proc sort data = &output.;   by group descending Gini;  run;

 data work.zmienne_scoring_&target.;   set &output.;  run;

 data &output.;   length i 8.;   set &output.;   retain i 0;   by group;

  if first.group then    i = 0;   i = i + 1;

  if i <= &top_groups. then    output;   drop id;  run;

 proc datasets library=work nolist;   delete prod a1 a2 smdcr;  run;

%mend GroupingScoring;


%macro ImpactLogistic(input, target, category, variables, output);

 proc logistic data = &input.;   class &category. (param=ref);   model &target. (event='1') = &variables. &category.;   ods output ParameterEstimates = &output.;  run;

%mend ImpactLogistic;

/*^^^^^^^^^^^^^^^^^^^^^^*/ data Production_Due;  set out.Production_Due; run;

%GroupingScoring(Production_Due, out.zm_best_vin12_1, vin12_1);
%GroupingScoring(Production_Due(where=(product='css')), out.zm_best_vin12_1_css, vin12_1);
%GroupingScoring(Production_Due(where=(product='ins')), out.zm_best_vin12_1_ins, vin12_1);
%GroupingScoring(Production_Due, out.zm_best_vin12_2, vin12_2);
%GroupingScoring(Production_Due(where=(product='css')), out.zm_best_vin12_2_css, vin12_2);
 %GroupingScoring(Production_Due(where=(product='ins')), out.zm_best_vin12_2_ins, vin12_2);
 %GroupingScoring(Production_Due, out.zm_best_vin12_3, vin12_3);
 %GroupingScoring(Production_Due(where=(product='css')), out.zm_best_vin12_3_css, vin12_3);
 %GroupingScoring(Production_Due(where=(product='ins')), out.zm_best_vin12_3_ins, vin12_3);