Features¶

What is a Feature¶

From the perspective of a developer, features are nothing but variables. The risk system is driven by these features and it's important to understand them.

At an abstract level, risk supports two types of features.
* Lifetime features - Variables which hold aggregated/running data from the time they were added into the system. They are helpful in telling the first/last/count of something happened over time. Like calculating age, or saving user info, or telling how many times some information is modified.
* Velocity features - Theses variables are more granular in nature and can tell information for a specific timeframe. Like sum transaction amount over last 1sec, 1min, 1hour, 1day etc.

Feature Structure¶

Features use a naming pattern like this:

<DocumentType>/<EventName>/<Duration>/<VariableName>/<Aggregation>/<Aggregation_SubType>/<Type>

Supported Features (Ref: Click here)¶

Type	Stored Type	Aggregations	Remarks
Lifetime	bool	`<DocumentType>/<EventName>/*/<VariableName>/first/bool`
		`<DocumentType>/<EventName>/*/<VariableName>/last/bool`
	date	`<DocumentType>/<EventName>/*/<VariableName>/first/seconds_since/double`
		`<DocumentType>/<EventName>/*/<VariableName>/first/minutes_since/double`
		`<DocumentType>/<EventName>/*/<VariableName>/first/days_since/double`
		`<DocumentType>/<EventName>/*/<VariableName>/last/seconds_since/double`
		`<DocumentType>/<EventName>/*/<VariableName>/last/minutes_since/double`
		`<DocumentType>/<EventName>/*/<VariableName>/last/days_since/double`
	double	`<DocumentType>/<EventName>/*/<VariableName>/sum/double`
		`<DocumentType>/<EventName>/*/<VariableName>/count/int`
	f_int	`<DocumentType>/<EventName>/*/<VariableName>/int`	returns actual value
		`<DocumentType>/<EventName>/*/<VariableName>/count/int`
	string	`<DocumentType>/<EventName>/*/<VariableName>/first/string`
		`<DocumentType>/<EventName>/*/<VariableName>/last/string`
	stats	`<DocumentType>/<EventName>/*/<VariableName>/sum/double`
		`<DocumentType>/<EventName>/*/<VariableName>/avg/double`
		`<DocumentType>/<EventName>/*/<VariableName>/stdev/double`
		`<DocumentType>/<EventName>/*/<VariableName>/first/double`
		`<DocumentType>/<EventName>/*/<VariableName>/last/double`
		`<DocumentType>/<EventName>/*/<VariableName>/min/double`
		`<DocumentType>/<EventName>/*/<VariableName>/max/double`
		`<DocumentType>/<EventName>/*/<VariableName>/count/int`
Velocity	record	`<DocumentType>/<EventName>/<Duration>/<VariableName>/sum/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/avg/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/stdev/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/min/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/max/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/first/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/last/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/count/int`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/sum/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/avg/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/max/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/min/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/first/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/last/double`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct/count/int`
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/tx/count/int`	Counts tx (`+` - `-`)
		`<DocumentType>/<EventName>/<Duration>/<VariableName>/distinct_tx/count/int`	same with distinct

Supported durations for Velocity features¶

Minimum granularity supported by system is minutes and it can go up to year.

Supported Duration	Duration
last<*>m	Minutes
last<*>h	Hours
last<*>d	Days
last<*>y	Year
*Any number