Automatically detect security identifier columns using Visions - pandas

Question

I'm interested in using the Visions library to automate the process of identifying certain types of security (stock) identifiers. The documentation mentions that it could be used in such a way for ISBN codes but I'm looking for a more concrete example of how to do it. I think the process would be pretty much identical for the fields I'm thinking of as they all have check digits (ISIN, SEDOL, CUSIP).
My general idea is that I would create custom types for the different identifier types and could use those types to
Take a dataframe where the types are unknown and identify columns matching the types (even if it's not a 100% match)
Validate the types on a dataframe where the intended type is known

Answer 1

Great question and use-case! Unfortunately, the documentation on making new types probably needs a little love right now as there were API breaking changes with the 0.7.0 release. Both the previous link and this post from August, 2020 should cover the conceptual idea of type creation in greater detail. If any of those examples break then mea culpa and our apologies, we switched to a dispatch based implementation to support different backends (pandas, numpy, dask, spark, etc...) for each type. You shouldn't have to worry about that for now but if you're interested you can find the default type definitions here with their backends here.
Building an ISBN Type
We need to make two basic decisions when defining a type:
What defines the type
What other types are our new type related to?
For the ISBN use-case O'Reilly provides a validation regex to match ISBN-10 and ISBN-13 codes. So,
What defines a type?
We want every element in the sequence to be a string which matches a corresponding ISBN-10 or ISBN-13 regex
What other types are our new type related to?
Since ISBN's are themselves strings we can use the default String type provided by visions.
Type Definition
from typing import Sequence
import pandas as pd
from visions.relations import IdentityRelation, TypeRelation
from visions.types.string import String
from visions.types.type import VisionsBaseType
isbn_regex = "^(?:ISBN(?:-1[03])?:?●)?(?=[0-9X]{10}$|(?=(?:[0-9]+[-●]){3})[-●0-9X]{13}$|97[89][0-9]{10}$|(?=(?:[0-9]+[-●]){4})[-●0-9]{17}$)(?:97[89][-●]?)?[0-9]{1,5}[-●]?[0-9]+[-●]?[0-9]+[-●]?[0-9X]$"
class ISBN(VisionsBaseType):
#staticmethod
def get_relations() -> Sequence[TypeRelation]:
relations = [
IdentityRelation(String),
]
return relations
#staticmethod
def contains_op(series: pd.Series, state: dict) -> bool:
return series.str.contains(isbn_regex).all()
Looking at this closely there are three things to take note of.
The new type inherits from VisionsBaseType
We had to define a get_relations method which is how we relate a new type to others we might want to use in a typeset. In this case, I've used an IdentityRelation to String which means ISBNs are subsets of String. We can also use InferenceRelation's when we want to support relations which change the underlying data (say converting the string '4.2' to the float 4.2).
A contains_op this is our definition of the type. In this case, we are applying a regex string to every element in the input and verifying it matched the regex provided by O'Reilly.
Extensions
In theory ISBNs can be encoded in what looks like a 10 or 13 digit integer as well - to work with those you might want to create an InferenceRelation between Integer and ISBN. A simple implementation would involve coercing Integers to string and applying the above regex.