{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "d9272d36",
   "metadata": {},
   "source": [
    "# Clustering des 400+ gros comptes Carmignac — version enrichie\n",
    "\n",
    "Ce notebook repart du notebook initial et ajoute :\n",
    "\n",
    "- une base plus propre et plus lisible ;\n",
    "- des **features comportementales** supplémentaires ;\n",
    "- un **clustering global** sur les 400+ gros comptes ;\n",
    "- un **clustering par fonds** (`Product - Isin`) sur les plus gros fonds ;\n",
    "- un cadre prêt à intégrer des **données de performance Carmignac** si elles sont disponibles.\n",
    "\n",
    "## Principes retenus\n",
    "\n",
    "- univers = comptes avec **AUM total ≥ 5 M€** au **31/10/2025**\n",
    "- exclusion de **Off Distribution** et **Private Clients**\n",
    "- **pas de clipping d'outliers** pour l'instant\n",
    "- un fonds est identifié par **`Product - Isin`**\n",
    "- les résultats doivent être **interprétables métier**, pas seulement \"bons\" mathématiquement"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c6b14319",
   "metadata": {},
   "source": [
    "## 1. Imports"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "1aa70c18",
   "metadata": {},
   "outputs": [],
   "source": [
    "import warnings\n",
    "warnings.filterwarnings(\"ignore\")\n",
    "\n",
    "import re\n",
    "import math\n",
    "import json\n",
    "from pathlib import Path\n",
    "\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "import seaborn as sns\n",
    "\n",
    "from sklearn.preprocessing import RobustScaler\n",
    "from sklearn.impute import SimpleImputer\n",
    "from sklearn.pipeline import Pipeline\n",
    "from sklearn.cluster import KMeans, AgglomerativeClustering\n",
    "from sklearn.mixture import GaussianMixture\n",
    "from sklearn.metrics import silhouette_score, davies_bouldin_score, calinski_harabasz_score\n",
    "from sklearn.decomposition import PCA\n",
    "from sklearn.linear_model import LinearRegression\n",
    "\n",
    "pd.set_option(\"display.max_columns\", 200)\n",
    "pd.set_option(\"display.max_rows\", 200)\n",
    "\n",
    "RANDOM_STATE = 42\n",
    "EPS = 1e-9"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "98deb42c",
   "metadata": {},
   "source": [
    "## 2. Paths"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "a462ff7a-1e4d-44f7-af6c-031b47779ce1",
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
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       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>reg_orig</th>\n",
       "      <th>reg_used</th>\n",
       "      <th>Agreement - Code</th>\n",
       "      <th>Company - Id</th>\n",
       "      <th>Company - Ultimate Parent Id</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>Centralisation Date</th>\n",
       "      <th>Quantity - AUM</th>\n",
       "      <th>Value - AUM CCY</th>\n",
       "      <th>Value - AUM €</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>49094.915</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>3.242523e+07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Investissement Latitude</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Investissement Latitude</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010147603</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>1717.000</td>\n",
       "      <td>4.767422e+05</td>\n",
       "      <td>4.767422e+05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Investissement</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Investissement</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010148981</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>8254.870</td>\n",
       "      <td>9.862671e+06</td>\n",
       "      <td>9.862671e+06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Euro-Entrepreneurs</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Euro-Entrepreneurs</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010149112</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>278.923</td>\n",
       "      <td>7.664525e+04</td>\n",
       "      <td>7.664525e+04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Fixed Income</td>\n",
       "      <td>Sécurité</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Sécurité</td>\n",
       "      <td>AW &amp; AW-R</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010149120</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>1807.267</td>\n",
       "      <td>3.078318e+06</td>\n",
       "      <td>3.078318e+06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
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       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088393</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Inflation Solution</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Inflation Solution</td>\n",
       "      <td>F</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2715954330</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>81065.419</td>\n",
       "      <td>9.533293e+06</td>\n",
       "      <td>9.533293e+06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088394</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Inflation Solution</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Inflation Solution</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2715954504</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>6853.363</td>\n",
       "      <td>7.978685e+05</td>\n",
       "      <td>7.978685e+05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088395</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Private Assets</td>\n",
       "      <td>Evergreen</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac S.A. SICAV - PART II UCI Private Eve...</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2799473124</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>4212.234</td>\n",
       "      <td>5.263608e+05</td>\n",
       "      <td>5.263608e+05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088396</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Tech Solutions</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Tech Solutions</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2809794220</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>31469.523</td>\n",
       "      <td>4.438147e+06</td>\n",
       "      <td>4.438147e+06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088397</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Tech Solutions</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Tech Solutions</td>\n",
       "      <td>F</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2809794576</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>554.301</td>\n",
       "      <td>7.871629e+04</td>\n",
       "      <td>7.871629e+04</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1088398 rows × 19 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               reg_orig        reg_used Agreement - Code    Company - Id  \\\n",
       "0                 18872           18872             L104          2257.0   \n",
       "1                 18872           18872             L104          2257.0   \n",
       "2                 18872           18872             L104          2257.0   \n",
       "3                 18872           18872             L104          2257.0   \n",
       "4                 18872           18872             L104          2257.0   \n",
       "...                 ...             ...              ...             ...   \n",
       "1088393  Private Client  Private Client   Private Client  Private Client   \n",
       "1088394  Private Client  Private Client   Private Client  Private Client   \n",
       "1088395  Private Client  Private Client   Private Client  Private Client   \n",
       "1088396  Private Client  Private Client   Private Client  Private Client   \n",
       "1088397  Private Client  Private Client   Private Client  Private Client   \n",
       "\n",
       "        Company - Ultimate Parent Id Registrar Account - Region  \\\n",
       "0                            33675.0                Switzerland   \n",
       "1                            33675.0                Switzerland   \n",
       "2                            33675.0                Switzerland   \n",
       "3                            33675.0                Switzerland   \n",
       "4                            33675.0                Switzerland   \n",
       "...                              ...                        ...   \n",
       "1088393               Private Client                     France   \n",
       "1088394               Private Client                     France   \n",
       "1088395               Private Client                     France   \n",
       "1088396               Private Client                     France   \n",
       "1088397               Private Client                     France   \n",
       "\n",
       "        RegistrarAccount - Country Product - Asset Type  \\\n",
       "0                      Switzerland          Diversified   \n",
       "1                      Switzerland               Equity   \n",
       "2                      Switzerland               Equity   \n",
       "3                      Switzerland               Equity   \n",
       "4                      Switzerland         Fixed Income   \n",
       "...                            ...                  ...   \n",
       "1088393                     France          Diversified   \n",
       "1088394                     France          Diversified   \n",
       "1088395                     France       Private Assets   \n",
       "1088396                     France               Equity   \n",
       "1088397                     France               Equity   \n",
       "\n",
       "              Product - Strategy Product - Legal Status Product - Is Dedie ?  \\\n",
       "0                     Patrimoine                    FCP                   NO   \n",
       "1        Investissement Latitude                    FCP                   NO   \n",
       "2                 Investissement                    FCP                   NO   \n",
       "3             Euro-Entrepreneurs                    FCP                   NO   \n",
       "4                       Sécurité                    FCP                   NO   \n",
       "...                          ...                    ...                  ...   \n",
       "1088393       Inflation Solution                  SICAV                   NO   \n",
       "1088394       Inflation Solution                  SICAV                   NO   \n",
       "1088395                Evergreen                  SICAV                   NO   \n",
       "1088396           Tech Solutions                  SICAV                   NO   \n",
       "1088397           Tech Solutions                  SICAV                   NO   \n",
       "\n",
       "                                            Product - Fund  \\\n",
       "0                                     Carmignac Patrimoine   \n",
       "1                        Carmignac Investissement Latitude   \n",
       "2                                 Carmignac Investissement   \n",
       "3                             Carmignac Euro-Entrepreneurs   \n",
       "4                                       Carmignac Sécurité   \n",
       "...                                                    ...   \n",
       "1088393             Carmignac Portfolio Inflation Solution   \n",
       "1088394             Carmignac Portfolio Inflation Solution   \n",
       "1088395  Carmignac S.A. SICAV - PART II UCI Private Eve...   \n",
       "1088396                 Carmignac Portfolio Tech Solutions   \n",
       "1088397                 Carmignac Portfolio Tech Solutions   \n",
       "\n",
       "        Product - Shareclass Type Product - Shareclass Currency  \\\n",
       "0                               A                           EUR   \n",
       "1                               A                           EUR   \n",
       "2                               A                           EUR   \n",
       "3                               A                           EUR   \n",
       "4                       AW & AW-R                           EUR   \n",
       "...                           ...                           ...   \n",
       "1088393                         F                           EUR   \n",
       "1088394                         A                           EUR   \n",
       "1088395                         A                           EUR   \n",
       "1088396                         A                           EUR   \n",
       "1088397                         F                           EUR   \n",
       "\n",
       "        Product - Isin Centralisation Date  Quantity - AUM  Value - AUM CCY  \\\n",
       "0         FR0010135103          2015-01-31       49094.915     3.242523e+07   \n",
       "1         FR0010147603          2015-01-31        1717.000     4.767422e+05   \n",
       "2         FR0010148981          2015-01-31        8254.870     9.862671e+06   \n",
       "3         FR0010149112          2015-01-31         278.923     7.664525e+04   \n",
       "4         FR0010149120          2015-01-31        1807.267     3.078318e+06   \n",
       "...                ...                 ...             ...              ...   \n",
       "1088393   LU2715954330          2025-10-31       81065.419     9.533293e+06   \n",
       "1088394   LU2715954504          2025-10-31        6853.363     7.978685e+05   \n",
       "1088395   LU2799473124          2025-10-31        4212.234     5.263608e+05   \n",
       "1088396   LU2809794220          2025-10-31       31469.523     4.438147e+06   \n",
       "1088397   LU2809794576          2025-10-31         554.301     7.871629e+04   \n",
       "\n",
       "         Value - AUM €  \n",
       "0         3.242523e+07  \n",
       "1         4.767422e+05  \n",
       "2         9.862671e+06  \n",
       "3         7.664525e+04  \n",
       "4         3.078318e+06  \n",
       "...                ...  \n",
       "1088393   9.533293e+06  \n",
       "1088394   7.978685e+05  \n",
       "1088395   5.263608e+05  \n",
       "1088396   4.438147e+06  \n",
       "1088397   7.871629e+04  \n",
       "\n",
       "[1088398 rows x 19 columns]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "PATH_AUM = \"s3://projet-bdc-carmignac-g3/paco/AUM_paths.csv\"\n",
    "df_aum = pd.read_csv(PATH_AUM, sep=\",\")\n",
    "df_aum"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "8be2ec30",
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "# =========================\n",
    "# PATHS PRINCIPAUX\n",
    "# =========================\n",
    "PATH_FLOWS = \"s3://projet-bdc-data/carmignac/Flows ENSAE V2 -20251105.csv\"\n",
    "PATH_NAV = \"s3://projet-bdc-data/carmignac/Data Modélisation/Nav/NAV_Bench_data.csv\"\n",
    "PATH_RATES = \"s3://projet-bdc-data/carmignac/Data Modélisation/market data/esterRates.csv\"\n",
    "\n",
    "# Optionnels\n",
    "PATH_COMP_FLOWS = \"s3://projet-bdc-data/carmignac/Data Modélisation/competitors/daily_estimated_flows.csv\"\n",
    "PATH_COMP_PERF = \"s3://projet-bdc-data/carmignac/Data Modélisation/competitors/weekly_perf_full.csv\"\n",
    "PATH_PEERS      = \"s3://projet-bdc-carmignac-g3/peers/CAD_peers.csv\"\n",
    "\n",
    "\n",
    "PATH_CARMIGNAC_PERF = None\n",
    "ADDITIONAL_PERF_PATHS = []"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "85f76368-fd8f-42fb-bb76-76e957bc221b",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>reg_used</th>\n",
       "      <th>Agreement - Code</th>\n",
       "      <th>Company - Id</th>\n",
       "      <th>Company - Ultimate Parent Id</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>Centralisation Date</th>\n",
       "      <th>Quantity - AUM</th>\n",
       "      <th>Value - AUM CCY</th>\n",
       "      <th>Value - AUM €</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1088396</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Tech Solutions</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Tech Solutions</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2809794220</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>31469.523</td>\n",
       "      <td>4.438147e+06</td>\n",
       "      <td>4.438147e+06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1088397</th>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>Private Client</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Tech Solutions</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Tech Solutions</td>\n",
       "      <td>F</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU2809794576</td>\n",
       "      <td>2025-10-31</td>\n",
       "      <td>554.301</td>\n",
       "      <td>7.871629e+04</td>\n",
       "      <td>7.871629e+04</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        Registrar Account - ID        reg_used Agreement - Code  \\\n",
       "1088396         Private Client  Private Client   Private Client   \n",
       "1088397         Private Client  Private Client   Private Client   \n",
       "\n",
       "           Company - Id Company - Ultimate Parent Id  \\\n",
       "1088396  Private Client               Private Client   \n",
       "1088397  Private Client               Private Client   \n",
       "\n",
       "        Registrar Account - Region RegistrarAccount - Country  \\\n",
       "1088396                     France                     France   \n",
       "1088397                     France                     France   \n",
       "\n",
       "        Product - Asset Type Product - Strategy Product - Legal Status  \\\n",
       "1088396               Equity     Tech Solutions                  SICAV   \n",
       "1088397               Equity     Tech Solutions                  SICAV   \n",
       "\n",
       "        Product - Is Dedie ?                      Product - Fund  \\\n",
       "1088396                   NO  Carmignac Portfolio Tech Solutions   \n",
       "1088397                   NO  Carmignac Portfolio Tech Solutions   \n",
       "\n",
       "        Product - Shareclass Type Product - Shareclass Currency  \\\n",
       "1088396                         A                           EUR   \n",
       "1088397                         F                           EUR   \n",
       "\n",
       "        Product - Isin Centralisation Date  Quantity - AUM  Value - AUM CCY  \\\n",
       "1088396   LU2809794220          2025-10-31       31469.523     4.438147e+06   \n",
       "1088397   LU2809794576          2025-10-31         554.301     7.871629e+04   \n",
       "\n",
       "         Value - AUM €  \n",
       "1088396   4.438147e+06  \n",
       "1088397   7.871629e+04  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_aum.columns #reg_orig comme cle de donnee\n",
    "df_aum = df_aum.rename(columns={\"reg_orig\": \"Registrar Account - ID\"})\n",
    "df_aum.tail(2)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "da4bd8b3",
   "metadata": {},
   "source": [
    "## 3. Fonctions utilitaires"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "929b77fb",
   "metadata": {},
   "outputs": [],
   "source": [
    "def first_existing_col(df, candidates):\n",
    "    if df is None:\n",
    "        return None\n",
    "    for c in candidates:\n",
    "        if c in df.columns:\n",
    "            return c\n",
    "    return None\n",
    "\n",
    "def normalize_month(s):\n",
    "    return pd.to_datetime(s, errors=\"coerce\").dt.to_period(\"M\").dt.to_timestamp()\n",
    "\n",
    "def robust_entropy(weights):\n",
    "    arr = np.asarray(weights, dtype=float)\n",
    "    arr = arr[np.isfinite(arr)]\n",
    "    arr = arr[arr > 0]\n",
    "    if len(arr) == 0:\n",
    "        return np.nan\n",
    "    p = arr / arr.sum()\n",
    "    return -(p * np.log(p + EPS)).sum()\n",
    "\n",
    "def herfindahl(weights):\n",
    "    arr = np.asarray(weights, dtype=float)\n",
    "    arr = arr[np.isfinite(arr)]\n",
    "    arr = arr[arr > 0]\n",
    "    if len(arr) == 0:\n",
    "        return np.nan\n",
    "    p = arr / arr.sum()\n",
    "    return np.sum(p ** 2)\n",
    "\n",
    "def compute_trend(y):\n",
    "    y = np.asarray(y, dtype=float)\n",
    "    if len(y) < 4:\n",
    "        return np.nan\n",
    "    x = np.arange(len(y)).reshape(-1, 1)\n",
    "    mask = np.isfinite(y)\n",
    "    if mask.sum() < 4:\n",
    "        return np.nan\n",
    "    reg = LinearRegression().fit(x[mask], y[mask])\n",
    "    return float(reg.coef_[0])\n",
    "\n",
    "def compute_beta(y, x):\n",
    "    y = np.asarray(y, dtype=float)\n",
    "    x = np.asarray(x, dtype=float)\n",
    "    mask = np.isfinite(y) & np.isfinite(x)\n",
    "    if mask.sum() < 4:\n",
    "        return np.nan\n",
    "    xv = x[mask].reshape(-1, 1)\n",
    "    reg = LinearRegression().fit(xv, y[mask])\n",
    "    return float(reg.coef_[0])\n",
    "\n",
    "def compute_corr(x, y):\n",
    "    x = pd.Series(x, dtype=float)\n",
    "    y = pd.Series(y, dtype=float)\n",
    "    ok = x.notna() & y.notna()\n",
    "    if ok.sum() < 4:\n",
    "        return np.nan\n",
    "    return x[ok].corr(y[ok])\n",
    "\n",
    "def safe_div(a, b):\n",
