Skip to content

Linking banking transactions¶

This example shows how to perform a one-to-one link on banking transactions.

The data is fake data, and was generated has the following features:

  • Money shows up in the destination account with some time delay
  • The amount sent and the amount received are not always the same - there are hidden fees and foreign exchange effects
  • The memo is sometimes truncated and content is sometimes missing

Since each origin payment should end up in the destination account, the probability_two_random_records_match of the model is known.

Open In Colab

```python from splink import DuckDBAPI, Linker, SettingsCreator, block_on, splink_datasets

df_origin = splink_datasets.transactions_origin df_destination = splink_datasets.transactions_destination

display(df_origin.head(2)) display(df_destination.head(2)) ```

ground_truth memo transaction_date amount unique_id
0 0 MATTHIAS C paym 2022-03-28 36.36 0
1 1 M CORVINUS dona 2022-02-14 221.91 1
ground_truth memo transaction_date amount unique_id
0 0 MATTHIAS C payment BGC 2022-03-29 36.36 0
1 1 M CORVINUS BGC 2022-02-16 221.91 1

In the following chart, we can see this is a challenging dataset to link:

  • There are only 151 distinct transaction dates, with strong skew
  • Some 'memos' are used multiple times (up to 48 times)
  • There is strong skew in the 'amount' column, with 1,400 transactions of around 60.00

```python from splink.exploratory import profile_columns

db_api = DuckDBAPI() profile_columns( [df_origin, df_destination], db_api=db_api, column_expressions=[ "memo", "transaction_date", "amount", ], ) ```

```python from splink import DuckDBAPI, block_on from splink.blocking_analysis import ( cumulative_comparisons_to_be_scored_from_blocking_rules_chart, )

Design blocking rules that allow for differences in transaction date and amounts¶

blocking_rule_date_1 = """ strftime(l.transaction_date, '%Y%m') = strftime(r.transaction_date, '%Y%m') and substr(l.memo, 1,3) = substr(r.memo,1,3) and l.amount/r.amount > 0.7 and l.amount/r.amount < 1.3 """

Offset by half a month to ensure we capture case when the dates are e.g. 31st Jan and 1st Feb¶

blocking_rule_date_2 = """ strftime(l.transaction_date+15, '%Y%m') = strftime(r.transaction_date, '%Y%m') and substr(l.memo, 1,3) = substr(r.memo,1,3) and l.amount/r.amount > 0.7 and l.amount/r.amount < 1.3 """

blocking_rule_memo = block_on("substr(memo,1,9)")

blocking_rule_amount_1 = """ round(l.amount/2,0)2 = round(r.amount/2,0)2 and yearweek(r.transaction_date) = yearweek(l.transaction_date) """

blocking_rule_amount_2 = """ round(l.amount/2,0)2 = round((r.amount+1)/2,0)2 and yearweek(r.transaction_date) = yearweek(l.transaction_date + 4) """

blocking_rule_cheat = block_on("unique_id")

brs = [ blocking_rule_date_1, blocking_rule_date_2, blocking_rule_memo, blocking_rule_amount_1, blocking_rule_amount_2, blocking_rule_cheat, ]

db_api = DuckDBAPI()

cumulative_comparisons_to_be_scored_from_blocking_rules_chart( table_or_tables=[df_origin, df_destination], blocking_rules=brs, db_api=db_api, link_type="link_only" ) ```

```python

Full settings for linking model¶

import splink.comparison_level_library as cll import splink.comparison_library as cl

comparison_amount = { "output_column_name": "amount", "comparison_levels": [ cll.NullLevel("amount"), cll.ExactMatchLevel("amount"), cll.PercentageDifferenceLevel("amount", 0.01), cll.PercentageDifferenceLevel("amount", 0.03), cll.PercentageDifferenceLevel("amount", 0.1), cll.PercentageDifferenceLevel("amount", 0.3), cll.ElseLevel(), ], "comparison_description": "Amount percentage difference", }

The date distance is one sided becaause transactions should only arrive after they've left¶

