用大量的数据进行自动规则回测

Analysts need to analyse and simulate a rule on historical data to check the performance and accuracy of the rule. Backtesting enables analysts to run simulations of the rules and manage the results from the rule engine UI.

分析师需要在历史数据上分析和模拟一个规则,以检查规则的性能和准确性。回溯测试使分析师能够运行规则的模拟,并从规则引擎用户界面管理结果。

Backtesting helps analysts to:

回溯测试帮助分析家们进行。

  • Define the desired impact of the rule for our business and users.
  • 定义规则对我们的业务和用户的预期影响。
  • Evaluate the accuracy of the rule based on historical data.
  • 根据历史数据评估该规则的准确性。
  • Compare and analyse results with data points, such as known false positives, user segments, risk profile of a user or transaction, and so on.
  • 将结果与数据点进行比较和分析,如已知的误报、用户群体、用户或交易的风险状况等等。

Currently, the analytics process to test performance of a rule is not standardised, and is inaccurate and inefficient. Analysts from different teams have different approaches:

目前,测试规则性能的分析过程没有标准化,而且不准确,效率低。来自不同团队的分析师有不同的方法。

  • Offline process using Presto tables. This process is lengthy and inaccurate.
  • 使用Presto表格的离线过程。这个过程很冗长,而且不准确。
  • Offline process based on the rule engine payload. The setup takes time, and the process is not streamlined.
  • 基于规则引擎有效载荷的离线过程。设置需要时间,过程也不精简。
  • Running rules in shadow mode. This process takes days to get the desired result.
  • 在影子模式下运行规则。这个过程需要几天时间才能得到理想的结果。
  • A team in Grab uses different rule engines to manage rules and do backtesting. This doubles the effort for analysts and engineers.
  • Grab公司的一个团队使用不同的规则引擎来管理规则和进行回溯测试。这使分析员和工程师的工作加倍。

In our vision for backtesting, it should allow analysts to:

在我们对回溯测试的设想中,它应该让分析师能够。

  • Efficiently run and manage their jobs.
  • 有效地运行和管理他们的工作。
  • Create custom metrics, reports and dimensions for backtesting.
  • 为回溯测试创建自定义指标、报告和维度。
  • Add external data points and metrics to do a deep dive.
  • 添加外部数据点和指标,进行深入研究。

For the purpose of establishing a minimum viable product (MVP), backtesting will support basic capabilities and enable analysts to access required metrics and data points. Thus, analysts can:

为了建立最小可行产品(MVP),回溯测试将支持基本能力,并使分析员能够获得所需的指标和数据点。因此,分析家们可以

  • Run backtesting jobs from the rule engine UI.
  • 从规则引擎用户界面运行回测工作。
  • ...
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