    "    return a / (b + EPS)\n",
    "\n",
    "\n",
    "def adaptive_floor(values, q=0.10, min_floor=1.0):\n",
    "    s = pd.to_numeric(pd.Series(values), errors=\"coerce\")\n",
    "    s = s[np.isfinite(s) & (s > 0)]\n",
    "    if len(s) == 0:\n",
    "        return float(min_floor)\n",
    "    return float(max(s.quantile(q), min_floor))\n",
    "\n",
    "def cluster_balance_summary(labels):\n",
    "    vc = pd.Series(labels).value_counts().sort_index()\n",
    "    n = int(vc.sum())\n",
    "    return {\n",
    "        \"n_clusters\": int(len(vc)),\n",
    "        \"min_cluster_size\": int(vc.min()),\n",
    "        \"max_cluster_size\": int(vc.max()),\n",
    "        \"dominant_cluster_share\": float(vc.max() / n) if n > 0 else np.nan,\n",
    "        \"singleton_clusters\": int((vc == 1).sum()),\n",
    "    }\n",
    "\n",
    "def diagnose_small_cluster_drivers(df, feature_cols, label_col=\"cluster_fund\", top_n=15):\n",
    "    if df is None or df.empty or label_col not in df.columns:\n",
    "        return pd.DataFrame()\n",
    "    vc = df[label_col].value_counts()\n",
    "    if vc.empty:\n",
    "        return pd.DataFrame()\n",
    "    small_cluster = vc.idxmin()\n",
    "    mask_small = df[label_col] == small_cluster\n",
    "    rows = []\n",
    "    for col in feature_cols:\n",
    "        if col not in df.columns:\n",
    "            continue\n",
    "        s = pd.to_numeric(df[col], errors=\"coerce\")\n",
    "        if s.notna().sum() < 4:\n",
    "            continue\n",
    "        small_med = s[mask_small].median()\n",
    "        rest_med = s[~mask_small].median()\n",
    "        q25 = s.quantile(0.25)\n",
    "        q75 = s.quantile(0.75)\n",
    "        iqr = q75 - q25\n",
    "        scale = iqr if pd.notna(iqr) and iqr > 0 else s.std()\n",
    "        if pd.isna(scale) or scale <= 0:\n",
    "            scale = 1.0\n",
    "        robust_gap = abs(small_med - rest_med) / (scale + EPS)\n",
    "        rows.append({\n",
    "            \"feature\": col,\n",
    "            \"small_cluster_label\": small_cluster,\n",
    "            \"small_cluster_size\": int(mask_small.sum()),\n",
    "            \"small_cluster_median\": small_med,\n",
    "            \"rest_median\": rest_med,\n",
    "            \"abs_gap\": abs(small_med - rest_med),\n",
    "            \"robust_gap_iqr\": robust_gap,\n",
    "            \"q99\": s.quantile(0.99),\n",
    "            \"max\": s.max(),\n",
    "        })\n",
    "    out = pd.DataFrame(rows)\n",
    "    if out.empty:\n",
    "        return out\n",
    "    return out.sort_values([\"robust_gap_iqr\", \"abs_gap\"], ascending=False).head(top_n).reset_index(drop=True)\n",
    "\n",
    "def add_reading_comment(diag_df):\n",
    "    if diag_df is None or diag_df.empty:\n",
    "        print(\"Aucun diagnostic disponible.\")\n",
    "        return\n",
    "    msg = []\n",
    "    if \"min_cluster_size\" in diag_df.columns:\n",
    "        min_min = pd.to_numeric(diag_df[\"min_cluster_size\"], errors=\"coerce\").min()\n",
    "        if pd.notna(min_min) and min_min <= 1:\n",
    "            msg.append(\"- Des singletons apparaissent : le clustering isole au moins un client extrême.\")\n",
    "    if {\"max_cluster_size\", \"n_clusters\"}.issubset(diag_df.columns):\n",
    "        pass\n",
    "    if \"dominant_cluster_share\" in diag_df.columns:\n",
    "        dom = pd.to_numeric(diag_df[\"dominant_cluster_share\"], errors=\"coerce\").max()\n",
    "        if pd.notna(dom) and dom > 0.8:\n",
    "            msg.append(\"- Un cluster domine très largement la population : la séparation est surtout masse principale vs outliers.\")\n",
    "    if \"silhouette\" in diag_df.columns:\n",
    "        sil = pd.to_numeric(diag_df[\"silhouette\"], errors=\"coerce\").max()\n",
    "        if pd.notna(sil) and sil > 0.9:\n",
    "            msg.append(\"- Une silhouette très élevée avec des singletons est souvent artificielle : elle récompense l'isolement d'outliers plus qu'une segmentation métier riche.\")\n",
    "    if not msg:\n",
    "        msg.append(\"- Les métriques ne signalent pas de déséquilibre extrême évident.\")\n",
    "    print(\"\\n\".join(msg))\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5479d218",
   "metadata": {},
   "source": [
    "## 4. Chargement des données"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "26ba7a06",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "flows: (2574461, 24)\n",
      "aum: (1088398, 19)\n",
      "nav: (623914, 5)\n",
      "rates: (2826, 2)\n",
      "comp_perf: (2370192, 5)\n",
      "peers: (31, 12)\n",
      "perf_carm: None\n"
     ]
    }
   ],
   "source": [
    "df_flows = pd.read_csv(PATH_FLOWS, sep=\";\")\n",
    "df_nav = pd.read_csv(PATH_NAV, sep=\";\")\n",
    "df_rates = pd.read_csv(PATH_RATES, sep=\";\")\n",
    "\n",
    "df_comp_flows = pd.read_csv(PATH_COMP_FLOWS, sep=\";\")\n",
    "df_comp_perf = pd.read_csv(PATH_COMP_PERF, sep=\";\")\n",
    "\n",
    "# parfois le fichier peers est séparé par |\n",
    "df_peers = pd.read_csv(PATH_PEERS, sep=\"|\")\n",
    "if df_peers is None:\n",
    "    df_peers = pd.read_csv(PATH_PEERS, sep=\";\")\n",
    "\n",
    "df_perf_carm = pd.read_csv(PATH_CARMIGNAC_PERF, sep=\";\") if PATH_CARMIGNAC_PERF else None\n",
    "\n",
    "extra_perf = []\n",
    "for p in ADDITIONAL_PERF_PATHS:\n",
    "    df_tmp = pd.read_csv(p, sep=\";\")\n",
    "    if df_tmp is not None:\n",
    "        extra_perf.append(df_tmp)\n",
    "\n",
    "print(\"flows:\", None if df_flows is None else df_flows.shape)\n",
    "print(\"aum:\", None if df_aum is None else df_aum.shape)\n",
    "print(\"nav:\", None if df_nav is None else df_nav.shape)\n",
    "print(\"rates:\", None if df_rates is None else df_rates.shape)\n",
    "print(\"comp_perf:\", None if df_comp_perf is None else df_comp_perf.shape)\n",
    "print(\"peers:\", None if df_peers is None else df_peers.shape)\n",
    "print(\"perf_carm:\", None if df_perf_carm is None else df_perf_carm.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c6890a35",
   "metadata": {},
   "source": [
    "## 5. Définition des colonnes-clés"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "b9ad4a32",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'ID_COL': 'Registrar Account - ID',\n",
       " 'ISIN_COL': 'Product - Isin',\n",
       " 'FLOW_DATE_COL': 'Centralisation Date',\n",
       " 'AUM_DATE_COL': 'Centralisation Date',\n",
       " 'NAV_DATE_COL': 'Dat',\n",
       " 'NAV_ISIN_COL': 'Isin',\n",
       " 'NAV_PRICE_COL': 'Price (TF PartPrice)',\n",
       " 'RATE_DATE_COL': 'Date',\n",
       " 'RATE_VAL_COL': 'Yld to Maturity',\n",
       " 'REGION_COL': 'Registrar Account - Region',\n",
       " 'COUNTRY_COL': 'RegistrarAccount - Country'}"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "ID_COL = \"Registrar Account - ID\"\n",
    "ISIN_COL = \"Product - Isin\"\n",
    "\n",
    "FLOW_DATE_COL = \"Centralisation Date\"\n",
    "AUM_DATE_COL = \"Centralisation Date\"\n",
    "\n",
    "FLOW_QTY_COL = \"Quantity - NetFlows\"\n",
    "FLOW_SUB_COL = \"Quantity - Subscription\"\n",
    "FLOW_RED_COL = \"Quantity - Redemption\"\n",
    "\n",
    "AUM_QTY_COL = \"Quantity - AUM\"\n",
    "AUM_VAL_COL = \"Value - AUM €\"\n",
    "\n",
    "REGION_COL = \"Registrar Account - Region\"\n",
    "COUNTRY_COL = \"RegistrarAccount - Country\"\n",
    "\n",
    "NAV_DATE_COL = \"Dat\"\n",
    "NAV_ISIN_COL = \"Isin\"\n",
    "NAV_PRICE_COL = \"Price (TF PartPrice)\"\n",
    "NAV_BENCH_COL = \"PriceBench\"\n",
    "\n",
    "RATE_DATE_COL = \"Date\"\n",
    "RATE_VAL_COL = \"Yld to Maturity\"\n",
    "\n",
    "display({\n",
    "    \"ID_COL\": ID_COL,\n",
    "    \"ISIN_COL\": ISIN_COL,\n",
    "    \"FLOW_DATE_COL\": FLOW_DATE_COL,\n",
    "    \"AUM_DATE_COL\": AUM_DATE_COL,\n",
    "    \"NAV_DATE_COL\": NAV_DATE_COL,\n",
    "    \"NAV_ISIN_COL\": NAV_ISIN_COL,\n",
    "    \"NAV_PRICE_COL\": NAV_PRICE_COL,\n",
    "    \"RATE_DATE_COL\": RATE_DATE_COL,\n",
    "    \"RATE_VAL_COL\": RATE_VAL_COL,\n",
    "    \"REGION_COL\": REGION_COL,\n",
    "    \"COUNTRY_COL\": COUNTRY_COL,\n",
    "})"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "901bed00",
   "metadata": {},
   "source": [
    "## 6. Préparation des dates et types"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "68a2e8e2",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Agreement - Code</th>\n",
       "      <th>Company - Id</th>\n",
       "      <th>Company - Ultimate Parent Id</th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>Centralisation Date</th>\n",
       "      <th>Quantity - Subscription</th>\n",
       "      <th>Quantity - Redemption</th>\n",
       "      <th>Quantity - NetFlows</th>\n",
       "      <th>Value Ccy - Subscription</th>\n",
       "      <th>Value Ccy - Redemption</th>\n",
       "      <th>Value Ccy - NetFlows</th>\n",
       "      <th>Value € - Subscription</th>\n",
       "      <th>Value € - Redemption</th>\n",
       "      <th>Value € - NetFlows</th>\n",
       "      <th>month</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>003</td>\n",
       "      <td>166</td>\n",
       "      <td>166</td>\n",
       "      <td>200127202</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Investissement</td>\n",
       "      <td>SICAV</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Portfolio Investissement</td>\n",
       "      <td>F</td>\n",
       "      <td>EUR</td>\n",
       "      <td>LU0992625839</td>\n",
       "      <td>2020-11-05</td>\n",
       "      <td>1636.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1636.00</td>\n",
       "      <td>280983.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>280983.00</td>\n",
       "      <td>280983.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>280983.00</td>\n",
       "      <td>2020-11-01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>003</td>\n",
       "      <td>166</td>\n",
       "      <td>166</td>\n",
       "      <td>406533</td>\n",
       "      <td>France</td>\n",
       "      <td>France</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-03-09</td>\n",
       "      <td>144.69</td>\n",
       "      <td>0.0</td>\n",
       "      <td>144.69</td>\n",
       "      <td>99985.13</td>\n",
       "      <td>0.0</td>\n",
       "      <td>99985.13</td>\n",
       "      <td>99985.13</td>\n",
       "      <td>0.0</td>\n",
       "      <td>99985.13</td>\n",
       "      <td>2015-03-01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Agreement - Code Company - Id Company - Ultimate Parent Id  \\\n",
       "0              003          166                          166   \n",
       "1              003          166                          166   \n",
       "\n",
       "  Registrar Account - ID Registrar Account - Region  \\\n",
       "0              200127202                     France   \n",
       "1                 406533                     France   \n",
       "\n",
       "  RegistrarAccount - Country Product - Asset Type Product - Strategy  \\\n",
       "0                     France               Equity     Investissement   \n",
       "1                     France          Diversified         Patrimoine   \n",
       "\n",
       "  Product - Legal Status Product - Is Dedie ?  \\\n",
       "0                  SICAV                   NO   \n",
       "1                    FCP                   NO   \n",
       "\n",
       "                       Product - Fund Product - Shareclass Type  \\\n",
       "0  Carmignac Portfolio Investissement                         F   \n",
       "1                Carmignac Patrimoine                         A   \n",
       "\n",
       "  Product - Shareclass Currency Product - Isin Centralisation Date  \\\n",
       "0                           EUR   LU0992625839          2020-11-05   \n",
       "1                           EUR   FR0010135103          2015-03-09   \n",
       "\n",
       "   Quantity - Subscription  Quantity - Redemption  Quantity - NetFlows  \\\n",
       "0                  1636.00                    0.0              1636.00   \n",
       "1                   144.69                    0.0               144.69   \n",
       "\n",
       "   Value Ccy - Subscription  Value Ccy - Redemption  Value Ccy - NetFlows  \\\n",
       "0                 280983.00                     0.0             280983.00   \n",
       "1                  99985.13                     0.0              99985.13   \n",
       "\n",
       "   Value € - Subscription  Value € - Redemption  Value € - NetFlows      month  \n",
       "0               280983.00                   0.0           280983.00 2020-11-01  \n",
       "1                99985.13                   0.0            99985.13 2015-03-01  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>reg_used</th>\n",
       "      <th>Agreement - Code</th>\n",
       "      <th>Company - Id</th>\n",
       "      <th>Company - Ultimate Parent Id</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>Centralisation Date</th>\n",
       "      <th>Quantity - AUM</th>\n",
       "      <th>Value - AUM CCY</th>\n",
       "      <th>Value - AUM €</th>\n",
       "      <th>month</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>49094.915</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>2015-01-01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>18872</td>\n",
       "      <td>L104</td>\n",
       "      <td>2257.0</td>\n",
       "      <td>33675.0</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Equity</td>\n",
       "      <td>Investissement Latitude</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Investissement Latitude</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>FR0010147603</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>1717.000</td>\n",
       "      <td>4.767422e+05</td>\n",
       "      <td>4.767422e+05</td>\n",
       "      <td>2015-01-01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID reg_used Agreement - Code Company - Id  \\\n",
       "0                  18872    18872             L104       2257.0   \n",
       "1                  18872    18872             L104       2257.0   \n",
       "\n",
       "  Company - Ultimate Parent Id Registrar Account - Region  \\\n",
       "0                      33675.0                Switzerland   \n",
       "1                      33675.0                Switzerland   \n",
       "\n",
       "  RegistrarAccount - Country Product - Asset Type       Product - Strategy  \\\n",
       "0                Switzerland          Diversified               Patrimoine   \n",
       "1                Switzerland               Equity  Investissement Latitude   \n",
       "\n",
       "  Product - Legal Status Product - Is Dedie ?  \\\n",
       "0                    FCP                   NO   \n",
       "1                    FCP                   NO   \n",
       "\n",
       "                      Product - Fund Product - Shareclass Type  \\\n",
       "0               Carmignac Patrimoine                         A   \n",
       "1  Carmignac Investissement Latitude                         A   \n",
       "\n",
       "  Product - Shareclass Currency Product - Isin Centralisation Date  \\\n",
       "0                           EUR   FR0010135103          2015-01-31   \n",
       "1                           EUR   FR0010147603          2015-01-31   \n",
       "\n",
       "   Quantity - AUM  Value - AUM CCY  Value - AUM €      month  \n",
       "0       49094.915     3.242523e+07   3.242523e+07 2015-01-01  \n",
       "1        1717.000     4.767422e+05   4.767422e+05 2015-01-01  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "\n",
    "for df, date_col in [\n",
    "    (df_flows, FLOW_DATE_COL),\n",
    "    (df_aum, AUM_DATE_COL),\n",
    "    (df_nav, NAV_DATE_COL),\n",
    "    (df_rates, RATE_DATE_COL),\n",
    "]:\n",
    "    if df is not None and date_col is not None and date_col in df.columns:\n",
    "        df[date_col] = pd.to_datetime(df[date_col], errors=\"coerce\")\n",
    "        df[\"month\"] = df[date_col].dt.to_period(\"M\").dt.to_timestamp()\n",
    "\n",
    "for df in [df_flows, df_aum]:\n",
    "    if df is not None:\n",
    "        df[ID_COL] = df[ID_COL].astype(str).str.strip()\n",
    "        df[ISIN_COL] = df[ISIN_COL].astype(str).str.strip()\n",
    "\n",
    "if df_nav is not None and NAV_ISIN_COL is not None:\n",
    "    df_nav[NAV_ISIN_COL] = df_nav[NAV_ISIN_COL].astype(str).str.strip()\n",
    "\n",
    "display(df_flows.head(2))\n",
    "display(df_aum.head(2))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8b073eb2",
   "metadata": {},
   "source": [
    "## 7. Sélection des 400+ gros comptes au 31/10/2025\n",
    "\n",
    "Conforme aux messages Carmignac :\n",
    "- on travaille à la date de référence **31/10/2025**\n",
    "- on exclut **Off Distribution** et **Private Clients**\n",
    "- on garde les comptes avec **AUM total ≥ 5 M€**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "049f4a35-5769-48db-8148-f057dddfbc44",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['Registrar Account - ID', 'reg_used', 'Agreement - Code',\n",
       "       'Company - Id', 'Company - Ultimate Parent Id',\n",
       "       'Registrar Account - Region', 'RegistrarAccount - Country',\n",
       "       'Product - Asset Type', 'Product - Strategy', 'Product - Legal Status',\n",
       "       'Product - Is Dedie ?', 'Product - Fund', 'Product - Shareclass Type',\n",
       "       'Product - Shareclass Currency', 'Product - Isin',\n",
       "       'Centralisation Date', 'Quantity - AUM', 'Value - AUM CCY',\n",
       "       'Value - AUM €', 'month'],\n",
       "      dtype='object')"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_aum.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "bb71018b",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Nombre de comptes >= 5M€ : 432\n",
      "Couverture encours : 100.0 %\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>aum_qty_total</th>\n",
       "      <th>aum_val_total</th>\n",
       "      <th>weight_31102025</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>419</th>\n",
       "      <td>420350</td>\n",
       "      <td>2626183.491</td>\n",
       "      <td>1.623308e+09</td>\n",
       "      <td>0.047517</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>355</th>\n",
       "      <td>364765</td>\n",
       "      <td>6715556.496</td>\n",
       "      <td>1.383209e+09</td>\n",
       "      <td>0.040489</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>160</th>\n",
       "      <td>200127454</td>\n",
       "      <td>4513772.201</td>\n",
       "      <td>8.784361e+08</td>\n",
       "      <td>0.025713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>352</th>\n",
       "      <td>312933</td>\n",
       "      <td>2728411.596</td>\n",
       "      <td>8.379604e+08</td>\n",
       "      <td>0.024529</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>200</th>\n",
       "      <td>200127809</td>\n",
       "      <td>3473162.647</td>\n",
       "      <td>8.342839e+08</td>\n",
       "      <td>0.024421</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>418</th>\n",
       "      <td>420259</td>\n",
       "      <td>3600860.888</td>\n",
       "      <td>8.296663e+08</td>\n",
       "      <td>0.024286</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>357</th>\n",
       "      <td>364907</td>\n",
       "      <td>2794302.254</td>\n",
       "      <td>8.151083e+08</td>\n",
       "      <td>0.023860</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>400</th>\n",
       "      <td>366441</td>\n",
       "      <td>1944206.261</td>\n",
       "      <td>7.707213e+08</td>\n",
       "      <td>0.022560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>358</th>\n",
       "      <td>364929</td>\n",
       "      <td>2135207.537</td>\n",
       "      <td>7.479766e+08</td>\n",
       "      <td>0.021895</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>381</th>\n",
       "      <td>365538</td>\n",
       "      <td>2695348.456</td>\n",
       "      <td>7.200408e+08</td>\n",
       "      <td>0.021077</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    Registrar Account - ID  aum_qty_total  aum_val_total  weight_31102025\n",
       "419                 420350    2626183.491   1.623308e+09         0.047517\n",
       "355                 364765    6715556.496   1.383209e+09         0.040489\n",
       "160              200127454    4513772.201   8.784361e+08         0.025713\n",
       "352                 312933    2728411.596   8.379604e+08         0.024529\n",
       "200              200127809    3473162.647   8.342839e+08         0.024421\n",
       "418                 420259    3600860.888   8.296663e+08         0.024286\n",
       "357                 364907    2794302.254   8.151083e+08         0.023860\n",
       "400                 366441    1944206.261   7.707213e+08         0.022560\n",
       "358                 364929    2135207.537   7.479766e+08         0.021895\n",
       "381                 365538    2695348.456   7.200408e+08         0.021077"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "\n",
    "TARGET_DATE = pd.Timestamp(\"2025-10-01\")\n",