As a result, the comparison_template_library date difference functions are not appropriate¶

within_n_days_template = "transaction_date_r - transaction_date_l <= {n} and transaction_date_r >= transaction_date_l"

comparison_date = { "output_column_name": "transaction_date", "comparison_levels": [ cll.NullLevel("transaction_date"), { "sql_condition": within_n_days_template.format(n=1), "label_for_charts": "1 day", }, { "sql_condition": within_n_days_template.format(n=4), "label_for_charts": "<=4 days", }, { "sql_condition": within_n_days_template.format(n=10), "label_for_charts": "<=10 days", }, { "sql_condition": within_n_days_template.format(n=30), "label_for_charts": "<=30 days", }, cll.ElseLevel(), ], "comparison_description": "Transaction date days apart", }

settings = SettingsCreator( link_type="link_only", probability_two_random_records_match=1 / len(df_origin), blocking_rules_to_generate_predictions=[ blocking_rule_date_1, blocking_rule_date_2, blocking_rule_memo, blocking_rule_amount_1, blocking_rule_amount_2, blocking_rule_cheat, ], comparisons=[ comparison_amount, cl.LevenshteinAtThresholds("memo", [2, 6, 10]), comparison_date, ], retain_intermediate_calculation_columns=True, ) ```

python linker = Linker( [df_origin, df_destination], settings, input_table_aliases=["__ori", "_dest"], db_api=db_api, )

python linker.training.estimate_u_using_random_sampling(max_pairs=1e6)

You are using the default value for `max_pairs`, which may be too small and thus lead to inaccurate estimates for your model's u-parameters. Consider increasing to 1e8 or 1e9, which will result in more accurate estimates, but with a longer run time.
----- Estimating u probabilities using random sampling -----

Estimated u probabilities using random sampling

Your model is not yet fully trained. Missing estimates for:
    - amount (no m values are trained).
    - memo (no m values are trained).
    - transaction_date (no m values are trained).

python linker.training.estimate_parameters_using_expectation_maximisation(block_on("memo"))

----- Starting EM training session -----

Estimating the m probabilities of the model by blocking on:
l."memo" = r."memo"

Parameter estimates will be made for the following comparison(s):
    - amount
    - transaction_date

Parameter estimates cannot be made for the following comparison(s) since they are used in the blocking rules: 
    - memo

Iteration 1: Largest change in params was -0.588 in the m_probability of amount, level `Exact match on amount`
Iteration 2: Largest change in params was -0.176 in the m_probability of transaction_date, level `1 day`
Iteration 3: Largest change in params was 0.00996 in the m_probability of amount, level `Percentage difference of 'amount' within 10.00%`
Iteration 4: Largest change in params was 0.0022 in the m_probability of transaction_date, level `<=30 days`
Iteration 5: Largest change in params was 0.000385 in the m_probability of transaction_date, level `<=30 days`
Iteration 6: Largest change in params was -0.000255 in the m_probability of amount, level `All other comparisons`
Iteration 7: Largest change in params was -0.000229 in the m_probability of amount, level `All other comparisons`
Iteration 8: Largest change in params was -0.000208 in the m_probability of amount, level `All other comparisons`
Iteration 9: Largest change in params was -0.00019 in the m_probability of amount, level `All other comparisons`
Iteration 10: Largest change in params was -0.000173 in the m_probability of amount, level `All other comparisons`
Iteration 11: Largest change in params was -0.000159 in the m_probability of amount, level `All other comparisons`
Iteration 12: Largest change in params was -0.000146 in the m_probability of amount, level `All other comparisons`
Iteration 13: Largest change in params was -0.000135 in the m_probability of amount, level `All other comparisons`
Iteration 14: Largest change in params was -0.000124 in the m_probability of amount, level `All other comparisons`
Iteration 15: Largest change in params was -0.000115 in the m_probability of amount, level `All other comparisons`
Iteration 16: Largest change in params was -0.000107 in the m_probability of amount, level `All other comparisons`
Iteration 17: Largest change in params was -9.92e-05 in the m_probability of amount, level `All other comparisons`

EM converged after 17 iterations

Your model is not yet fully trained. Missing estimates for:
    - memo (no m values are trained).





