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Complete fraud detection system: code, figures, models, paper
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"""
Module 7: Production FastAPI Endpoint
POST /predict - Real-time fraud detection API.
"""
import os
import sys
import time
import numpy as np
import pandas as pd
import joblib
from typing import Dict, List, Optional
from fastapi import FastAPI, HTTPException
from pydantic import BaseModel, Field
import uvicorn
# Paths
BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
MODELS_DIR = os.path.join(BASE_DIR, "models")
DATA_DIR = os.path.join(BASE_DIR, "data")
# ============================================================
# Pydantic Models
# ============================================================
class TransactionInput(BaseModel):
"""Input transaction for fraud prediction."""
Time: float = Field(..., description="Seconds elapsed since first transaction")
V1: float = 0.0
V2: float = 0.0
V3: float = 0.0
V4: float = 0.0
V5: float = 0.0
V6: float = 0.0
V7: float = 0.0
V8: float = 0.0
V9: float = 0.0
V10: float = 0.0
V11: float = 0.0
V12: float = 0.0
V13: float = 0.0
V14: float = 0.0
V15: float = 0.0
V16: float = 0.0
V17: float = 0.0
V18: float = 0.0
V19: float = 0.0
V20: float = 0.0
V21: float = 0.0
V22: float = 0.0
V23: float = 0.0
V24: float = 0.0
V25: float = 0.0
V26: float = 0.0
V27: float = 0.0
V28: float = 0.0
Amount: float = Field(..., description="Transaction amount in USD")
class Config:
json_schema_extra = {
"example": {
"Time": 406.0,
"V1": -2.312, "V2": 1.951, "V3": -1.609, "V4": 3.997,
"V5": -0.522, "V6": -1.426, "V7": -2.537, "V8": 1.391,
"V9": -2.770, "V10": -2.772, "V11": 3.202, "V12": -2.899,
"V13": -0.595, "V14": -4.289, "V15": 0.389, "V16": -1.140,
"V17": -2.830, "V18": -0.016, "V19": 0.416, "V20": 0.126,
"V21": 0.517, "V22": -0.035, "V23": -0.465, "V24": -0.018,
"V25": -0.010, "V26": -0.002, "V27": -0.154, "V28": -0.048,
"Amount": 239.93
}
}
class PredictionOutput(BaseModel):
"""Output prediction result."""
transaction_id: str
fraud_probability: float
decision: str
risk_level: str
top_risk_factors: List[Dict[str, float]]
response_time_ms: float
threshold_used: float
model_used: str
class HealthResponse(BaseModel):
status: str
model_loaded: bool
version: str
# ============================================================
# App
# ============================================================
app = FastAPI(
title="Fraud Detection API",
description="Real-time credit card fraud detection using XGBoost",
version="1.0.0"
)
# Global model storage
model_cache = {}
def load_model():
"""Load model and scaler at startup."""
if 'model' not in model_cache:
models = joblib.load(os.path.join(MODELS_DIR, "all_models.joblib"))
model_cache['model'] = models['XGBoost']
model_cache['scaler'] = joblib.load(os.path.join(MODELS_DIR, "scaler.joblib"))
# Load feature names
data = joblib.load(os.path.join(DATA_DIR, "processed_data.joblib"))
model_cache['feature_names'] = data['feature_names']
model_cache['threshold'] = 0.55 # Optimal threshold from analysis
# Precompute global stats for feature engineering
df = pd.read_csv(os.path.join(DATA_DIR, "creditcard.csv"))
model_cache['amount_mean'] = df['Amount'].mean()
model_cache['amount_median'] = df['Amount'].median()
model_cache['amount_std'] = df['Amount'].std()
def engineer_single_transaction(txn: TransactionInput) -> pd.DataFrame:
"""Engineer features for a single transaction."""