    "EXCLUDED_IDS = [\"Off Distribution\", \"Private Clients\"]\n",
    "AUM_THRESHOLD_EUR = 5_000_000\n",
    "\n",
    "df_top_accounts = (\n",
    "    df_aum[\n",
    "        (df_aum[\"month\"] == TARGET_DATE) &\n",
    "        (~df_aum[ID_COL].isin(EXCLUDED_IDS))\n",
    "    ]\n",
    "    .groupby(ID_COL, as_index=False)\n",
    "    .agg(\n",
    "        aum_qty_total=(AUM_QTY_COL, \"sum\"),\n",
    "        aum_val_total=(AUM_VAL_COL, \"sum\"),\n",
    "    )\n",
    "    .sort_values(\"aum_val_total\", ascending=False)\n",
    ")\n",
    "\n",
    "df_top_accounts[\"weight_31102025\"] = df_top_accounts[\"aum_val_total\"] / df_top_accounts[\"aum_val_total\"].sum()\n",
    "\n",
    "top_accounts = df_top_accounts[df_top_accounts[\"aum_val_total\"] >= AUM_THRESHOLD_EUR].copy()\n",
    "TOP_IDS = set(top_accounts[ID_COL].tolist())\n",
    "\n",
    "print(\"Nombre de comptes >= 5M€ :\", len(TOP_IDS))\n",
    "print(\"Couverture encours :\", round(top_accounts[\"aum_val_total\"].sum() / df_top_accounts[\"aum_val_total\"].sum() * 100, 2), \"%\")\n",
    "display(top_accounts.head(10))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "06fcabb4",
   "metadata": {},
   "source": [
    "## 8. Filtrage des données sur les 400+ gros comptes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "98e51fed",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "df_flows: (1501724, 25)\n",
      "df_aum: (1088398, 20)\n",
      "Nb comptes flows: 427\n",
      "Nb comptes aum: 432\n"
     ]
    }
   ],
   "source": [
    "\n",
    "df_flows = df_flows[df_flows[ID_COL].isin(TOP_IDS)].copy()\n",
    "df_aum = df_aum[df_aum[ID_COL].isin(TOP_IDS)].copy()\n",
    "\n",
    "print(\"df_flows:\", df_flows.shape)\n",
    "print(\"df_aum:\", df_aum.shape)\n",
    "print(\"Nb comptes flows:\", df_flows[ID_COL].nunique())\n",
    "print(\"Nb comptes aum:\", df_aum[ID_COL].nunique())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "cdfa3b92-286c-40c3-aac8-f7972be9d5ca",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Nb comptes AUM : 432\n",
      "Nb comptes flows : 427\n",
      "Intersection : 427\n",
      "AUM seulement : 5\n",
      "Flows seulement : 0\n",
      "Exemples AUM seulement : ['200142554', '200139346', '200131477', '200127798', '200130743']\n",
      "Exemples Flows seulement : []\n"
     ]
    }
   ],
   "source": [
    "aum_ids = set(df_aum[\"Registrar Account - ID\"].dropna().unique())\n",
    "flow_ids = set(df_flows[\"Registrar Account - ID\"].dropna().unique())\n",
    "\n",
    "print(\"Nb comptes AUM :\", len(aum_ids))\n",
    "print(\"Nb comptes flows :\", len(flow_ids))\n",
    "print(\"Intersection :\", len(aum_ids & flow_ids))\n",
    "print(\"AUM seulement :\", len(aum_ids - flow_ids))\n",
    "print(\"Flows seulement :\", len(flow_ids - aum_ids))\n",
    "\n",
    "print(\"Exemples AUM seulement :\", list(aum_ids - flow_ids)[:10])\n",
    "print(\"Exemples Flows seulement :\", list(flow_ids - aum_ids)[:10])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "fefe8a12-a98f-4220-bfbe-c0f2cd6d4ff2",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "df_flows columns: Index(['Agreement - Code', 'Company - Id', 'Company - Ultimate Parent Id',\n",
      "       'Registrar Account - ID', 'Registrar Account - Region',\n",
      "       'RegistrarAccount - Country', 'Product - Asset Type',\n",
      "       'Product - Strategy', 'Product - Legal Status', 'Product - Is Dedie ?',\n",
      "       'Product - Fund', 'Product - Shareclass Type',\n",
      "       'Product - Shareclass Currency', 'Product - Isin',\n",
      "       'Centralisation Date', 'Quantity - Subscription',\n",
      "       'Quantity - Redemption', 'Quantity - NetFlows',\n",
      "       'Value Ccy - Subscription', 'Value Ccy - Redemption',\n",
      "       'Value Ccy - NetFlows', 'Value € - Subscription',\n",
      "       'Value € - Redemption', 'Value € - NetFlows', 'month'],\n",
      "      dtype='object')\n",
      "df_aum columns: Index(['Registrar Account - ID', 'reg_used', 'Agreement - Code',\n",
      "       'Company - Id', 'Company - Ultimate Parent Id',\n",
      "       'Registrar Account - Region', 'RegistrarAccount - Country',\n",
      "       'Product - Asset Type', 'Product - Strategy', 'Product - Legal Status',\n",
      "       'Product - Is Dedie ?', 'Product - Fund', 'Product - Shareclass Type',\n",
      "       'Product - Shareclass Currency', 'Product - Isin',\n",
      "       'Centralisation Date', 'Quantity - AUM', 'Value - AUM CCY',\n",
      "       'Value - AUM €', 'month'],\n",
      "      dtype='object')\n"
     ]
    }
   ],
   "source": [
    "print(\"df_flows columns:\", df_flows.columns)\n",
    "print(\"df_aum columns:\", df_aum.columns)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "94d7c460",
   "metadata": {},
   "source": [
    "## 9. Base fine mensuelle flows : `client × ISIN × month`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "4ac20a75-bf00-4f61-b0ec-d1c18d4fa665",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<style scoped>\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>column</th>\n",
       "      <th>n_groups_observed</th>\n",
       "      <th>pct_groups_1_value</th>\n",
       "      <th>pct_groups_gt1_value</th>\n",
       "      <th>max_n_unique</th>\n",
       "      <th>mean_n_unique</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Centralisation Date</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.323591</td>\n",
       "      <td>0.676409</td>\n",
       "      <td>23</td>\n",
       "      <td>5.443382</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Value € - NetFlows</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.323888</td>\n",
       "      <td>0.676112</td>\n",
       "      <td>37</td>\n",
       "      <td>5.435386</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Value Ccy - NetFlows</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.323902</td>\n",
       "      <td>0.676098</td>\n",
       "      <td>37</td>\n",
       "      <td>5.435190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Quantity - NetFlows</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.325879</td>\n",
       "      <td>0.674121</td>\n",
       "      <td>37</td>\n",
       "      <td>5.361130</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Value € - Redemption</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.409785</td>\n",
       "      <td>0.590215</td>\n",
       "      <td>34</td>\n",
       "      <td>4.152294</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>Value Ccy - Redemption</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.409788</td>\n",
       "      <td>0.590212</td>\n",
       "      <td>34</td>\n",
       "      <td>4.152120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>Quantity - Redemption</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.410916</td>\n",
       "      <td>0.589084</td>\n",
       "      <td>34</td>\n",
       "      <td>4.090861</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Value € - Subscription</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.443324</td>\n",
       "      <td>0.556676</td>\n",
       "      <td>31</td>\n",
       "      <td>3.716030</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>Value Ccy - Subscription</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.443335</td>\n",
       "      <td>0.556665</td>\n",
       "      <td>31</td>\n",
       "      <td>3.715904</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>Quantity - Subscription</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.444307</td>\n",
       "      <td>0.555693</td>\n",
       "      <td>30</td>\n",
       "      <td>3.667652</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>Company - Id</td>\n",
       "      <td>275440</td>\n",
       "      <td>0.615590</td>\n",
       "      <td>0.384410</td>\n",
       "      <td>3</td>\n",
       "      <td>1.384432</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>Company - Ultimate Parent Id</td>\n",
       "      <td>275440</td>\n",
       "      <td>0.615600</td>\n",
       "      <td>0.384400</td>\n",
       "      <td>2</td>\n",
       "      <td>1.384400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>Registrar Account - Region</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.999307</td>\n",
       "      <td>0.000693</td>\n",
       "      <td>2</td>\n",
       "      <td>1.000693</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>RegistrarAccount - Country</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.999307</td>\n",
       "      <td>0.000693</td>\n",
       "      <td>2</td>\n",
       "      <td>1.000693</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>Agreement - Code</td>\n",
       "      <td>275762</td>\n",
       "      <td>0.999888</td>\n",
       "      <td>0.000112</td>\n",
       "      <td>2</td>\n",
       "      <td>1.000112</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>Product - Asset Type</td>\n",
       "      <td>275529</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>Product - Strategy</td>\n",
       "      <td>275761</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>Product - Legal Status</td>\n",
       "      <td>275762</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>Product - Is Dedie ?</td>\n",
       "      <td>275762</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>Product - Fund</td>\n",
       "      <td>275762</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>Product - Shareclass Type</td>\n",
       "      <td>275762</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>Product - Shareclass Currency</td>\n",
       "      <td>275762</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           column  n_groups_observed  pct_groups_1_value  \\\n",
       "0             Centralisation Date             275762            0.323591   \n",
       "1              Value € - NetFlows             275762            0.323888   \n",
       "2            Value Ccy - NetFlows             275762            0.323902   \n",
       "3             Quantity - NetFlows             275762            0.325879   \n",
       "4            Value € - Redemption             275762            0.409785   \n",
       "5          Value Ccy - Redemption             275762            0.409788   \n",
       "6           Quantity - Redemption             275762            0.410916   \n",
       "7          Value € - Subscription             275762            0.443324   \n",
       "8        Value Ccy - Subscription             275762            0.443335   \n",
       "9         Quantity - Subscription             275762            0.444307   \n",
       "10                   Company - Id             275440            0.615590   \n",
       "11   Company - Ultimate Parent Id             275440            0.615600   \n",
       "12     Registrar Account - Region             275762            0.999307   \n",
       "13     RegistrarAccount - Country             275762            0.999307   \n",
       "14               Agreement - Code             275762            0.999888   \n",
       "15           Product - Asset Type             275529            1.000000   \n",
       "16             Product - Strategy             275761            1.000000   \n",
       "17         Product - Legal Status             275762            1.000000   \n",
       "18           Product - Is Dedie ?             275762            1.000000   \n",
       "19                 Product - Fund             275762            1.000000   \n",
       "20      Product - Shareclass Type             275762            1.000000   \n",
       "21  Product - Shareclass Currency             275762            1.000000   \n",
       "\n",
       "    pct_groups_gt1_value  max_n_unique  mean_n_unique  \n",
       "0               0.676409            23       5.443382  \n",
       "1               0.676112            37       5.435386  \n",
       "2               0.676098            37       5.435190  \n",
       "3               0.674121            37       5.361130  \n",
       "4               0.590215            34       4.152294  \n",
       "5               0.590212            34       4.152120  \n",
       "6               0.589084            34       4.090861  \n",
       "7               0.556676            31       3.716030  \n",
       "8               0.556665            31       3.715904  \n",
       "9               0.555693            30       3.667652  \n",
       "10              0.384410             3       1.384432  \n",
       "11              0.384400             2       1.384400  \n",
       "12              0.000693             2       1.000693  \n",
       "13              0.000693             2       1.000693  \n",
       "14              0.000112             2       1.000112  \n",
       "15              0.000000             1       1.000000  \n",
       "16              0.000000             1       1.000000  \n",
       "17              0.000000             1       1.000000  \n",
       "18              0.000000             1       1.000000  \n",
       "19              0.000000             1       1.000000  \n",
       "20              0.000000             1       1.000000  \n",
       "21              0.000000             1       1.000000  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# DIAGNOSTIC RAPIDE D'AGREGATION - DF_FLOWS\n",
    "# Pour chaque colonne, on regarde combien de valeurs distinctes\n",
    "#prend dans chaque groupe client x ISIN x mois\n",
    "# ============================================================\n",
    "\n",
    "KEYS = [ID_COL, ISIN_COL, \"month\"]\n",
    "df_flows_diag_base = df_flows.dropna(subset=KEYS).copy()\n",
    "flow_cols_to_check = [c for c in df_flows_diag_base.columns if c not in KEYS]\n",
    "flow_summary_rows = []\n",
    "\n",
    "for col in flow_cols_to_check:\n",
    "    s = df_flows_diag_base[col]\n",
    "    # on enlève juste les NA pour cette colonne\n",
    "    tmp = df_flows_diag_base.loc[s.notna(), KEYS + [col]].copy()\n",
    "    # optionnel : nettoyer les strings seulement si la colonne est texte\n",
    "    if tmp[col].dtype == \"object\":\n",
    "        tmp[col] = tmp[col].astype(str).str.strip()\n",
    "        tmp = tmp[tmp[col] != \"\"]\n",
    "\n",
    "    # nb de valeurs distinctes dans chaque groupe\n",
    "    nun = tmp.groupby(KEYS)[col].nunique()\n",
    "    flow_summary_rows.append({\n",
    "        \"column\": col,\n",
    "        \"n_groups_observed\": int(nun.shape[0]),\n",
    "        \"pct_groups_1_value\": float((nun == 1).mean()) if len(nun) else np.nan,\n",
    "        \"pct_groups_gt1_value\": float((nun > 1).mean()) if len(nun) else np.nan,\n",
    "        \"max_n_unique\": int(nun.max()) if len(nun) else np.nan,\n",
    "        \"mean_n_unique\": float(nun.mean()) if len(nun) else np.nan,\n",
    "    })\n",
    "\n",
    "flow_agg_summary = (\n",
    "    pd.DataFrame(flow_summary_rows)\n",
    "    .sort_values([\"pct_groups_gt1_value\", \"max_n_unique\"], ascending=[False, False])\n",
    "    .reset_index(drop=True)\n",
    ")\n",
    "\n",
    "display(flow_agg_summary)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "8cd2d9d3-5ced-44f5-af20-7f501435a43f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>column</th>\n",
       "      <th>n_groups_observed</th>\n",
       "      <th>pct_groups_1_value</th>\n",
       "      <th>pct_groups_gt1_value</th>\n",
       "      <th>max_n_unique</th>\n",
       "      <th>mean_n_unique</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>RegistrarAccount - Country</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.936354</td>\n",
       "      <td>0.063646</td>\n",
       "      <td>10</td>\n",
       "      <td>1.125696</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Registrar Account - Region</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.936976</td>\n",
       "      <td>0.063024</td>\n",
       "      <td>9</td>\n",
       "      <td>1.115268</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Quantity - AUM</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.940144</td>\n",
       "      <td>0.059856</td>\n",
       "      <td>10</td>\n",
       "      <td>1.090657</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Value - AUM CCY</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.940171</td>\n",
       "      <td>0.059829</td>\n",
       "      <td>10</td>\n",
       "      <td>1.090631</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Value - AUM €</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.940171</td>\n",
       "      <td>0.059829</td>\n",
       "      <td>10</td>\n",
       "      <td>1.090631</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>Agreement - Code</td>\n",
       "      <td>955241</td>\n",
       "      <td>0.983530</td>\n",
       "      <td>0.016470</td>\n",
       "      <td>2</td>\n",
       "      <td>1.016470</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>Company - Id</td>\n",
       "      <td>954372</td>\n",
       "      <td>0.983682</td>\n",
       "      <td>0.016318</td>\n",
       "      <td>3</td>\n",
       "      <td>1.016322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Company - Ultimate Parent Id</td>\n",
       "      <td>954372</td>\n",
       "      <td>0.984164</td>\n",
       "      <td>0.015836</td>\n",
       "      <td>3</td>\n",
       "      <td>1.015840</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>reg_used</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>Product - Asset Type</td>\n",
       "      <td>934524</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>Product - Strategy</td>\n",
       "      <td>955210</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>Product - Legal Status</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>Product - Is Dedie ?</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>Product - Fund</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>Product - Shareclass Type</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>Product - Shareclass Currency</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>Centralisation Date</td>\n",
       "      <td>955241</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           column  n_groups_observed  pct_groups_1_value  \\\n",
       "0      RegistrarAccount - Country             955241            0.936354   \n",
       "1      Registrar Account - Region             955241            0.936976   \n",
       "2                  Quantity - AUM             955241            0.940144   \n",
       "3                 Value - AUM CCY             955241            0.940171   \n",
       "4                   Value - AUM €             955241            0.940171   \n",
       "5                Agreement - Code             955241            0.983530   \n",
       "6                    Company - Id             954372            0.983682   \n",
       "7    Company - Ultimate Parent Id             954372            0.984164   \n",
       "8                        reg_used             955241            1.000000   \n",
       "9            Product - Asset Type             934524            1.000000   \n",
       "10             Product - Strategy             955210            1.000000   \n",
       "11         Product - Legal Status             955241            1.000000   \n",
       "12           Product - Is Dedie ?             955241            1.000000   \n",
       "13                 Product - Fund             955241            1.000000   \n",
       "14      Product - Shareclass Type             955241            1.000000   \n",
       "15  Product - Shareclass Currency             955241            1.000000   \n",
       "16            Centralisation Date             955241            1.000000   \n",
       "\n",
       "    pct_groups_gt1_value  max_n_unique  mean_n_unique  \n",
       "0               0.063646            10       1.125696  \n",
       "1               0.063024             9       1.115268  \n",
       "2               0.059856            10       1.090657  \n",
       "3               0.059829            10       1.090631  \n",
       "4               0.059829            10       1.090631  \n",
       "5               0.016470             2       1.016470  \n",
       "6               0.016318             3       1.016322  \n",
       "7               0.015836             3       1.015840  \n",
       "8               0.000000             1       1.000000  \n",
       "9               0.000000             1       1.000000  \n",
       "10              0.000000             1       1.000000  \n",
       "11              0.000000             1       1.000000  \n",
       "12              0.000000             1       1.000000  \n",
       "13              0.000000             1       1.000000  \n",
       "14              0.000000             1       1.000000  \n",
       "15              0.000000             1       1.000000  \n",
       "16              0.000000             1       1.000000  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# DIAGNOSTIC RAPIDE D'AGREGATION - DF_AUM\n",
    "# Pour chaque colonne, on regarde combien de valeurs distinctes\n",
    "#  prend dans chaque groupe client x ISIN x mois\n",