<EMTrainingSession, blocking on l."memo" = r."memo", deactivating comparisons memo>

python session = linker.training.estimate_parameters_using_expectation_maximisation(block_on("amount"))

----- Starting EM training session -----

Estimating the m probabilities of the model by blocking on:
l."amount" = r."amount"

Parameter estimates will be made for the following comparison(s):
    - memo
    - transaction_date

Parameter estimates cannot be made for the following comparison(s) since they are used in the blocking rules: 
    - amount

Iteration 1: Largest change in params was -0.373 in the m_probability of memo, level `Exact match on memo`
Iteration 2: Largest change in params was -0.108 in the m_probability of memo, level `Exact match on memo`
Iteration 3: Largest change in params was 0.0202 in the m_probability of memo, level `Levenshtein distance of memo <= 10`
Iteration 4: Largest change in params was -0.00538 in the m_probability of memo, level `Exact match on memo`
Iteration 5: Largest change in params was 0.00482 in the m_probability of memo, level `All other comparisons`
Iteration 6: Largest change in params was 0.00508 in the m_probability of memo, level `All other comparisons`
Iteration 7: Largest change in params was 0.00502 in the m_probability of memo, level `All other comparisons`
Iteration 8: Largest change in params was 0.00466 in the m_probability of memo, level `All other comparisons`
Iteration 9: Largest change in params was 0.00409 in the m_probability of memo, level `All other comparisons`
Iteration 10: Largest change in params was 0.00343 in the m_probability of memo, level `All other comparisons`
Iteration 11: Largest change in params was 0.00276 in the m_probability of memo, level `All other comparisons`
Iteration 12: Largest change in params was 0.00216 in the m_probability of memo, level `All other comparisons`
Iteration 13: Largest change in params was 0.00165 in the m_probability of memo, level `All other comparisons`
Iteration 14: Largest change in params was 0.00124 in the m_probability of memo, level `All other comparisons`
Iteration 15: Largest change in params was 0.000915 in the m_probability of memo, level `All other comparisons`
Iteration 16: Largest change in params was 0.000671 in the m_probability of memo, level `All other comparisons`
Iteration 17: Largest change in params was 0.000488 in the m_probability of memo, level `All other comparisons`
Iteration 18: Largest change in params was 0.000353 in the m_probability of memo, level `All other comparisons`
Iteration 19: Largest change in params was 0.000255 in the m_probability of memo, level `All other comparisons`
Iteration 20: Largest change in params was 0.000183 in the m_probability of memo, level `All other comparisons`
Iteration 21: Largest change in params was 0.000132 in the m_probability of memo, level `All other comparisons`
Iteration 22: Largest change in params was 9.45e-05 in the m_probability of memo, level `All other comparisons`

EM converged after 22 iterations

Your model is fully trained. All comparisons have at least one estimate for their m and u values

python linker.visualisations.match_weights_chart()

python df_predict = linker.inference.predict(threshold_match_probability=0.001)

FloatProgress(value=0.0, layout=Layout(width='auto'), style=ProgressStyle(bar_color='black'))

```python linker.visualisations.comparison_viewer_dashboard( df_predict, "dashboards/comparison_viewer_transactions.html", overwrite=True ) from IPython.display import IFrame

IFrame( src="./dashboards/comparison_viewer_transactions.html", width="100%", height=1200 ) ```

python pred_errors = linker.evaluation.prediction_errors_from_labels_column( "ground_truth", include_false_positives=True, include_false_negatives=False ) linker.visualisations.waterfall_chart(pred_errors.as_record_dict(limit=5))

FloatProgress(value=0.0, layout=Layout(width='auto'), style=ProgressStyle(bar_color='black'))

python pred_errors = linker.evaluation.prediction_errors_from_labels_column( "ground_truth", include_false_positives=False, include_false_negatives=True ) linker.visualisations.waterfall_chart(pred_errors.as_record_dict(limit=5))