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Fixing tests #37

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Fixing tests #37

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8 changes: 5 additions & 3 deletions whynot/simulators/delayed_impact/fico.py
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Original file line number Diff line number Diff line change
Expand Up @@ -118,15 +118,17 @@ def _get_pmf(cdf):
def _loan_repaid_probs_factory(
repay_df: DataFrame, scores: Index
) -> Iterable[Callable[[Array], Array]]:
"""Given performance pd.DataFrame, construct mapping from X to p(Y|X)."""

def repaid_probs_fn(query_scores: Array) -> Array:
if isinstance(query_scores, np.ndarray):
nearest_scores = _find_nearest_indices(scores, query_scores)
return repay_df[nearest_scores].values
return repay_df.iloc[nearest_scores].values

query_score = query_scores
nearest_score = scores[scores.get_loc(query_score, method="nearest")]
nearest_score_idx = scores.get_indexer([query_score], method="nearest")[0]
if nearest_score_idx == -1:
raise ValueError(f"Query score {query_score} has no nearest value in scores.")
nearest_score = scores[nearest_score_idx]
return repay_df[nearest_score]

return repaid_probs_fn
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