    "# ============================================================\n",
    "\n",
    "KEYS = [ID_COL, ISIN_COL, \"month\"]\n",
    "\n",
    "df_aum_diag_base = df_aum.dropna(subset=KEYS).copy()\n",
    "\n",
    "aum_cols_to_check = [c for c in df_aum_diag_base.columns if c not in KEYS]\n",
    "\n",
    "aum_summary_rows = []\n",
    "\n",
    "for col in aum_cols_to_check:\n",
    "    s = df_aum_diag_base[col]\n",
    "\n",
    "    # on enlève les NA pour cette colonne\n",
    "    tmp = df_aum_diag_base.loc[s.notna(), KEYS + [col]].copy()\n",
    "\n",
    "    # nettoyage léger si texte\n",
    "    if tmp[col].dtype == \"object\":\n",
    "        tmp[col] = tmp[col].astype(str).str.strip()\n",
    "        tmp = tmp[tmp[col] != \"\"]\n",
    "\n",
    "    # nb de valeurs distinctes dans chaque groupe\n",
    "    nun = tmp.groupby(KEYS)[col].nunique()\n",
    "\n",
    "    aum_summary_rows.append({\n",
    "        \"column\": col,\n",
    "        \"n_groups_observed\": int(nun.shape[0]),\n",
    "        \"pct_groups_1_value\": float((nun == 1).mean()) if len(nun) else np.nan,\n",
    "        \"pct_groups_gt1_value\": float((nun > 1).mean()) if len(nun) else np.nan,\n",
    "        \"max_n_unique\": int(nun.max()) if len(nun) else np.nan,\n",
    "        \"mean_n_unique\": float(nun.mean()) if len(nun) else np.nan,\n",
    "    })\n",
    "\n",
    "aum_agg_summary = (\n",
    "    pd.DataFrame(aum_summary_rows)\n",
    "    .sort_values([\"pct_groups_gt1_value\", \"max_n_unique\"], ascending=[False, False])\n",
    "    .reset_index(drop=True)\n",
    ")\n",
    "\n",
    "display(aum_agg_summary)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "bc0e24e1-162a-48e8-9486-6494e762ae26",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "cba5b9bf",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>net_flow_qty</th>\n",
       "      <th>gross_flow_qty</th>\n",
       "      <th>sub_qty</th>\n",
       "      <th>red_qty</th>\n",
       "      <th>n_tx</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-01</td>\n",
       "      <td>673.990</td>\n",
       "      <td>1045.99</td>\n",
       "      <td>859.990</td>\n",
       "      <td>-186.000</td>\n",
       "      <td>9</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-02-01</td>\n",
       "      <td>988.000</td>\n",
       "      <td>1712.00</td>\n",
       "      <td>1350.000</td>\n",
       "      <td>-362.000</td>\n",
       "      <td>12</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-03-01</td>\n",
       "      <td>9.710</td>\n",
       "      <td>1561.71</td>\n",
       "      <td>785.710</td>\n",
       "      <td>-776.000</td>\n",
       "      <td>12</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>-123.234</td>\n",
       "      <td>1830.19</td>\n",
       "      <td>853.478</td>\n",
       "      <td>-976.712</td>\n",
       "      <td>11</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-05-01</td>\n",
       "      <td>121.000</td>\n",
       "      <td>529.00</td>\n",
       "      <td>325.000</td>\n",
       "      <td>-204.000</td>\n",
       "      <td>6</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID Product - Isin      month  net_flow_qty  \\\n",
       "0                  18872   FR0010135103 2015-01-01       673.990   \n",
       "1                  18872   FR0010135103 2015-02-01       988.000   \n",
       "2                  18872   FR0010135103 2015-03-01         9.710   \n",
       "3                  18872   FR0010135103 2015-04-01      -123.234   \n",
       "4                  18872   FR0010135103 2015-05-01       121.000   \n",
       "\n",
       "   gross_flow_qty   sub_qty  red_qty  n_tx Product - Asset Type  \\\n",
       "0         1045.99   859.990 -186.000     9          Diversified   \n",
       "1         1712.00  1350.000 -362.000    12          Diversified   \n",
       "2         1561.71   785.710 -776.000    12          Diversified   \n",
       "3         1830.19   853.478 -976.712    11          Diversified   \n",
       "4          529.00   325.000 -204.000     6          Diversified   \n",
       "\n",
       "  Product - Strategy Product - Legal Status Product - Is Dedie ?  \\\n",
       "0         Patrimoine                    FCP                   NO   \n",
       "1         Patrimoine                    FCP                   NO   \n",
       "2         Patrimoine                    FCP                   NO   \n",
       "3         Patrimoine                    FCP                   NO   \n",
       "4         Patrimoine                    FCP                   NO   \n",
       "\n",
       "         Product - Fund Product - Shareclass Type  \\\n",
       "0  Carmignac Patrimoine                         A   \n",
       "1  Carmignac Patrimoine                         A   \n",
       "2  Carmignac Patrimoine                         A   \n",
       "3  Carmignac Patrimoine                         A   \n",
       "4  Carmignac Patrimoine                         A   \n",
       "\n",
       "  Product - Shareclass Currency  \n",
       "0                           EUR  \n",
       "1                           EUR  \n",
       "2                           EUR  \n",
       "3                           EUR  \n",
       "4                           EUR  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(275762, 15)\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# DF_FLOWS_MENSUEL : 1 client x 1 ISIN x 1 mois\n",
    "# ============================================================\n",
    "\n",
    "KEYS = [ID_COL, ISIN_COL, \"month\"]\n",
    "\n",
    "df_flows_clean = df_flows.dropna(subset=KEYS).copy()\n",
    "\n",
    "# -------------------------\n",
    "# NUMERIC FLOWS\n",
    "# -------------------------\n",
    "df_flows_clean[\"net_flow_qty\"] = pd.to_numeric(df_flows_clean[FLOW_QTY_COL], errors=\"coerce\").fillna(0.0)\n",
    "df_flows_clean[\"sub_qty\"] = pd.to_numeric(df_flows_clean[FLOW_SUB_COL], errors=\"coerce\").fillna(0.0)\n",
    "df_flows_clean[\"red_qty\"] = pd.to_numeric(df_flows_clean[FLOW_RED_COL], errors=\"coerce\").fillna(0.0)\n",
    "\n",
    "df_flows_clean[\"gross_flow_qty\"] = df_flows_clean[\"sub_qty\"].abs() + df_flows_clean[\"red_qty\"].abs()\n",
    "\n",
    "# -------------------------\n",
    "# COLONNES PRODUIT STABLES\n",
    "# -------------------------\n",
    "product_cols = [\n",
    "    \"Product - Asset Type\",\n",
    "    \"Product - Strategy\",\n",
    "    \"Product - Legal Status\",\n",
    "    \"Product - Is Dedie ?\",\n",
    "    \"Product - Fund\",\n",
    "    \"Product - Shareclass Type\",\n",
    "    \"Product - Shareclass Currency\",\n",
    "]\n",
    "\n",
    "# -------------------------\n",
    "# AGGREGATION\n",
    "# -------------------------\n",
    "agg_dict = {\n",
    "    \"net_flow_qty\": (\"net_flow_qty\", \"sum\"),\n",
    "    \"gross_flow_qty\": (\"gross_flow_qty\", \"sum\"),\n",
    "    \"sub_qty\": (\"sub_qty\", \"sum\"),\n",
    "    \"red_qty\": (\"red_qty\", \"sum\"),\n",
    "    \"n_tx\": (FLOW_QTY_COL, \"size\"),\n",
    "}\n",
    "\n",
    "# ajouter produit en \"first\"\n",
    "for col in product_cols:\n",
    "    if col in df_flows_clean.columns:\n",
    "        agg_dict[col] = (col, \"first\")\n",
    "\n",
    "# -------------------------\n",
    "# GROUPBY FINAL\n",
    "# -------------------------\n",
    "df_flows_m = (\n",
    "    df_flows_clean\n",
    "    .groupby(KEYS, as_index=False)\n",
    "    .agg(**agg_dict)\n",
    ")\n",
    "\n",
    "display(df_flows_m.head())\n",
    "print(df_flows_m.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "94621000",
   "metadata": {},
   "source": [
    "## 10. Base fine mensuelle AUM : `client × ISIN × month`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "b46d886b",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>aum_qty</th>\n",
       "      <th>aum_val</th>\n",
       "      <th>Product - Asset Type</th>\n",
       "      <th>Product - Strategy</th>\n",
       "      <th>Product - Legal Status</th>\n",
       "      <th>Product - Is Dedie ?</th>\n",
       "      <th>Product - Fund</th>\n",
       "      <th>Product - Shareclass Type</th>\n",
       "      <th>Product - Shareclass Currency</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-01</td>\n",
       "      <td>49094.915</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-02-01</td>\n",
       "      <td>49797.915</td>\n",
       "      <td>3.368032e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-03-01</td>\n",
       "      <td>50302.627</td>\n",
       "      <td>3.505691e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>50219.393</td>\n",
       "      <td>3.452433e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-05-01</td>\n",
       "      <td>53685.393</td>\n",
       "      <td>3.699729e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID Product - Isin      month    aum_qty       aum_val  \\\n",
       "0                  18872   FR0010135103 2015-01-01  49094.915  3.242523e+07   \n",
       "1                  18872   FR0010135103 2015-02-01  49797.915  3.368032e+07   \n",
       "2                  18872   FR0010135103 2015-03-01  50302.627  3.505691e+07   \n",
       "3                  18872   FR0010135103 2015-04-01  50219.393  3.452433e+07   \n",
       "4                  18872   FR0010135103 2015-05-01  53685.393  3.699729e+07   \n",
       "\n",
       "  Product - Asset Type Product - Strategy Product - Legal Status  \\\n",
       "0          Diversified         Patrimoine                    FCP   \n",
       "1          Diversified         Patrimoine                    FCP   \n",
       "2          Diversified         Patrimoine                    FCP   \n",
       "3          Diversified         Patrimoine                    FCP   \n",
       "4          Diversified         Patrimoine                    FCP   \n",
       "\n",
       "  Product - Is Dedie ?        Product - Fund Product - Shareclass Type  \\\n",
       "0                   NO  Carmignac Patrimoine                         A   \n",
       "1                   NO  Carmignac Patrimoine                         A   \n",
       "2                   NO  Carmignac Patrimoine                         A   \n",
       "3                   NO  Carmignac Patrimoine                         A   \n",
       "4                   NO  Carmignac Patrimoine                         A   \n",
       "\n",
       "  Product - Shareclass Currency Registrar Account - Region  \\\n",
       "0                           EUR                Switzerland   \n",
       "1                           EUR                Switzerland   \n",
       "2                           EUR                Switzerland   \n",
       "3                           EUR                Switzerland   \n",
       "4                           EUR                Switzerland   \n",
       "\n",
       "  RegistrarAccount - Country  \n",
       "0                Switzerland  \n",
       "1                Switzerland  \n",
       "2                Switzerland  \n",
       "3                Switzerland  \n",
       "4                Switzerland  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(955241, 14)\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# DF_AUM_MENSUEL : 1 client x 1 ISIN x 1 mois\n",
    "# ============================================================\n",
    "\n",
    "df_aum_clean = df_aum.dropna(subset=KEYS).copy()\n",
    "\n",
    "# conversion\n",
    "df_aum_clean[\"aum_qty\"] = pd.to_numeric(df_aum_clean[AUM_QTY_COL], errors=\"coerce\")\n",
    "df_aum_clean[\"aum_val\"] = pd.to_numeric(df_aum_clean[AUM_VAL_COL], errors=\"coerce\")\n",
    "\n",
    "# -------------------------\n",
    "# AGGREGATION\n",
    "# -------------------------\n",
    "agg_dict_aum = {\n",
    "    \"aum_qty\": (\"aum_qty\", \"last\"),  # très important\n",
    "    \"aum_val\": (\"aum_val\", \"last\"),\n",
    "}\n",
    "\n",
    "# colonnes produit (stables)\n",
    "for col in product_cols:\n",
    "    if col in df_aum_clean.columns:\n",
    "        agg_dict_aum[col] = (col, \"first\")\n",
    "\n",
    "# region / country (quasi stable)\n",
    "for col in [REGION_COL, COUNTRY_COL]:\n",
    "    if col in df_aum_clean.columns:\n",
    "        agg_dict_aum[col] = (col, \"first\")\n",
    "\n",
    "# -------------------------\n",
    "# GROUPBY\n",
    "# -------------------------\n",
    "df_aum_m = (\n",
    "    df_aum_clean\n",
    "    .sort_values(AUM_DATE_COL)\n",
    "    .groupby(KEYS, as_index=False)\n",
    "    .agg(**agg_dict_aum)\n",
    ")\n",
    "\n",
    "display(df_aum_m.head())\n",
    "print(df_aum_m.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8576701e",
   "metadata": {},
   "source": [
    "## 11. Fusion flows + AUM : table centrale `df_rel_m`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "6120b573",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    }\n",
       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>aum_qty</th>\n",
       "      <th>aum_val</th>\n",
       "      <th>Product - Asset Type_x</th>\n",
       "      <th>Product - Strategy_x</th>\n",
       "      <th>Product - Legal Status_x</th>\n",
       "      <th>Product - Is Dedie ?_x</th>\n",
       "      <th>Product - Fund_x</th>\n",
       "      <th>Product - Shareclass Type_x</th>\n",
       "      <th>Product - Shareclass Currency_x</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>net_flow_qty</th>\n",
       "      <th>gross_flow_qty</th>\n",
       "      <th>sub_qty</th>\n",
       "      <th>red_qty</th>\n",
       "      <th>n_tx</th>\n",
       "      <th>Product - Asset Type_y</th>\n",
       "      <th>Product - Strategy_y</th>\n",
       "      <th>Product - Legal Status_y</th>\n",
       "      <th>Product - Is Dedie ?_y</th>\n",
       "      <th>Product - Fund_y</th>\n",
       "      <th>Product - Shareclass Type_y</th>\n",
       "      <th>Product - Shareclass Currency_y</th>\n",
       "      <th>isin_held_flag</th>\n",
       "      <th>active_rel_month</th>\n",
       "      <th>flow_to_aum</th>\n",
       "      <th>turnover_rel</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-01</td>\n",
       "      <td>49094.915</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>673.990</td>\n",
       "      <td>1045.99</td>\n",
       "      <td>859.990</td>\n",
       "      <td>-186.000</td>\n",
       "      <td>9.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.013728</td>\n",
       "      <td>0.021305</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-02-01</td>\n",
       "      <td>49797.915</td>\n",
       "      <td>3.368032e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>988.000</td>\n",
       "      <td>1712.00</td>\n",
       "      <td>1350.000</td>\n",
       "      <td>-362.000</td>\n",
       "      <td>12.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.019840</td>\n",
       "      <td>0.034378</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-03-01</td>\n",
       "      <td>50302.627</td>\n",
       "      <td>3.505691e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>9.710</td>\n",
       "      <td>1561.71</td>\n",
       "      <td>785.710</td>\n",
       "      <td>-776.000</td>\n",
       "      <td>12.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.000193</td>\n",
       "      <td>0.031046</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>50219.393</td>\n",
       "      <td>3.452433e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>-123.234</td>\n",
       "      <td>1830.19</td>\n",
       "      <td>853.478</td>\n",
       "      <td>-976.712</td>\n",
       "      <td>11.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>-0.002454</td>\n",
       "      <td>0.036443</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-05-01</td>\n",
       "      <td>53685.393</td>\n",
       "      <td>3.699729e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>121.000</td>\n",
       "      <td>529.00</td>\n",
       "      <td>325.000</td>\n",
       "      <td>-204.000</td>\n",
       "      <td>6.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.002254</td>\n",
       "      <td>0.009854</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID Product - Isin      month    aum_qty       aum_val  \\\n",
       "0                  18872   FR0010135103 2015-01-01  49094.915  3.242523e+07   \n",
       "1                  18872   FR0010135103 2015-02-01  49797.915  3.368032e+07   \n",
       "2                  18872   FR0010135103 2015-03-01  50302.627  3.505691e+07   \n",
       "3                  18872   FR0010135103 2015-04-01  50219.393  3.452433e+07   \n",
       "4                  18872   FR0010135103 2015-05-01  53685.393  3.699729e+07   \n",
       "\n",
       "  Product - Asset Type_x Product - Strategy_x Product - Legal Status_x  \\\n",
       "0            Diversified           Patrimoine                      FCP   \n",
       "1            Diversified           Patrimoine                      FCP   \n",
       "2            Diversified           Patrimoine                      FCP   \n",
       "3            Diversified           Patrimoine                      FCP   \n",
       "4            Diversified           Patrimoine                      FCP   \n",
       "\n",
       "  Product - Is Dedie ?_x      Product - Fund_x Product - Shareclass Type_x  \\\n",
       "0                     NO  Carmignac Patrimoine                           A   \n",
       "1                     NO  Carmignac Patrimoine                           A   \n",
       "2                     NO  Carmignac Patrimoine                           A   \n",
       "3                     NO  Carmignac Patrimoine                           A   \n",
       "4                     NO  Carmignac Patrimoine                           A   \n",
       "\n",
       "  Product - Shareclass Currency_x Registrar Account - Region  \\\n",
       "0                             EUR                Switzerland   \n",
       "1                             EUR                Switzerland   \n",
       "2                             EUR                Switzerland   \n",
       "3                             EUR                Switzerland   \n",
       "4                             EUR                Switzerland   \n",
       "\n",
       "  RegistrarAccount - Country  net_flow_qty  gross_flow_qty   sub_qty  red_qty  \\\n",
       "0                Switzerland       673.990         1045.99   859.990 -186.000   \n",
       "1                Switzerland       988.000         1712.00  1350.000 -362.000   \n",
       "2                Switzerland         9.710         1561.71   785.710 -776.000   \n",
       "3                Switzerland      -123.234         1830.19   853.478 -976.712   \n",
       "4                Switzerland       121.000          529.00   325.000 -204.000   \n",
       "\n",
       "   n_tx Product - Asset Type_y Product - Strategy_y Product - Legal Status_y  \\\n",
       "0   9.0            Diversified           Patrimoine                      FCP   \n",
       "1  12.0            Diversified           Patrimoine                      FCP   \n",
       "2  12.0            Diversified           Patrimoine                      FCP   \n",
       "3  11.0            Diversified           Patrimoine                      FCP   \n",
       "4   6.0            Diversified           Patrimoine                      FCP   \n",
       "\n",
       "  Product - Is Dedie ?_y      Product - Fund_y Product - Shareclass Type_y  \\\n",
       "0                     NO  Carmignac Patrimoine                           A   \n",
       "1                     NO  Carmignac Patrimoine                           A   \n",
       "2                     NO  Carmignac Patrimoine                           A   \n",
       "3                     NO  Carmignac Patrimoine                           A   \n",
       "4                     NO  Carmignac Patrimoine                           A   \n",
       "\n",
       "  Product - Shareclass Currency_y  isin_held_flag  active_rel_month  \\\n",
       "0                             EUR               1                 1   \n",
       "1                             EUR               1                 1   \n",
       "2                             EUR               1                 1   \n",
       "3                             EUR               1                 1   \n",
       "4                             EUR               1                 1   \n",
       "\n",
       "   flow_to_aum  turnover_rel  \n",
       "0     0.013728      0.021305  \n",
       "1     0.019840      0.034378  \n",
       "2     0.000193      0.031046  \n",
       "3    -0.002454      0.036443  \n",
       "4     0.002254      0.009854  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(962611, 30)\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# DF_REL_M : fusion flows + aum\n",
    "# ============================================================\n",
    "\n",
    "keys = pd.concat([\n",
    "    df_flows_m[KEYS],\n",
    "    df_aum_m[KEYS]\n",
    "]).drop_duplicates()\n",
    "\n",
    "df_rel_m = (\n",
    "    keys\n",
    "    .merge(df_aum_m, on=KEYS, how=\"left\")\n",
    "    .merge(df_flows_m, on=KEYS, how=\"left\")\n",
    ")\n",
    "\n",