row = txn.model_dump()
# Feature engineering (matching preprocessing.py)
row['Hour_sin'] = np.sin(2 * np.pi * ((row['Time'] / 3600) % 24) / 24)
row['Hour_cos'] = np.cos(2 * np.pi * ((row['Time'] / 3600) % 24) / 24)
row['Time_diff'] = 0.0 # No previous transaction for single prediction
row['Amount_log'] = np.log1p(row['Amount'])
row['Amount_deviation_mean'] = row['Amount'] - model_cache['amount_mean']
row['Amount_deviation_median'] = row['Amount'] - model_cache['amount_median']
row['Transaction_velocity'] = 1.0 # Default for single transaction
row['Amount_zscore'] = (row['Amount'] - model_cache['amount_mean']) / (model_cache['amount_std'] + 1e-8)
row['V14_V17_interaction'] = row['V14'] * row['V17']
row['V12_V14_interaction'] = row['V12'] * row['V14']
row['V10_V14_interaction'] = row['V10'] * row['V14']
pca_features = [f'V{i}' for i in range(1, 29)]
row['PCA_magnitude'] = np.sqrt(sum(row[f]**2 for f in pca_features))
# Create DataFrame in correct column order
df = pd.DataFrame([row])
feature_names = model_cache['feature_names']
# Ensure all columns present
for col in feature_names:
if col not in df.columns:
df[col] = 0.0
df = df[feature_names]
return df
def get_risk_factors(features_df, feature_names):
"""Get top risk factors using feature importance."""
model = model_cache['model']
importances = model.feature_importances_
# Get feature values and their importance
risk_factors = []
for i, name in enumerate(feature_names):
val = float(features_df.iloc[0][name])
imp = float(importances[i])
if imp > 0.01: # Only significant features
risk_factors.append({'feature': name, 'importance': round(imp, 4), 'value': round(val, 4)})
risk_factors.sort(key=lambda x: x['importance'], reverse=True)
return risk_factors[:10]
@app.on_event("startup")
async def startup():
load_model()
@app.get("/health", response_model=HealthResponse)
async def health_check():
return HealthResponse(
status="healthy",
model_loaded='model' in model_cache,
version="1.0.0"
)
@app.post("/predict", response_model=PredictionOutput)
async def predict(transaction: TransactionInput):
"""Predict fraud probability for a transaction."""
start_time = time.time()
if 'model' not in model_cache:
load_model()
try:
# Feature engineering
features_df = engineer_single_transaction(transaction)
# Scale features
features_scaled = pd.DataFrame(
model_cache['scaler'].transform(features_df),
columns=features_df.columns
)
# Predict
fraud_prob = float(model_cache['model'].predict_proba(features_scaled)[0, 1])
threshold = model_cache['threshold']
# Decision
if fraud_prob >= threshold:
decision = "BLOCKED - SUSPECTED FRAUD"
if fraud_prob >= 0.9:
risk_level = "CRITICAL"
elif fraud_prob >= 0.7:
risk_level = "HIGH"
else:
risk_level = "MEDIUM"
else:
decision = "APPROVED"
if fraud_prob >= 0.3:
risk_level = "LOW"
else:
risk_level = "MINIMAL"
# Get risk factors
risk_factors = get_risk_factors(features_scaled, model_cache['feature_names'])
response_time = (time.time() - start_time) * 1000 # ms
return PredictionOutput(
transaction_id=f"TXN-{int(time.time()*1000)}",
fraud_probability=round(fraud_prob, 6),
decision=decision,
risk_level=risk_level,
top_risk_factors=risk_factors,
response_time_ms=round(response_time, 2),
threshold_used=threshold,
model_used="XGBoost (Optimized)"
)
except Exception as e:
raise HTTPException(status_code=500, detail=f"Prediction error: {str(e)}")
@app.get("/")
async def root():
return {
"service": "Fraud Detection API",
"version": "1.0.0",
"endpoints": {
"/predict": "POST - Predict fraud probability",
"/health": "GET - Health check",
"/docs": "GET - API documentation"
}
}
if __name__ == "__main__":
uvicorn.run(app, host="0.0.0.0", port=8000)