    "# -------------------------\n",
    "# CLEAN NUMERIC\n",
    "# -------------------------\n",
    "for c in [\n",
    "    \"aum_qty\", \"aum_val\",\n",
    "    \"net_flow_qty\", \"gross_flow_qty\",\n",
    "    \"sub_qty\", \"red_qty\", \"n_tx\"\n",
    "]:\n",
    "    if c in df_rel_m.columns:\n",
    "        df_rel_m[c] = pd.to_numeric(df_rel_m[c], errors=\"coerce\").fillna(0.0)\n",
    "\n",
    "# -------------------------\n",
    "# FEATURES BASIQUES\n",
    "# -------------------------\n",
    "df_rel_m[\"isin_held_flag\"] = (df_rel_m[\"aum_qty\"] > 0).astype(int)\n",
    "df_rel_m[\"active_rel_month\"] = (df_rel_m[\"gross_flow_qty\"] > 0).astype(int)\n",
    "\n",
    "df_rel_m[\"flow_to_aum\"] = df_rel_m[\"net_flow_qty\"] / (df_rel_m[\"aum_qty\"].abs() + 1.0)\n",
    "df_rel_m[\"turnover_rel\"] = df_rel_m[\"gross_flow_qty\"] / (df_rel_m[\"aum_qty\"].abs() + 1.0)\n",
    "\n",
    "display(df_rel_m.head())\n",
    "print(df_rel_m.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2c2ca596",
   "metadata": {},
   "source": [
    "## 12. NAV mensuel et taux mensuels"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "9fe5c3c0-80f6-4fe4-bd67-08323f781c7a",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "df_nav_m: (30336, 17)\n"
     ]
    },
    {
     "data": {
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>Price (TF PartPrice)</th>\n",
       "      <th>ret_fund_m</th>\n",
       "      <th>ret_fund_3m_mean</th>\n",
       "      <th>ret_fund_6m_mean</th>\n",
       "      <th>ret_fund_12m_mean</th>\n",
       "      <th>drawdown_proxy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>617663</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-01-01</td>\n",
       "      <td>1534.80</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <th>617668</th>\n",
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       "      <td>2011-02-01</td>\n",
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       "      <td>-0.022198</td>\n",
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       "    <tr>\n",
       "      <th>617672</th>\n",
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       "      <td>2011-03-01</td>\n",
       "      <td>1481.29</td>\n",
       "      <td>-0.012954</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
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       "      <td>2011-04-01</td>\n",
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       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.011207</td>\n",
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       "    <tr>\n",
       "      <th>617681</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-05-01</td>\n",
       "      <td>1504.83</td>\n",
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       "      <td>0.001048</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>-0.019527</td>\n",
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       "    <tr>\n",
       "      <th>617686</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-06-01</td>\n",
       "      <td>1492.92</td>\n",
       "      <td>-0.007915</td>\n",
       "      <td>0.002728</td>\n",
       "      <td>-0.005394</td>\n",
       "      <td>-0.005394</td>\n",
       "      <td>-0.027287</td>\n",
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       "    <tr>\n",
       "      <th>617690</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-07-01</td>\n",
       "      <td>1473.52</td>\n",
       "      <td>-0.012995</td>\n",
       "      <td>-0.009775</td>\n",
       "      <td>-0.006661</td>\n",
       "      <td>-0.006661</td>\n",
       "      <td>-0.039927</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617694</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-08-01</td>\n",
       "      <td>1346.78</td>\n",
       "      <td>-0.086012</td>\n",
       "      <td>-0.035640</td>\n",
       "      <td>-0.017296</td>\n",
       "      <td>-0.017996</td>\n",
       "      <td>-0.122505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617699</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-09-01</td>\n",
       "      <td>1330.69</td>\n",
       "      <td>-0.011947</td>\n",
       "      <td>-0.036984</td>\n",
       "      <td>-0.017128</td>\n",
       "      <td>-0.017240</td>\n",
       "      <td>-0.132988</td>\n",
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       "    <tr>\n",
       "      <th>617703</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-10-01</td>\n",
       "      <td>1372.91</td>\n",
       "      <td>0.031728</td>\n",
       "      <td>-0.022077</td>\n",
       "      <td>-0.015926</td>\n",
       "      <td>-0.011799</td>\n",
       "      <td>-0.105480</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                Isin      month  Price (TF PartPrice)  ret_fund_m  \\\n",
       "617663  FR0007486709 2011-01-01               1534.80         NaN   \n",
       "617668  FR0007486709 2011-02-01               1500.73   -0.022198   \n",
       "617672  FR0007486709 2011-03-01               1481.29   -0.012954   \n",
       "617677  FR0007486709 2011-04-01               1517.60    0.024512   \n",
       "617681  FR0007486709 2011-05-01               1504.83   -0.008415   \n",
       "617686  FR0007486709 2011-06-01               1492.92   -0.007915   \n",
       "617690  FR0007486709 2011-07-01               1473.52   -0.012995   \n",
       "617694  FR0007486709 2011-08-01               1346.78   -0.086012   \n",
       "617699  FR0007486709 2011-09-01               1330.69   -0.011947   \n",
       "617703  FR0007486709 2011-10-01               1372.91    0.031728   \n",
       "\n",
       "        ret_fund_3m_mean  ret_fund_6m_mean  ret_fund_12m_mean  drawdown_proxy  \n",
       "617663               NaN               NaN                NaN        0.000000  \n",
       "617668         -0.022198         -0.022198          -0.022198       -0.022198  \n",
       "617672         -0.017576         -0.017576          -0.017576       -0.034864  \n",
       "617677         -0.003547         -0.003547          -0.003547       -0.011207  \n",
       "617681          0.001048         -0.004764          -0.004764       -0.019527  \n",
       "617686          0.002728         -0.005394          -0.005394       -0.027287  \n",
       "617690         -0.009775         -0.006661          -0.006661       -0.039927  \n",
       "617694         -0.035640         -0.017296          -0.017996       -0.122505  \n",
       "617699         -0.036984         -0.017128          -0.017240       -0.132988  \n",
       "617703         -0.022077         -0.015926          -0.011799       -0.105480  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# NAV mensuel + perfs mensuelles corrigées\n",
    "# ============================================================\n",
    "\n",
    "df_nav_m = None\n",
    "\n",
    "if df_nav is not None and NAV_ISIN_COL is not None and NAV_PRICE_COL is not None:\n",
    "    df_nav = df_nav.copy()\n",
    "\n",
    "    # nettoyage prix fonds\n",
    "    df_nav[NAV_PRICE_COL] = (\n",
    "        df_nav[NAV_PRICE_COL]\n",
    "        .astype(str)\n",
    "        .str.replace(\"\\u202f\", \"\", regex=False)\n",
    "        .str.replace(\" \", \"\", regex=False)\n",
    "        .str.replace(\",\", \".\", regex=False)\n",
    "    )\n",
    "    df_nav[NAV_PRICE_COL] = pd.to_numeric(df_nav[NAV_PRICE_COL], errors=\"coerce\")\n",
    "\n",
    "    # nettoyage benchmark si dispo\n",
    "    if NAV_BENCH_COL is not None and NAV_BENCH_COL in df_nav.columns:\n",
    "        df_nav[NAV_BENCH_COL] = (\n",
    "            df_nav[NAV_BENCH_COL]\n",
    "            .astype(str)\n",
    "            .str.replace(\"\\u202f\", \"\", regex=False)\n",
    "            .str.replace(\" \", \"\", regex=False)\n",
    "            .str.replace(\",\", \".\", regex=False)\n",
    "        )\n",
    "        df_nav[NAV_BENCH_COL] = pd.to_numeric(df_nav[NAV_BENCH_COL], errors=\"coerce\")\n",
    "\n",
    "    # dernière NAV du mois par ISIN\n",
    "    df_nav_m = (\n",
    "        df_nav\n",
    "        .dropna(subset=[NAV_ISIN_COL, \"month\", NAV_PRICE_COL])\n",
    "        .sort_values([NAV_ISIN_COL, \"month\", NAV_DATE_COL])\n",
    "        .groupby([NAV_ISIN_COL, \"month\"], as_index=False)\n",
    "        .tail(1)\n",
    "        .copy()\n",
    "    )\n",
    "\n",
    "    # rendement mensuel\n",
    "    df_nav_m[\"ret_fund_m\"] = df_nav_m.groupby(NAV_ISIN_COL)[NAV_PRICE_COL].pct_change()\n",
    "\n",
    "    # moyenne glissante des rendements mensuels\n",
    "    df_nav_m[\"ret_fund_3m_mean\"] = (\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[\"ret_fund_m\"]\n",
    "        .transform(lambda s: s.rolling(3, min_periods=1).mean())\n",
    "    )\n",
    "\n",
    "    df_nav_m[\"ret_fund_6m_mean\"] = (\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[\"ret_fund_m\"]\n",
    "        .transform(lambda s: s.rolling(6, min_periods=1).mean())\n",
    "    )\n",
    "\n",
    "    df_nav_m[\"ret_fund_12m_mean\"] = (\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[\"ret_fund_m\"]\n",
    "        .transform(lambda s: s.rolling(12, min_periods=1).mean())\n",
    "    )\n",
    "\n",
    "    # volatilité glissante des rendements\n",
    "    df_nav_m[\"ret_vol_3m\"] = (\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[\"ret_fund_m\"]\n",
    "        .transform(lambda s: s.rolling(3, min_periods=2).std())\n",
    "    )\n",
    "\n",
    "    df_nav_m[\"ret_vol_6m\"] = (\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[\"ret_fund_m\"]\n",
    "        .transform(lambda s: s.rolling(6, min_periods=2).std())\n",
    "    )\n",
    "\n",
    "    # drawdown\n",
    "    df_nav_m[\"drawdown_proxy\"] = (\n",
    "        df_nav_m[NAV_PRICE_COL] /\n",
    "        df_nav_m.groupby(NAV_ISIN_COL)[NAV_PRICE_COL].cummax()\n",
    "    ) - 1\n",
    "\n",
    "    # benchmark si dispo\n",
    "    if NAV_BENCH_COL is not None and NAV_BENCH_COL in df_nav_m.columns:\n",
    "        df_nav_m[\"ret_bench_m\"] = df_nav_m.groupby(NAV_ISIN_COL)[NAV_BENCH_COL].pct_change()\n",
    "\n",
    "        df_nav_m[\"active_return_m\"] = df_nav_m[\"ret_fund_m\"] - df_nav_m[\"ret_bench_m\"]\n",
    "\n",
    "        df_nav_m[\"active_return_3m_mean\"] = (\n",
    "            df_nav_m.groupby(NAV_ISIN_COL)[\"active_return_m\"]\n",
    "            .transform(lambda s: s.rolling(3, min_periods=1).mean())\n",
    "        )\n",
    "\n",
    "        df_nav_m[\"active_return_6m_mean\"] = (\n",
    "            df_nav_m.groupby(NAV_ISIN_COL)[\"active_return_m\"]\n",
    "            .transform(lambda s: s.rolling(6, min_periods=1).mean())\n",
    "        )\n",
    "\n",
    "print(\"df_nav_m:\", None if df_nav_m is None else df_nav_m.shape)\n",
    "\n",
    "if df_nav_m is not None:\n",
    "    display(\n",
    "        df_nav_m[\n",
    "            [\n",
    "                NAV_ISIN_COL, \"month\", NAV_PRICE_COL,\n",
    "                \"ret_fund_m\", \"ret_fund_3m_mean\", \"ret_fund_6m_mean\",\n",
    "                \"ret_fund_12m_mean\", \"drawdown_proxy\"\n",
    "            ]\n",
    "        ].head(10)\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "d2f87bef",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "df_nav_m: (30336, 17)\n",
      "df_rates_m: (131, 4)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>Price (TF PartPrice)</th>\n",
       "      <th>ret_fund_m</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>617663</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-01-01</td>\n",
       "      <td>1534.80</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617668</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-02-01</td>\n",
       "      <td>1500.73</td>\n",
       "      <td>-0.022198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617672</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-03-01</td>\n",
       "      <td>1481.29</td>\n",
       "      <td>-0.012954</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617677</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-04-01</td>\n",
       "      <td>1517.60</td>\n",
       "      <td>0.024512</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617681</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-05-01</td>\n",
       "      <td>1504.83</td>\n",
       "      <td>-0.008415</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                Isin      month  Price (TF PartPrice)  ret_fund_m\n",
       "617663  FR0007486709 2011-01-01               1534.80         NaN\n",
       "617668  FR0007486709 2011-02-01               1500.73   -0.022198\n",
       "617672  FR0007486709 2011-03-01               1481.29   -0.012954\n",
       "617677  FR0007486709 2011-04-01               1517.60    0.024512\n",
       "617681  FR0007486709 2011-05-01               1504.83   -0.008415"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>month</th>\n",
       "      <th>Yld to Maturity</th>\n",
       "      <th>delta_rate_m</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2014-12-01</td>\n",
       "      <td>0.144</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>2015-01-01</td>\n",
       "      <td>0.086</td>\n",
       "      <td>-0.058</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43</th>\n",
       "      <td>2015-02-01</td>\n",
       "      <td>0.064</td>\n",
       "      <td>-0.022</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>65</th>\n",
       "      <td>2015-03-01</td>\n",
       "      <td>0.050</td>\n",
       "      <td>-0.014</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>86</th>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>-0.027</td>\n",
       "      <td>-0.077</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        month  Yld to Maturity  delta_rate_m\n",
       "0  2014-12-01            0.144           NaN\n",
       "22 2015-01-01            0.086        -0.058\n",
       "43 2015-02-01            0.064        -0.022\n",
       "65 2015-03-01            0.050        -0.014\n",
       "86 2015-04-01           -0.027        -0.077"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_rates_m = None\n",
    "\n",
    "if df_rates is not None and RATE_DATE_COL is not None and RATE_VAL_COL is not None:\n",
    "    df_rates = df_rates.copy()\n",
    "\n",
    "    df_rates[RATE_VAL_COL] = (\n",
    "        df_rates[RATE_VAL_COL]\n",
    "        .astype(str)\n",
    "        .str.replace(\"\\u202f\", \"\", regex=False)\n",
    "        .str.replace(\" \", \"\", regex=False)\n",
    "        .str.replace(\",\", \".\", regex=False)\n",
    "    )\n",
    "    df_rates[RATE_VAL_COL] = pd.to_numeric(df_rates[RATE_VAL_COL], errors=\"coerce\")\n",
    "\n",
    "    df_rates_m = (\n",
    "        df_rates\n",
    "        .dropna(subset=[\"month\", RATE_VAL_COL])\n",
    "        .sort_values(RATE_DATE_COL)\n",
    "        .groupby(\"month\", as_index=False)\n",
    "        .tail(1)\n",
    "        .copy()\n",
    "    )\n",
    "\n",
    "    df_rates_m[\"delta_rate_m\"] = df_rates_m[RATE_VAL_COL].diff()\n",
    "\n",
    "print(\"df_nav_m:\", None if df_nav_m is None else df_nav_m.shape)\n",
    "print(\"df_rates_m:\", None if df_rates_m is None else df_rates_m.shape)\n",
    "\n",
    "if df_nav_m is not None:\n",
    "    display(df_nav_m[[NAV_ISIN_COL, \"month\", NAV_PRICE_COL, \"ret_fund_m\"]].head())\n",
    "\n",
    "if df_rates_m is not None:\n",
    "    display(df_rates_m[[\"month\", RATE_VAL_COL, \"delta_rate_m\"]].head())"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6c3a4e1f",
   "metadata": {},
   "source": [
    "## 13. Intégration optionnelle des performances Carmignac"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "d6402369-171e-4589-a311-aa440ebf10f2",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "df_perf_monthly: (30336, 12)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>ret_fund_m</th>\n",
       "      <th>ret_fund_3m_mean</th>\n",
       "      <th>ret_fund_6m_mean</th>\n",
       "      <th>ret_fund_12m_mean</th>\n",
       "      <th>ret_vol_3m</th>\n",
       "      <th>ret_vol_6m</th>\n",
       "      <th>drawdown_proxy</th>\n",
       "      <th>active_return_m</th>\n",
       "      <th>active_return_3m_mean</th>\n",
       "      <th>active_return_6m_mean</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>617663</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-01-01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617668</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-02-01</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.028319</td>\n",
       "      <td>-0.028319</td>\n",
       "      <td>-0.028319</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617672</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-03-01</td>\n",
       "      <td>-0.012954</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>0.006537</td>\n",
       "      <td>0.006537</td>\n",
       "      <td>-0.034864</td>\n",
       "      <td>0.014369</td>\n",
       "      <td>-0.006975</td>\n",
       "      <td>-0.006975</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617677</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-04-01</td>\n",
       "      <td>0.024512</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>0.024735</td>\n",
       "      <td>0.024735</td>\n",
       "      <td>-0.011207</td>\n",
       "      <td>-0.006997</td>\n",
       "      <td>-0.006982</td>\n",
       "      <td>-0.006982</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617681</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-05-01</td>\n",
       "      <td>-0.008415</td>\n",
       "      <td>0.001048</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>0.020447</td>\n",
       "      <td>0.020343</td>\n",
       "      <td>-0.019527</td>\n",
       "      <td>0.003691</td>\n",
       "      <td>0.003688</td>\n",
       "      <td>-0.004314</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "       Product - Isin      month  ret_fund_m  ret_fund_3m_mean  \\\n",
       "617663   FR0007486709 2011-01-01         NaN               NaN   \n",
       "617668   FR0007486709 2011-02-01   -0.022198         -0.022198   \n",
       "617672   FR0007486709 2011-03-01   -0.012954         -0.017576   \n",
       "617677   FR0007486709 2011-04-01    0.024512         -0.003547   \n",
       "617681   FR0007486709 2011-05-01   -0.008415          0.001048   \n",
       "\n",
       "        ret_fund_6m_mean  ret_fund_12m_mean  ret_vol_3m  ret_vol_6m  \\\n",
       "617663               NaN                NaN         NaN         NaN   \n",
       "617668         -0.022198          -0.022198         NaN         NaN   \n",
       "617672         -0.017576          -0.017576    0.006537    0.006537   \n",
       "617677         -0.003547          -0.003547    0.024735    0.024735   \n",
       "617681         -0.004764          -0.004764    0.020447    0.020343   \n",
       "\n",
       "        drawdown_proxy  active_return_m  active_return_3m_mean  \\\n",
       "617663        0.000000              NaN                    NaN   \n",
       "617668       -0.022198        -0.028319              -0.028319   \n",
       "617672       -0.034864         0.014369              -0.006975   \n",
       "617677       -0.011207        -0.006997              -0.006982   \n",
       "617681       -0.019527         0.003691               0.003688   \n",
       "\n",
       "        active_return_6m_mean  \n",
       "617663                    NaN  \n",
       "617668              -0.028319  \n",
       "617672              -0.006975  \n",
       "617677              -0.006982  \n",
       "617681              -0.004314  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_perf_monthly = None\n",
    "\n",
    "if df_perf_monthly is None:\n",
    "    df_perf_monthly = (\n",
    "        df_nav_m[\n",
    "            [\n",
    "                NAV_ISIN_COL, \"month\",\n",
    "                \"ret_fund_m\",\n",
    "                \"ret_fund_3m_mean\",\n",
    "                \"ret_fund_6m_mean\",\n",
    "                \"ret_fund_12m_mean\",\n",
    "                \"ret_vol_3m\",\n",
    "                \"ret_vol_6m\",\n",
    "                \"drawdown_proxy\"\n",
    "            ]\n",
    "            + ([ \"active_return_m\", \"active_return_3m_mean\", \"active_return_6m_mean\" ] if \"active_return_m\" in df_nav_m.columns else [])\n",
    "        ]\n",
    "        .rename(columns={NAV_ISIN_COL: ISIN_COL})\n",
    "        .copy()\n",
    "    ) if df_nav_m is not None else None\n",
    "\n",
    "print(\"df_perf_monthly:\", None if df_perf_monthly is None else df_perf_monthly.shape)\n",
    "if df_perf_monthly is not None:\n",
    "    display(df_perf_monthly.head())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "70a5eae1-8d98-427a-8aab-f10a4c8ad782",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>ret_fund_m</th>\n",
       "      <th>ret_fund_3m_mean</th>\n",
       "      <th>ret_fund_6m_mean</th>\n",
       "      <th>ret_fund_12m_mean</th>\n",
       "      <th>ret_vol_3m</th>\n",
       "      <th>ret_vol_6m</th>\n",
       "      <th>drawdown_proxy</th>\n",
       "      <th>active_return_m</th>\n",
       "      <th>active_return_3m_mean</th>\n",
       "      <th>active_return_6m_mean</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>617663</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-01-01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>617668</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-02-01</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.022198</td>\n",
       "      <td>-0.028319</td>\n",
       "      <td>-0.028319</td>\n",
       "      <td>-0.028319</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617672</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-03-01</td>\n",
       "      <td>-0.012954</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>-0.017576</td>\n",
       "      <td>0.006537</td>\n",
       "      <td>0.006537</td>\n",
       "      <td>-0.034864</td>\n",
       "      <td>0.014369</td>\n",
       "      <td>-0.006975</td>\n",
       "      <td>-0.006975</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617677</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-04-01</td>\n",
       "      <td>0.024512</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>-0.003547</td>\n",
       "      <td>0.024735</td>\n",
       "      <td>0.024735</td>\n",
       "      <td>-0.011207</td>\n",
       "      <td>-0.006997</td>\n",
       "      <td>-0.006982</td>\n",
       "      <td>-0.006982</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>617681</th>\n",
       "      <td>FR0007486709</td>\n",
       "      <td>2011-05-01</td>\n",
       "      <td>-0.008415</td>\n",
       "      <td>0.001048</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>-0.004764</td>\n",
       "      <td>0.020447</td>\n",
       "      <td>0.020343</td>\n",
       "      <td>-0.019527</td>\n",
       "      <td>0.003691</td>\n",
       "      <td>0.003688</td>\n",
       "      <td>-0.004314</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>89</th>\n",
       "      <td>LU3149200233</td>\n",
       "      <td>2025-10-01</td>\n",
       "      <td>0.035073</td>\n",
       "      <td>0.035073</td>\n",
       "      <td>0.035073</td>\n",
       "      <td>0.035073</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.016577</td>\n",
       "      <td>0.016577</td>\n",
       "      <td>0.016577</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>LU3149200746</td>\n",
       "      <td>2025-09-01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>51</th>\n",
       "      <td>LU3149200746</td>\n",
       "      <td>2025-10-01</td>\n",
       "      <td>0.035261</td>\n",
       "      <td>0.035261</td>\n",
       "      <td>0.035261</td>\n",
       "      <td>0.035261</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.016766</td>\n",
       "      <td>0.016766</td>\n",
       "      <td>0.016766</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>LU3186888858</td>\n",
       "      <td>2025-10-01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>LU3198990908</td>\n",
       "      <td>2025-10-01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>30336 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       Product - Isin      month  ret_fund_m  ret_fund_3m_mean  \\\n",
       "617663   FR0007486709 2011-01-01         NaN               NaN   \n",
       "617668   FR0007486709 2011-02-01   -0.022198         -0.022198   \n",
       "617672   FR0007486709 2011-03-01   -0.012954         -0.017576   \n",
       "617677   FR0007486709 2011-04-01    0.024512         -0.003547   \n",
       "617681   FR0007486709 2011-05-01   -0.008415          0.001048   \n",
       "...               ...        ...         ...               ...   \n",
       "89       LU3149200233 2025-10-01    0.035073          0.035073   \n",
       "35       LU3149200746 2025-09-01         NaN               NaN   \n",
       "51       LU3149200746 2025-10-01    0.035261          0.035261   \n",
       "16       LU3186888858 2025-10-01         NaN               NaN   \n",
       "4        LU3198990908 2025-10-01         NaN               NaN   \n",
       "\n",
       "        ret_fund_6m_mean  ret_fund_12m_mean  ret_vol_3m  ret_vol_6m  \\\n",
       "617663               NaN                NaN         NaN         NaN   \n",
       "617668         -0.022198          -0.022198         NaN         NaN   \n",
       "617672         -0.017576          -0.017576    0.006537    0.006537   \n",
       "617677         -0.003547          -0.003547    0.024735    0.024735   \n",
       "617681         -0.004764          -0.004764    0.020447    0.020343   \n",
       "...                  ...                ...         ...         ...   \n",
       "89              0.035073           0.035073         NaN         NaN   \n",
       "35                   NaN                NaN         NaN         NaN   \n",
       "51              0.035261           0.035261         NaN         NaN   \n",
       "16                   NaN                NaN         NaN         NaN   \n",
       "4                    NaN                NaN         NaN         NaN   \n",
       "\n",
       "        drawdown_proxy  active_return_m  active_return_3m_mean  \\\n",
       "617663        0.000000              NaN                    NaN   \n",
       "617668       -0.022198        -0.028319              -0.028319   \n",
       "617672       -0.034864         0.014369              -0.006975   \n",
       "617677       -0.011207        -0.006997              -0.006982   \n",
       "617681       -0.019527         0.003691               0.003688   \n",
       "...                ...              ...                    ...   \n",
       "89            0.000000         0.016577               0.016577   \n",
       "35            0.000000              NaN                    NaN   \n",
       "51            0.000000         0.016766               0.016766   \n",
       "16            0.000000              NaN                    NaN   \n",
       "4             0.000000              NaN                    NaN   \n",
       "\n",
       "        active_return_6m_mean  \n",
       "617663                    NaN  \n",
       "617668              -0.028319  \n",
       "617672              -0.006975  \n",
       "617677              -0.006982  \n",
       "617681              -0.004314  \n",
       "...                       ...  \n",
       "89                   0.016577  \n",
       "35                        NaN  \n",
       "51                   0.016766  \n",
       "16                        NaN  \n",
       "4                         NaN  \n",
       "\n",
       "[30336 rows x 12 columns]"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_perf_monthly"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "091fc8ff",
   "metadata": {},
   "source": [
    "## 14. Enrichissement de `df_rel_m` avec performances et taux"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "82872d77",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>month</th>\n",
       "      <th>aum_qty</th>\n",
       "      <th>aum_val</th>\n",
       "      <th>Product - Asset Type_x</th>\n",
       "      <th>Product - Strategy_x</th>\n",
       "      <th>Product - Legal Status_x</th>\n",
       "      <th>Product - Is Dedie ?_x</th>\n",
       "      <th>Product - Fund_x</th>\n",
       "      <th>Product - Shareclass Type_x</th>\n",
       "      <th>Product - Shareclass Currency_x</th>\n",
       "      <th>Registrar Account - Region</th>\n",
       "      <th>RegistrarAccount - Country</th>\n",
       "      <th>net_flow_qty</th>\n",
       "      <th>gross_flow_qty</th>\n",
       "      <th>sub_qty</th>\n",
       "      <th>red_qty</th>\n",
       "      <th>n_tx</th>\n",
       "      <th>Product - Asset Type_y</th>\n",
       "      <th>Product - Strategy_y</th>\n",
       "      <th>Product - Legal Status_y</th>\n",
       "      <th>Product - Is Dedie ?_y</th>\n",
       "      <th>Product - Fund_y</th>\n",
       "      <th>Product - Shareclass Type_y</th>\n",
       "      <th>Product - Shareclass Currency_y</th>\n",
       "      <th>isin_held_flag</th>\n",
       "      <th>active_rel_month</th>\n",
       "      <th>flow_to_aum</th>\n",
       "      <th>turnover_rel</th>\n",
       "      <th>ret_fund_m</th>\n",
       "      <th>ret_fund_3m_mean</th>\n",
       "      <th>ret_fund_6m_mean</th>\n",
       "      <th>ret_fund_12m_mean</th>\n",
       "      <th>ret_vol_3m</th>\n",
       "      <th>ret_vol_6m</th>\n",
       "      <th>drawdown_proxy</th>\n",
       "      <th>active_return_m</th>\n",
       "      <th>active_return_3m_mean</th>\n",
       "      <th>active_return_6m_mean</th>\n",
       "      <th>delta_rate_m</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-01-01</td>\n",
       "      <td>49094.915</td>\n",
       "      <td>3.242523e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>673.990</td>\n",
       "      <td>1045.99</td>\n",
       "      <td>859.990</td>\n",
       "      <td>-186.000</td>\n",
       "      <td>9.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.013728</td>\n",
       "      <td>0.021305</td>\n",
       "      <td>0.065542</td>\n",
       "      <td>0.029403</td>\n",
       "      <td>0.020252</td>\n",
       "      <td>0.013566</td>\n",
       "      <td>0.031299</td>\n",
       "      <td>0.023619</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.003148</td>\n",
       "      <td>-0.000504</td>\n",
       "      <td>-0.002776</td>\n",
       "      <td>-0.058</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-02-01</td>\n",
       "      <td>49797.915</td>\n",
       "      <td>3.368032e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>988.000</td>\n",
       "      <td>1712.00</td>\n",
       "      <td>1350.000</td>\n",
       "      <td>-362.000</td>\n",
       "      <td>12.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.019840</td>\n",
       "      <td>0.034378</td>\n",
       "      <td>0.025620</td>\n",
       "      <td>0.034295</td>\n",
       "      <td>0.020209</td>\n",
       "      <td>0.015671</td>\n",
       "      <td>0.027938</td>\n",
       "      <td>0.023607</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.002505</td>\n",
       "      <td>-0.001482</td>\n",
       "      <td>-0.002621</td>\n",
       "      <td>-0.022</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-03-01</td>\n",
       "      <td>50302.627</td>\n",
       "      <td>3.505691e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>9.710</td>\n",
       "      <td>1561.71</td>\n",
       "      <td>785.710</td>\n",
       "      <td>-776.000</td>\n",
       "      <td>12.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.000193</td>\n",
       "      <td>0.031046</td>\n",
       "      <td>0.030614</td>\n",
       "      <td>0.040592</td>\n",
       "      <td>0.024664</td>\n",
       "      <td>0.017903</td>\n",
       "      <td>0.021751</td>\n",
       "      <td>0.022402</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000187</td>\n",
       "      <td>0.000277</td>\n",
       "      <td>-0.001807</td>\n",
       "      <td>-0.014</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>50219.393</td>\n",
       "      <td>3.452433e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>-123.234</td>\n",
       "      <td>1830.19</td>\n",
       "      <td>853.478</td>\n",
       "      <td>-976.712</td>\n",
       "      <td>11.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>-0.002454</td>\n",
       "      <td>0.036443</td>\n",
       "      <td>-0.023909</td>\n",
       "      <td>0.010775</td>\n",
       "      <td>0.020089</td>\n",
       "      <td>0.016308</td>\n",
       "      <td>0.030141</td>\n",
       "      <td>0.029315</td>\n",
       "      <td>-0.023909</td>\n",
       "      <td>-0.001525</td>\n",
       "      <td>-0.001281</td>\n",
       "      <td>-0.000893</td>\n",
       "      <td>-0.077</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-05-01</td>\n",
       "      <td>53685.393</td>\n",
       "      <td>3.699729e+07</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>Switzerland</td>\n",
       "      <td>121.000</td>\n",
       "      <td>529.00</td>\n",
       "      <td>325.000</td>\n",
       "      <td>-204.000</td>\n",
       "      <td>6.0</td>\n",
       "      <td>Diversified</td>\n",
       "      <td>Patrimoine</td>\n",
       "      <td>FCP</td>\n",
       "      <td>NO</td>\n",
       "      <td>Carmignac Patrimoine</td>\n",
       "      <td>A</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0.002254</td>\n",
       "      <td>0.009854</td>\n",
       "      <td>0.003240</td>\n",
       "      <td>0.003315</td>\n",
       "      <td>0.018805</td>\n",
       "      <td>0.014758</td>\n",
       "      <td>0.027262</td>\n",
       "      <td>0.029957</td>\n",
       "      <td>-0.020747</td>\n",
       "      <td>-0.006286</td>\n",
       "      <td>-0.002542</td>\n",
       "      <td>-0.002012</td>\n",
       "      <td>-0.053</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID Product - Isin      month    aum_qty       aum_val  \\\n",
       "0                  18872   FR0010135103 2015-01-01  49094.915  3.242523e+07   \n",
       "1                  18872   FR0010135103 2015-02-01  49797.915  3.368032e+07   \n",
       "2                  18872   FR0010135103 2015-03-01  50302.627  3.505691e+07   \n",
       "3                  18872   FR0010135103 2015-04-01  50219.393  3.452433e+07   \n",
       "4                  18872   FR0010135103 2015-05-01  53685.393  3.699729e+07   \n",
       "\n",
       "  Product - Asset Type_x Product - Strategy_x Product - Legal Status_x  \\\n",
       "0            Diversified           Patrimoine                      FCP   \n",
       "1            Diversified           Patrimoine                      FCP   \n",
       "2            Diversified           Patrimoine                      FCP   \n",
       "3            Diversified           Patrimoine                      FCP   \n",
       "4            Diversified           Patrimoine                      FCP   \n",
       "\n",
       "  Product - Is Dedie ?_x      Product - Fund_x Product - Shareclass Type_x  \\\n",
       "0                     NO  Carmignac Patrimoine                           A   \n",
       "1                     NO  Carmignac Patrimoine                           A   \n",
       "2                     NO  Carmignac Patrimoine                           A   \n",
       "3                     NO  Carmignac Patrimoine                           A   \n",
       "4                     NO  Carmignac Patrimoine                           A   \n",
       "\n",
       "  Product - Shareclass Currency_x Registrar Account - Region  \\\n",
       "0                             EUR                Switzerland   \n",
       "1                             EUR                Switzerland   \n",
       "2                             EUR                Switzerland   \n",
       "3                             EUR                Switzerland   \n",
       "4                             EUR                Switzerland   \n",
       "\n",
       "  RegistrarAccount - Country  net_flow_qty  gross_flow_qty   sub_qty  red_qty  \\\n",
       "0                Switzerland       673.990         1045.99   859.990 -186.000   \n",
       "1                Switzerland       988.000         1712.00  1350.000 -362.000   \n",
       "2                Switzerland         9.710         1561.71   785.710 -776.000   \n",
       "3                Switzerland      -123.234         1830.19   853.478 -976.712   \n",
       "4                Switzerland       121.000          529.00   325.000 -204.000   \n",
       "\n",
       "   n_tx Product - Asset Type_y Product - Strategy_y Product - Legal Status_y  \\\n",
       "0   9.0            Diversified           Patrimoine                      FCP   \n",
       "1  12.0            Diversified           Patrimoine                      FCP   \n",
       "2  12.0            Diversified           Patrimoine                      FCP   \n",
       "3  11.0            Diversified           Patrimoine                      FCP   \n",
       "4   6.0            Diversified           Patrimoine                      FCP   \n",
       "\n",
       "  Product - Is Dedie ?_y      Product - Fund_y Product - Shareclass Type_y  \\\n",
       "0                     NO  Carmignac Patrimoine                           A   \n",
       "1                     NO  Carmignac Patrimoine                           A   \n",
       "2                     NO  Carmignac Patrimoine                           A   \n",
       "3                     NO  Carmignac Patrimoine                           A   \n",
       "4                     NO  Carmignac Patrimoine                           A   \n",
       "\n",
       "  Product - Shareclass Currency_y  isin_held_flag  active_rel_month  \\\n",
       "0                             EUR               1                 1   \n",
       "1                             EUR               1                 1   \n",
       "2                             EUR               1                 1   \n",
       "3                             EUR               1                 1   \n",
       "4                             EUR               1                 1   \n",
       "\n",
       "   flow_to_aum  turnover_rel  ret_fund_m  ret_fund_3m_mean  ret_fund_6m_mean  \\\n",
       "0     0.013728      0.021305    0.065542          0.029403          0.020252   \n",
       "1     0.019840      0.034378    0.025620          0.034295          0.020209   \n",
       "2     0.000193      0.031046    0.030614          0.040592          0.024664   \n",
       "3    -0.002454      0.036443   -0.023909          0.010775          0.020089   \n",
       "4     0.002254      0.009854    0.003240          0.003315          0.018805   \n",
       "\n",
       "   ret_fund_12m_mean  ret_vol_3m  ret_vol_6m  drawdown_proxy  active_return_m  \\\n",
       "0           0.013566    0.031299    0.023619        0.000000         0.003148   \n",
       "1           0.015671    0.027938    0.023607        0.000000        -0.002505   \n",
       "2           0.017903    0.021751    0.022402        0.000000         0.000187   \n",
       "3           0.016308    0.030141    0.029315       -0.023909        -0.001525   \n",
       "4           0.014758    0.027262    0.029957       -0.020747        -0.006286   \n",
       "\n",
       "   active_return_3m_mean  active_return_6m_mean  delta_rate_m  \n",
       "0              -0.000504              -0.002776        -0.058  \n",
       "1              -0.001482              -0.002621        -0.022  \n",
       "2               0.000277              -0.001807        -0.014  \n",
       "3              -0.001281              -0.000893        -0.077  \n",
       "4              -0.002542              -0.002012        -0.053  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "if df_perf_monthly is not None:\n",
    "    df_rel_m = df_rel_m.merge(\n",
    "        df_perf_monthly,\n",
    "        on=[ISIN_COL, \"month\"],\n",
    "        how=\"left\"\n",
    "    )\n",
    "\n",
    "if df_rates_m is not None:\n",
    "    df_rel_m = df_rel_m.merge(\n",
    "        df_rates_m[[\"month\", \"delta_rate_m\"]],\n",
    "        on=\"month\",\n",
    "        how=\"left\"\n",
    "    )\n",
    "\n",
    "for c in [\n",
    "    \"ret_fund_m\",\n",
    "    \"ret_fund_3m_mean\",\n",
    "    \"ret_fund_6m_mean\",\n",
    "    \"ret_fund_12m_mean\",\n",
    "    \"ret_vol_3m\",\n",
    "    \"ret_vol_6m\",\n",
    "    \"drawdown_proxy\",\n",
    "    \"active_return_m\",\n",
    "    \"active_return_3m_mean\",\n",
    "    \"active_return_6m_mean\",\n",
    "    \"delta_rate_m\"\n",
    "]:\n",
    "    if c in df_rel_m.columns:\n",
    "        df_rel_m[c] = pd.to_numeric(df_rel_m[c], errors=\"coerce\")\n",
    "\n",
    "display(df_rel_m.head())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "id": "03d60451-3c2f-4d50-bb78-d00ba6a50a39",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "432"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_rel_m[\"Registrar Account - ID\"].nunique()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "667c5372-0438-4c30-b4f7-9ffd9e09b149",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "349"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_rel_m[\"Product - Isin\"].nunique() #349"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6f3b149c-899b-4c14-834e-6ec5a66cceca",
   "metadata": {},
   "source": [
    "- ret_fund_m: Rendement mensuel du fond.\n",
    "- ret_fund_3m_mean : Moyenne des rendements mensuels sur les 3 derniers mois.\n",
    "- ret_fund_6m_mean : Moyenne des rendements mensuels sur les 6 derniers mois.\n",
    "- ret_fund_12m_mean : Moyenne des rendements mensuels sur les 12 derniers mois.\n",
    "- ret_vol_3m, ret_vol_6m : Volatilité récente du fond, utile pour capter si le client agit dans des phases agitées.\n",
    "- drawdown_proxy : Distance au plus haut historique.\n",
    "- active_return_m :Surperformance mensuelle vs benchmark.\n",
    "- active_return_3m_mean, active_return_6m_mean : Surperformance moyenne récente."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "90772aeb-9aeb-4cc1-bbe3-80f7ca794872",
   "metadata": {},
   "source": [
    "## Clustering par fond"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "aa6b70d5-7d78-4b72-923f-fd82956f4284",
   "metadata": {},
   "source": [
    "## choisir les fonds et normaliser"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "e860b58d-3f3b-457b-b574-5b94a4582a97",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['Registrar Account - ID', 'Product - Isin', 'month', 'aum_qty',\n",
       "       'aum_val', 'Product - Asset Type_x', 'Product - Strategy_x',\n",
       "       'Product - Legal Status_x', 'Product - Is Dedie ?_x',\n",
       "       'Product - Fund_x', 'Product - Shareclass Type_x',\n",
       "       'Product - Shareclass Currency_x', 'Registrar Account - Region',\n",
       "       'RegistrarAccount - Country', 'net_flow_qty', 'gross_flow_qty',\n",
       "       'sub_qty', 'red_qty', 'n_tx', 'Product - Asset Type_y',\n",
       "       'Product - Strategy_y', 'Product - Legal Status_y',\n",
       "       'Product - Is Dedie ?_y', 'Product - Fund_y',\n",
       "       'Product - Shareclass Type_y', 'Product - Shareclass Currency_y',\n",
       "       'isin_held_flag', 'active_rel_month', 'flow_to_aum', 'turnover_rel',\n",
       "       'ret_fund_m', 'ret_fund_3m_mean', 'ret_fund_6m_mean',\n",
       "       'ret_fund_12m_mean', 'ret_vol_3m', 'ret_vol_6m', 'drawdown_proxy',\n",
       "       'active_return_m', 'active_return_3m_mean', 'active_return_6m_mean',\n",
       "       'delta_rate_m'],\n",
       "      dtype='object')"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_rel_m.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "2fcb1f21-df60-4549-8876-b93d4126f1c5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>Product - Isin</th>\n",
       "      <th>fund_family</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>91</th>\n",
       "      <td>FR0010147603</td>\n",
       "      <td>FR0010147603</td>\n",
       "      <td>FR0010147603</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99</th>\n",
       "      <td>FR0010148981</td>\n",
       "      <td>FR0010148981</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>165</th>\n",
       "      <td>FR0010149112</td>\n",
       "      <td>FR0010149112</td>\n",
       "      <td>FR0010149112</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>177</th>\n",
       "      <td>FR0010149120</td>\n",
       "      <td>FR0010149120</td>\n",
       "      <td>FR0010149120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>256</th>\n",
       "      <td>FR0010149161</td>\n",
       "      <td>FR0010149161</td>\n",
       "      <td>FR0010149161</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>257</th>\n",
       "      <td>FR0010149179</td>\n",
       "      <td>FR0010149179</td>\n",
       "      <td>FR0010149179</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>268</th>\n",
       "      <td>FR0010149203</td>\n",
       "      <td>FR0010149203</td>\n",
       "      <td>FR0010149203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>269</th>\n",
       "      <td>FR0010149302</td>\n",
       "      <td>FR0010149302</td>\n",
       "      <td>FR0010149302</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>317</th>\n",
       "      <td>FR0010306142</td>\n",
       "      <td>FR0010306142</td>\n",
       "      <td>FR0010306142</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>331</th>\n",
       "      <td>FR0010312660</td>\n",
       "      <td>FR0010312660</td>\n",
       "      <td>FR0010312660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>338</th>\n",
       "      <td>FR0011269067</td>\n",
       "      <td>FR0011269067</td>\n",
       "      <td>FR0011269067</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>364</th>\n",
       "      <td>FR0011269083</td>\n",
       "      <td>FR0011269083</td>\n",
       "      <td>FR0011269083</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>366</th>\n",
       "      <td>FR0011269091</td>\n",
       "      <td>FR0011269091</td>\n",
       "      <td>FR0011269091</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>367</th>\n",
       "      <td>FR0011269109</td>\n",
       "      <td>FR0011269109</td>\n",
       "      <td>FR0011269109</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>370</th>\n",
       "      <td>FR0011269125</td>\n",
       "      <td>FR0011269125</td>\n",
       "      <td>FR0011269125</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>371</th>\n",
       "      <td>FR0011269182</td>\n",
       "      <td>FR0011269182</td>\n",
       "      <td>FR0011269182</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>373</th>\n",
       "      <td>FR0011269190</td>\n",
       "      <td>FR0011269190</td>\n",
       "      <td>FR0011269190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>388</th>\n",
       "      <td>FR0011269588</td>\n",
       "      <td>FR0011269588</td>\n",
       "      <td>FR0011269588</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>392</th>\n",
       "      <td>FR0011269596</td>\n",
       "      <td>FR0011269596</td>\n",
       "      <td>FR0011269596</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    Product - Isin Product - Isin   fund_family\n",
       "0     FR0010135103   FR0010135103  FR0010135103\n",
       "91    FR0010147603   FR0010147603  FR0010147603\n",
       "99    FR0010148981   FR0010148981  FR0010148981\n",
       "165   FR0010149112   FR0010149112  FR0010149112\n",
       "177   FR0010149120   FR0010149120  FR0010149120\n",
       "256   FR0010149161   FR0010149161  FR0010149161\n",
       "257   FR0010149179   FR0010149179  FR0010149179\n",
       "268   FR0010149203   FR0010149203  FR0010149203\n",
       "269   FR0010149302   FR0010149302  FR0010149302\n",
       "317   FR0010306142   FR0010306142  FR0010306142\n",
       "331   FR0010312660   FR0010312660  FR0010312660\n",
       "338   FR0011269067   FR0011269067  FR0011269067\n",
       "364   FR0011269083   FR0011269083  FR0011269083\n",
       "366   FR0011269091   FR0011269091  FR0011269091\n",
       "367   FR0011269109   FR0011269109  FR0011269109\n",
       "370   FR0011269125   FR0011269125  FR0011269125\n",
       "371   FR0011269182   FR0011269182  FR0011269182\n",
       "373   FR0011269190   FR0011269190  FR0011269190\n",
       "388   FR0011269588   FR0011269588  FR0011269588\n",
       "392   FR0011269596   FR0011269596  FR0011269596"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 1) Définir une \"famille économique\" de fond à partir de Product - Fund\n",
    "# ============================================================\n",
    "\n",
    "def normalize_fund_name(x):\n",
    "    if pd.isna(x):\n",
    "        return np.nan\n",
    "    s = str(x).strip().upper()\n",
    "    s = s.replace(\"_\", \" \").replace(\"-\", \" \")\n",
    "    s = re.sub(r\"\\s+\", \" \", s).strip()\n",
    "    # enlève une année finale type 2023 / 2024 / 2025\n",
    "    s = re.sub(r\"\\b20\\d{2}\\b$\", \"\", s).strip()\n",
    "    s = re.sub(r\"\\s+\", \" \", s).strip()\n",
    "    return s\n",
    "\n",
    "df_rel_m[\"fund_family\"] = df_rel_m[\"Product - Isin\"].apply(normalize_fund_name)\n",
    "\n",
    "display(\n",
    "    df_rel_m[[ISIN_COL, \"Product - Isin\", \"fund_family\"]]\n",
    "    .drop_duplicates()\n",
    "    .head(20)\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "95004754-7f24-4769-9f64-9cfbab43ddf8",
   "metadata": {},
   "outputs": [],
   "source": [
    "# # fond : Intuition\n",
    "\n",
    "# On veut étudier les fonds :\n",
    "\n",
    "# les plus importants en encours\n",
    "# avec assez de clients\n",
    "# et donc assez de signal pour clusteriser"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "id": "31a67ca0-bdcd-4461-af7d-1184b5368a06",
   "metadata": {},
   "outputs": [
    {
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       "      <th>fund_family</th>\n",
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       "      <th>12</th>\n",
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       "      <td>1</td>\n",
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       "      <td>3.721387e+08</td>\n",
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      ],
      "text/plain": [
       "     fund_family  aum_val_total  n_clients  n_isin\n",
       "0   FR0010149120   4.884612e+09        282       1\n",
       "1   FR0010135103   4.502206e+09        290       1\n",
       "2   FR0010148981   3.237251e+09        260       1\n",
       "3   FR00140081Y1   1.421801e+09        139       1\n",
       "4   LU0992624949   1.290916e+09        151       1\n",
       "5   LU1623762843   1.206331e+09        201       1\n",
       "6   FR001400KAV4   1.178233e+09        129       1\n",
       "7   LU0336084032   1.051440e+09        229       1\n",
       "8   FR0010149302   9.536118e+08        255       1\n",
       "9   FR0010149161   9.442772e+08        165       1\n",
       "10  LU0992631217   9.104539e+08        139       1\n",
       "11  LU1299306321   8.665762e+08        111       1\n",
       "12  FR001400U4S3   6.569309e+08        120       1\n",
       "13  FR0010306142   6.219282e+08        204       1\n",
       "14  FR0010312660   3.721387e+08        168       1"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 2) Choisir les top fonds (au niveau fund_family)\n",
    "# ============================================================\n",
    "\n",
    "TARGET_DATE = pd.Timestamp(\"2025-10-01\")\n",
    "\n",
    "top_fund_families = (\n",
    "    df_rel_m[df_rel_m[\"month\"] == TARGET_DATE]\n",
    "    .groupby(\"fund_family\", as_index=False)\n",
    "    .agg(\n",
    "        aum_val_total=(\"aum_val\", \"sum\"),\n",
    "        n_clients=(ID_COL, \"nunique\"),\n",
    "        n_isin=(ISIN_COL, \"nunique\")\n",
    "    )\n",
    "    .sort_values([\"aum_val_total\", \"n_clients\"], ascending=[False, False])\n",
    "    .reset_index(drop=True)\n",
    ")\n",
    "\n",
    "# garder des fonds assez gros et avec assez de clients\n",
    "top_fund_families = top_fund_families[top_fund_families[\"n_clients\"] >= 20].head(15).copy()\n",
    "\n",
    "display(top_fund_families)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "id": "d08cc033-0bf2-42a7-9f4d-ffee5afab88a",
   "metadata": {},
   "outputs": [
    {
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       "      <th>fund_family</th>\n",
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       "      <th>6</th>\n",
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       "      <td>1</td>\n",
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       "      <th>7</th>\n",
       "      <td>LU0336084032</td>\n",
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       "      <td>1</td>\n",
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       "      <th>8</th>\n",
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       "      <td>1</td>\n",
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       "      <td>1</td>\n",
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       "      <td>9.104539e+08</td>\n",
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       "      <td>1</td>\n",
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       "      <th>11</th>\n",
       "      <td>LU1299306321</td>\n",
       "      <td>8.665762e+08</td>\n",
       "      <td>111</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>FR001400U4S3</td>\n",
       "      <td>6.569309e+08</td>\n",
       "      <td>120</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>FR0010306142</td>\n",
       "      <td>6.219282e+08</td>\n",
       "      <td>204</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>FR0010312660</td>\n",
       "      <td>3.721387e+08</td>\n",
       "      <td>168</td>\n",
       "      <td>1</td>\n",
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       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "     fund_family  aum_val_total  n_clients  n_isin\n",
       "0   FR0010149120   4.884612e+09        282       1\n",
       "1   FR0010135103   4.502206e+09        290       1\n",
       "2   FR0010148981   3.237251e+09        260       1\n",
       "3   FR00140081Y1   1.421801e+09        139       1\n",
       "4   LU0992624949   1.290916e+09        151       1\n",
       "5   LU1623762843   1.206331e+09        201       1\n",
       "6   FR001400KAV4   1.178233e+09        129       1\n",
       "7   LU0336084032   1.051440e+09        229       1\n",
       "8   FR0010149302   9.536118e+08        255       1\n",
       "9   FR0010149161   9.442772e+08        165       1\n",
       "10  LU0992631217   9.104539e+08        139       1\n",
       "11  LU1299306321   8.665762e+08        111       1\n",
       "12  FR001400U4S3   6.569309e+08        120       1\n",
       "13  FR0010306142   6.219282e+08        204       1\n",
       "14  FR0010312660   3.721387e+08        168       1"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "top_fund_families = top_fund_families[\n",
    "    (top_fund_families[\"n_clients\"] >= 20)\n",
    "].copy()\n",
    "top_fund_families #15 plus gros fond en terme de aum val total et n clients"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b56b8070-3d60-4d18-9c2f-f800c88ec804",
   "metadata": {},
   "source": [
    "## Clustering par fund family"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1c765db8-7120-4176-a90c-2fffdbc85b54",
   "metadata": {},
   "source": [
    "### construire la base mensuelle au niveau client × fond"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "id": "5014d562-073b-4ff8-b2c3-cf7343e1badf",
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Registrar Account - ID</th>\n",
       "      <th>fund_family</th>\n",
       "      <th>month</th>\n",
       "      <th>fund_aum_qty</th>\n",
       "      <th>fund_aum_val</th>\n",
       "      <th>net_flow_qty</th>\n",
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       "      <th>ret_fund_m</th>\n",
       "      <th>ret_fund_6m_mean</th>\n",
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       "      <td>673.990</td>\n",
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       "      <td>9.0</td>\n",
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       "      <td>0.020252</td>\n",
       "      <td>179864.637</td>\n",
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       "      <td>1</td>\n",
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       "      <td>0.013728</td>\n",
       "      <td>0.021305</td>\n",
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       "      <td>2015-02-01</td>\n",
       "      <td>49797.915</td>\n",
       "      <td>3.368032e+07</td>\n",
       "      <td>988.000</td>\n",
       "      <td>1712.00</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0.025620</td>\n",
       "      <td>0.020209</td>\n",
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       "      <td>0.019840</td>\n",
       "      <td>0.034378</td>\n",
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       "      <td>2015-03-01</td>\n",
       "      <td>50302.627</td>\n",
       "      <td>3.505691e+07</td>\n",
       "      <td>9.710</td>\n",
       "      <td>1561.71</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0.030614</td>\n",
       "      <td>0.024664</td>\n",
       "      <td>190357.718</td>\n",
       "      <td>0.264252</td>\n",
       "      <td>1</td>\n",
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       "      <td>0.000193</td>\n",
       "      <td>0.031046</td>\n",
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       "      <td>18872</td>\n",
       "      <td>FR0010135103</td>\n",
       "      <td>2015-04-01</td>\n",
       "      <td>50219.393</td>\n",
       "      <td>3.452433e+07</td>\n",
       "      <td>-123.234</td>\n",
       "      <td>1830.19</td>\n",
       "      <td>11.0</td>\n",
       "      <td>-0.023909</td>\n",
       "      <td>0.020089</td>\n",
       "      <td>191429.324</td>\n",
       "      <td>0.262338</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>-0.002454</td>\n",
       "      <td>0.036443</td>\n",
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       "      <td>18872</td>\n",
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       "      <td>2015-05-01</td>\n",
       "      <td>53685.393</td>\n",
       "      <td>3.699729e+07</td>\n",
       "      <td>121.000</td>\n",
       "      <td>529.00</td>\n",
       "      <td>6.0</td>\n",
       "      <td>0.003240</td>\n",
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       "      <td>189056.475</td>\n",
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       "      <td>1</td>\n",
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       "      <td>0.009854</td>\n",
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       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Registrar Account - ID   fund_family      month  fund_aum_qty  fund_aum_val  \\\n",
       "0                  18872  FR0010135103 2015-01-01     49094.915  3.242523e+07   \n",
       "1                  18872  FR0010135103 2015-02-01     49797.915  3.368032e+07   \n",
       "2                  18872  FR0010135103 2015-03-01     50302.627  3.505691e+07   \n",
       "3                  18872  FR0010135103 2015-04-01     50219.393  3.452433e+07   \n",
       "4                  18872  FR0010135103 2015-05-01     53685.393  3.699729e+07   \n",
       "\n",
       "   net_flow_qty  gross_flow_qty  n_tx  ret_fund_m  ret_fund_6m_mean  \\\n",
       "0       673.990         1045.99   9.0    0.065542          0.020252   \n",
       "1       988.000         1712.00  12.0    0.025620          0.020209   \n",
       "2         9.710         1561.71  12.0    0.030614          0.024664   \n",
       "3      -123.234         1830.19  11.0   -0.023909          0.020089   \n",
       "4       121.000          529.00   6.0    0.003240          0.018805   \n",
       "\n",
       "   portfolio_aum_total  fund_weight  held_flag  active_flag  flow_to_aum  \\\n",
       "0           179864.637     0.272953          1            1     0.013728   \n",
       "1           186761.736     0.266637          1            1     0.019840   \n",
       "2           190357.718     0.264252          1            1     0.000193   \n",
       "3           191429.324     0.262338          1            1    -0.002454   \n",
       "4           189056.475     0.283963          1            1     0.002254   \n",
       "\n",
       "   turnover  \n",
       "0  0.021305  \n",
       "1  0.034378  \n",
       "2  0.031046  \n",
       "3  0.036443  \n",
       "4  0.009854  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(962611, 16)\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 3) Construire la base mensuelle client x fund_family x mois\n",
    "# ============================================================\n",
    "\n",
    "portfolio_month = (\n",
    "    df_rel_m\n",
    "    .groupby([ID_COL, \"month\"], as_index=False)\n",
    "    .agg(portfolio_aum_total=(\"aum_qty\", \"sum\"))\n",
    ")\n",
    "\n",
    "family_month = (\n",
    "    df_rel_m\n",
    "    .groupby([ID_COL, \"fund_family\", \"month\"], as_index=False)\n",
    "    .agg(\n",
    "        fund_aum_qty=(\"aum_qty\", \"sum\"),\n",
    "        fund_aum_val=(\"aum_val\", \"sum\"),\n",
    "        net_flow_qty=(\"net_flow_qty\", \"sum\"),\n",
    "        gross_flow_qty=(\"gross_flow_qty\", \"sum\"),\n",
    "        n_tx=(\"n_tx\", \"sum\"),\n",
    "        ret_fund_m=(\"ret_fund_m\", \"mean\"),\n",
    "        ret_fund_6m_mean=(\"ret_fund_6m_mean\", \"mean\"),\n",
    "    )\n",
    "    .merge(portfolio_month, on=[ID_COL, \"month\"], how=\"left\")\n",
    ")\n",
    "\n",
    "family_month[\"fund_weight\"] = family_month[\"fund_aum_qty\"] / (family_month[\"portfolio_aum_total\"].abs() + 1.0)\n",
    "family_month[\"held_flag\"] = (family_month[\"fund_aum_qty\"] > 0).astype(int)\n",
    "family_month[\"active_flag\"] = (family_month[\"gross_flow_qty\"] > 0).astype(int)\n",
    "family_month[\"flow_to_aum\"] = family_month[\"net_flow_qty\"] / (family_month[\"fund_aum_qty\"].abs() + 1.0)\n",
    "family_month[\"turnover\"] = family_month[\"gross_flow_qty\"] / (family_month[\"fund_aum_qty\"].abs() + 1.0)\n",
    "\n",
    "display(family_month.head())\n",
    "print(family_month.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b1ce1fc3-9526-4d26-a791-9d46561972ef",
   "metadata": {},
   "source": [
    "### Features :\n",
    "L’idée est de capter :\n",
    "\n",
    "    fréquence\n",
    "    intensité\n",
    "    taille\n",
    "    timing d’entrée/sortie\n",
    "    relation à la performance\n",
    "    rôle du fond dans le portefeuille\n",
    "    spécificités produit"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "id": "b65c3b5b-d270-409d-9c4d-5218262a5d92",
   "metadata": {},
   "outputs": [],
   "source": [
    "# ============================================================\n",
    "# 4) Construire le dataset client x fond pour le clustering\n",
    "# ============================================================\n",
    "\n",
    "def build_fund_dataset(fund_family, min_months=3):\n",
    "    g = family_month[family_month[\"fund_family\"] == fund_family].sort_values([ID_COL, \"month\"]).copy()\n",
    "\n",
    "    if g.empty:\n",
    "        return None\n",
    "\n",
    "    g[\"prev_held\"] = g.groupby(ID_COL)[\"held_flag\"].shift(1).fillna(0).astype(int)\n",
    "    g[\"entry_event\"] = ((g[\"prev_held\"] == 0) & (g[\"held_flag\"] == 1)).astype(int)\n",
    "    g[\"exit_event\"] = ((g[\"prev_held\"] == 1) & (g[\"held_flag\"] == 0)).astype(int)\n",
    "    g[\"buy_month\"] = (g[\"net_flow_qty\"] > 0).astype(int)\n",
    "\n",
    "    # rolling simples\n",
    "    g[\"turnover_6m_mean\"] = (\n",
    "        g.groupby(ID_COL)[\"turnover\"]\n",
    "        .transform(lambda s: s.rolling(6, min_periods=1).mean())\n",
    "    )\n",
    "\n",
    "    g[\"flow_to_aum_6m_mean\"] = (\n",
    "        g.groupby(ID_COL)[\"flow_to_aum\"]\n",
    "        .transform(lambda s: s.rolling(6, min_periods=1).mean())\n",
    "    )\n",
    "\n",
    "    df_fund = (\n",
    "        g.groupby(ID_COL, as_index=False)\n",
    "        .agg(\n",
    "            n_months_obs=(\"month\", \"nunique\"),\n",
    "            fund_aum_mean=(\"fund_aum_qty\", \"mean\"),\n",
    "            fund_aum_last=(\"fund_aum_qty\", \"last\"),\n",
    "            fund_weight_mean=(\"fund_weight\", \"mean\"),\n",
    "            fund_weight_last=(\"fund_weight\", \"last\"),\n",
    "            held_month_share=(\"held_flag\", \"mean\"),\n",
    "            active_month_share=(\"active_flag\", \"mean\"),\n",
    "            entry_count=(\"entry_event\", \"sum\"),\n",
    "            exit_count=(\"exit_event\", \"sum\"),\n",
    "            turnover_mean=(\"turnover\", \"mean\"),\n",
    "            turnover_6m_mean=(\"turnover_6m_mean\", \"last\"),\n",
    "            flow_to_aum_mean=(\"flow_to_aum\", \"mean\"),\n",
    "            flow_to_aum_6m_mean=(\"flow_to_aum_6m_mean\", \"last\"),\n",
    "            ret_fund_m_mean=(\"ret_fund_m\", \"mean\"),\n",
    "            ret_fund_6m_mean=(\"ret_fund_6m_mean\", \"mean\"),\n",
    "            buy_after_good_perf_share=(\"buy_month\", \"mean\"),\n",
    "        )\n",
    "    )\n",
    "\n",
    "    # corr flux / perf\n",
    "    corr_block = (\n",
    "        g.groupby(ID_COL)\n",
    "        .apply(lambda z: compute_corr(z[\"net_flow_qty\"], z[\"ret_fund_m\"]))\n",
    "        .rename(\"corr_flow_ret_1m\")\n",
    "        .reset_index()\n",
    "    )\n",
    "\n",
    "    df_fund = df_fund.merge(corr_block, on=ID_COL, how=\"left\")\n",
    "    df_fund = df_fund[df_fund[\"n_months_obs\"] >= min_months].copy()\n",
    "\n",
    "    return df_fund"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "id": "f3f7adf4-6f4a-414d-89e5-b8f338f65c86",
   "metadata": {},
   "outputs": [],
   "source": [
    "# ============================================================\n",
    "# 5) Outils de clustering\n",
    "# ============================================================\n",
    "\n",
    "def prep_matrix(df, feature_cols):\n",
    "    X = df[feature_cols].copy()\n",
    "    X = X.replace([np.inf, -np.inf], np.nan)\n",
    "\n",
    "    pipe = Pipeline([\n",
    "        (\"imputer\", SimpleImputer(strategy=\"median\")),\n",
    "        (\"scaler\", RobustScaler()),\n",
    "    ])\n",
    "\n",
    "    X_scaled = pipe.fit_transform(X)\n",
    "    return X_scaled\n",
    "\n",
    "def cluster_balance_summary(labels):\n",
    "    vc = pd.Series(labels).value_counts().sort_index()\n",
    "    n = int(vc.sum())\n",
    "    return {\n",
    "        \"n_clusters\": int(len(vc)),\n",
    "        \"min_cluster_size\": int(vc.min()),\n",
    "        \"max_cluster_size\": int(vc.max()),\n",
    "        \"dominant_cluster_share\": float(vc.max() / n) if n > 0 else np.nan,\n",
    "        \"singleton_clusters\": int((vc == 1).sum()),\n",
    "    }\n",
    "\n",
    "def evaluate_partition(X_scaled, labels):\n",
    "    out = cluster_balance_summary(labels)\n",
    "\n",
    "    if len(np.unique(labels)) < 2:\n",
    "        out[\"silhouette\"] = np.nan\n",
    "        out[\"davies_bouldin\"] = np.nan\n",
    "        out[\"calinski_harabasz\"] = np.nan\n",
    "        return out\n",
    "\n",
    "    out[\"silhouette\"] = silhouette_score(X_scaled, labels)\n",
    "    out[\"davies_bouldin\"] = davies_bouldin_score(X_scaled, labels)\n",
    "    out[\"calinski_harabasz\"] = calinski_harabasz_score(X_scaled, labels)\n",
    "    return out"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "id": "668aed37-0f3c-4d2b-9b8f-828d4ce24889",
   "metadata": {},
   "outputs": [],
   "source": [
    "# k=2,.,10 pour chaque fond \n",
    "\n",
    "# ============================================================\n",
    "# 6) Tester K = 2 à 10 pour un fond\n",
    "# ============================================================\n",
    "\n",
    "FEATURE_COLS_FUND = [\n",
    "    \"fund_weight_mean\",\n",
    "    \"fund_weight_last\",\n",
    "    \"fund_aum_mean\",\n",
    "    \"fund_aum_last\",\n",
    "    \"held_month_share\",\n",
    "    \"active_month_share\",\n",
    "    \"entry_count\",\n",
    "    \"exit_count\",\n",
    "    \"turnover_mean\",\n",
    "    \"turnover_6m_mean\",\n",
    "    \"flow_to_aum_mean\",\n",
    "    \"flow_to_aum_6m_mean\",\n",
    "    \"corr_flow_ret_1m\",\n",
    "    \"buy_after_good_perf_share\",\n",
    "]\n",
    "\n",
    "def run_kmeans_grid_for_fund(fund_family, k_min=4, k_max=10):\n",
    "    df_fund = build_fund_dataset(fund_family)\n",
    "\n",
    "    if df_fund is None or df_fund.empty or len(df_fund) < 10:\n",
    "        return None\n",
    "\n",
    "    feature_cols = [c for c in FEATURE_COLS_FUND if c in df_fund.columns and not df_fund[c].isna().all()]\n",
    "    X_scaled = prep_matrix(df_fund, feature_cols)\n",
    "\n",
    "    rows = []\n",
    "    models = {}\n",
    "\n",
    "    for k in range(k_min, k_max + 1):\n",
    "        if k >= len(df_fund):\n",
    "            continue\n",
    "\n",
    "        km = KMeans(n_clusters=k, random_state=RANDOM_STATE, n_init=50)\n",
    "        labels = km.fit_predict(X_scaled)\n",
    "\n",
    "        rows.append({\n",
    "            \"k\": k,\n",
    "            **evaluate_partition(X_scaled, labels)\n",
    "        })\n",
    "        models[k] = labels\n",
    "\n",
    "    diag = pd.DataFrame(rows)\n",
    "    return {\n",
    "        \"data\": df_fund,\n",
    "        \"features\": feature_cols,\n",
    "        \"diag\": diag,\n",
    "        \"models\": models,\n",
    "        \"X_scaled\": X_scaled,\n",
    "    }"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "id": "7ce93ee1-129d-41be-af41-958361f58bf3",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Nombre de fonds étudiés : 15\n",
      "['FR0010149120', 'FR0010135103', 'FR0010148981', 'FR00140081Y1', 'LU0992624949', 'LU1623762843', 'FR001400KAV4', 'LU0336084032', 'FR0010149302', 'FR0010149161', 'LU0992631217', 'LU1299306321', 'FR001400U4S3', 'FR0010306142', 'FR0010312660']\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 7) Lancer l'étude sur tous les top fonds\n",
    "# ============================================================\n",
    "\n",
    "fund_results = {}\n",
    "\n",
    "for fund_family in top_fund_families[\"fund_family\"]:\n",
    "    res = run_kmeans_grid_for_fund(fund_family, k_min=4, k_max=10)\n",
    "    if res is not None:\n",
    "        fund_results[fund_family] = res\n",
    "\n",
    "print(\"Nombre de fonds étudiés :\", len(fund_results))\n",
    "print(list(fund_results.keys()))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "id": "bfb36134-0e65-42d5-a76c-a901a2a35816",
   "metadata": {},
   "outputs": [
    {
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>k</th>\n",
       "      <th>n_clusters</th>\n",
       "      <th>min_cluster_size</th>\n",
       "      <th>max_cluster_size</th>\n",
       "      <th>dominant_cluster_share</th>\n",
       "      <th>singleton_clusters</th>\n",
       "      <th>silhouette</th>\n",
       "      <th>davies_bouldin</th>\n",
       "      <th>calinski_harabasz</th>\n",
       "      <th>fund_family</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4</td>\n",
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       "      <td>6.236159e+04</td>\n",
       "      <td>FR0010149120</td>\n",
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       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>1</td>\n",
       "      <td>314</td>\n",
       "      <td>0.981250</td>\n",
       "      <td>3</td>\n",
       "      <td>0.888334</td>\n",
       "      <td>0.260038</td>\n",
       "      <td>6.892536e+04</td>\n",
       "      <td>FR0010149120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>6</td>\n",
       "      <td>6</td>\n",
       "      <td>1</td>\n",
       "      <td>302</td>\n",
       "      <td>0.943750</td>\n",
       "      <td>3</td>\n",
       "      <td>0.779785</td>\n",
       "      <td>0.317455</td>\n",
       "      <td>7.565806e+04</td>\n",
       "      <td>FR0010149120</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>7</td>\n",
       "      <td>7</td>\n",
       "      <td>1</td>\n",
       "      <td>287</td>\n",
       "      <td>0.896875</td>\n",
       "      <td>3</td>\n",
       "      <td>0.783468</td>\n",
       "      <td>0.362942</td>\n",
       "      <td>9.135321e+04</td>\n",
       "      <td>FR0010149120</td>\n",
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       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>8</td>\n",
       "      <td>8</td>\n",
       "      <td>1</td>\n",
       "      <td>283</td>\n",
       "      <td>0.884375</td>\n",
       "      <td>3</td>\n",
       "      <td>0.802890</td>\n",
       "      <td>0.375458</td>\n",
       "      <td>1.060793e+05</td>\n",
       "      <td>FR0010149120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>9</td>\n",
       "      <td>9</td>\n",
       "      <td>1</td>\n",
       "      <td>283</td>\n",
       "      <td>0.884375</td>\n",
       "      <td>4</td>\n",
       "      <td>0.802810</td>\n",
       "      <td>0.353071</td>\n",
       "      <td>1.197763e+05</td>\n",
       "      <td>FR0010149120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>10</td>\n",
       "      <td>10</td>\n",
       "      <td>1</td>\n",
       "      <td>280</td>\n",
       "      <td>0.875000</td>\n",
       "      <td>4</td>\n",
       "      <td>0.785437</td>\n",
       "      <td>0.361689</td>\n",
       "      <td>1.324484e+05</td>\n",
       "      <td>FR0010149120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>323</td>\n",
       "      <td>0.964179</td>\n",
       "      <td>2</td>\n",
       "      <td>0.862526</td>\n",
       "      <td>0.396761</td>\n",
       "      <td>1.072268e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>1</td>\n",
       "      <td>319</td>\n",
       "      <td>0.952239</td>\n",
       "      <td>2</td>\n",
       "      <td>0.878178</td>\n",
       "      <td>0.408251</td>\n",
       "      <td>1.251565e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>6</td>\n",
       "      <td>6</td>\n",
       "      <td>1</td>\n",
       "      <td>317</td>\n",
       "      <td>0.946269</td>\n",
       "      <td>2</td>\n",
       "      <td>0.877437</td>\n",
       "      <td>0.438045</td>\n",
       "      <td>1.375313e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>7</td>\n",
       "      <td>7</td>\n",
       "      <td>1</td>\n",
       "      <td>317</td>\n",
       "      <td>0.946269</td>\n",
       "      <td>2</td>\n",
       "      <td>0.873553</td>\n",
       "      <td>0.348404</td>\n",
       "      <td>1.616668e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>8</td>\n",
       "      <td>8</td>\n",
       "      <td>1</td>\n",
       "      <td>305</td>\n",
       "      <td>0.910448</td>\n",
       "      <td>2</td>\n",
       "      <td>0.814795</td>\n",
       "      <td>0.380975</td>\n",
       "      <td>1.996607e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>9</td>\n",
       "      <td>9</td>\n",
       "      <td>1</td>\n",
       "      <td>289</td>\n",
       "      <td>0.862687</td>\n",
       "      <td>2</td>\n",
       "      <td>0.771577</td>\n",
       "      <td>0.441611</td>\n",
       "      <td>2.164950e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>10</td>\n",
       "      <td>10</td>\n",
       "      <td>1</td>\n",
       "      <td>292</td>\n",
       "      <td>0.871642</td>\n",
       "      <td>4</td>\n",
       "      <td>0.780776</td>\n",
       "      <td>0.344281</td>\n",
       "      <td>2.352434e+07</td>\n",
       "      <td>FR0010135103</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>311</td>\n",
       "      <td>0.984177</td>\n",
       "      <td>2</td>\n",
       "      <td>0.951234</td>\n",
       "      <td>0.246002</td>\n",
       "      <td>1.197836e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>1</td>\n",
       "      <td>308</td>\n",
       "      <td>0.974684</td>\n",
       "      <td>3</td>\n",
       "      <td>0.923568</td>\n",
       "      <td>0.291831</td>\n",
       "      <td>1.194490e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>6</td>\n",
       "      <td>6</td>\n",
       "      <td>1</td>\n",
       "      <td>307</td>\n",
       "      <td>0.971519</td>\n",
       "      <td>4</td>\n",
       "      <td>0.925231</td>\n",
       "      <td>0.295944</td>\n",
       "      <td>1.336923e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>7</td>\n",
       "      <td>7</td>\n",
       "      <td>1</td>\n",
       "      <td>306</td>\n",
       "      <td>0.968354</td>\n",
       "      <td>4</td>\n",
       "      <td>0.901949</td>\n",
       "      <td>0.196162</td>\n",
       "      <td>1.719620e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>8</td>\n",
       "      <td>8</td>\n",
       "      <td>1</td>\n",
       "      <td>298</td>\n",
       "      <td>0.943038</td>\n",
       "      <td>4</td>\n",
       "      <td>0.879011</td>\n",
       "      <td>0.231291</td>\n",
       "      <td>2.574472e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>9</td>\n",
       "      <td>9</td>\n",
       "      <td>1</td>\n",
       "      <td>297</td>\n",
       "      <td>0.939873</td>\n",
       "      <td>5</td>\n",
       "      <td>0.883001</td>\n",
       "      <td>0.222999</td>\n",
       "      <td>2.976192e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>10</td>\n",
       "      <td>10</td>\n",
       "      <td>1</td>\n",
       "      <td>291</td>\n",
       "      <td>0.920886</td>\n",
       "      <td>5</td>\n",
       "      <td>0.853795</td>\n",
       "      <td>0.266340</td>\n",
       "      <td>3.422146e+05</td>\n",
       "      <td>FR0010148981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>130</td>\n",
       "      <td>0.928571</td>\n",
       "      <td>2</td>\n",
       "      <td>0.846660</td>\n",
       "      <td>0.272805</td>\n",
       "      <td>1.058871e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>1</td>\n",
       "      <td>124</td>\n",
       "      <td>0.885714</td>\n",
       "      <td>2</td>\n",
       "      <td>0.801199</td>\n",
       "      <td>0.291206</td>\n",
       "      <td>1.457334e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>6</td>\n",
       "      <td>6</td>\n",
       "      <td>1</td>\n",
       "      <td>116</td>\n",
       "      <td>0.828571</td>\n",
       "      <td>2</td>\n",
       "      <td>0.798078</td>\n",
       "      <td>0.354293</td>\n",
       "      <td>2.012263e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>7</td>\n",
       "      <td>7</td>\n",
       "      <td>1</td>\n",
       "      <td>116</td>\n",
       "      <td>0.828571</td>\n",
       "      <td>3</td>\n",
       "      <td>0.797375</td>\n",
       "      <td>0.302775</td>\n",
       "      <td>2.397924e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>8</td>\n",
       "      <td>8</td>\n",
       "      <td>1</td>\n",
       "      <td>115</td>\n",
       "      <td>0.821429</td>\n",
       "      <td>4</td>\n",
       "      <td>0.784789</td>\n",
       "      <td>0.243282</td>\n",
       "      <td>3.247377e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>9</td>\n",
       "      <td>9</td>\n",
       "      <td>1</td>\n",
       "      <td>115</td>\n",
       "      <td>0.821429</td>\n",
       "      <td>4</td>\n",
       "      <td>0.776258</td>\n",
       "      <td>0.354855</td>\n",
       "      <td>3.919863e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>10</td>\n",
       "      <td>10</td>\n",
       "      <td>1</td>\n",
       "      <td>106</td>\n",
       "      <td>0.757143</td>\n",
       "      <td>4</td>\n",
       "      <td>0.678970</td>\n",
       "      <td>0.369964</td>\n",
       "      <td>4.284648e+03</td>\n",
       "      <td>FR00140081Y1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>185</td>\n",
       "      <td>0.968586</td>\n",
       "      <td>2</td>\n",
       "      <td>0.937635</td>\n",
       "      <td>0.092228</td>\n",
       "      <td>7.051123e+03</td>\n",
       "      <td>LU0992624949</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>1</td>\n",
       "      <td>183</td>\n",
       "      <td>0.958115</td>\n",
       "      <td>2</td>\n",
       "      <td>0.939791</td>\n",
       "      <td>0.174930</td>\n",
       "      <td>1.430396e+04</td>\n",
       "      <td>LU0992624949</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     k  n_clusters  min_cluster_size  max_cluster_size  \\\n",
       "0    4           4                 1               317   \n",
       "1    5           5                 1               314   \n",
       "2    6           6                 1               302   \n",
       "3    7           7                 1               287   \n",
       "4    8           8                 1               283   \n",
       "5    9           9                 1               283   \n",
       "6   10          10                 1               280   \n",
       "7    4           4                 1               323   \n",
       "8    5           5                 1               319   \n",
       "9    6           6                 1               317   \n",
       "10   7           7                 1               317   \n",
       "11   8           8                 1               305   \n",
       "12   9           9                 1               289   \n",
       "13  10          10                 1               292   \n",
       "14   4           4                 1               311   \n",
       "15   5           5                 1               308   \n",
       "16   6           6                 1               307   \n",
       "17   7           7                 1               306   \n",
       "18   8           8                 1               298   \n",
       "19   9           9                 1               297   \n",
       "20  10          10                 1               291   \n",
       "21   4           4                 1               130   \n",
       "22   5           5                 1               124   \n",
       "23   6           6                 1               116   \n",
       "24   7           7                 1               116   \n",
       "25   8           8                 1               115   \n",
       "26   9           9                 1               115   \n",
       "27  10          10                 1               106   \n",
       "28   4           4                 1               185   \n",
       "29   5           5                 1               183   \n",
       "\n",
       "    dominant_cluster_share  singleton_clusters  silhouette  davies_bouldin  \\\n",
       "0                 0.990625                   3    0.952702        0.014258   \n",
       "1                 0.981250                   3    0.888334        0.260038   \n",
       "2                 0.943750                   3    0.779785        0.317455   \n",
       "3                 0.896875                   3    0.783468        0.362942   \n",
       "4                 0.884375                   3    0.802890        0.375458   \n",
       "5                 0.884375                   4    0.802810        0.353071   \n",
       "6                 0.875000                   4    0.785437        0.361689   \n",
       "7                 0.964179                   2    0.862526        0.396761   \n",
       "8                 0.952239                   2    0.878178        0.408251   \n",
       "9                 0.946269                   2    0.877437        0.438045   \n",
       "10                0.946269                   2    0.873553        0.348404   \n",
       "11                0.910448                   2    0.814795        0.380975   \n",
       "12                0.862687                   2    0.771577        0.441611   \n",
       "13                0.871642                   4    0.780776        0.344281   \n",
       "14                0.984177                   2    0.951234        0.246002   \n",
       "15                0.974684                   3    0.923568        0.291831   \n",
       "16                0.971519                   4    0.925231        0.295944   \n",
       "17                0.968354                   4    0.901949        0.196162   \n",
       "18                0.943038                   4    0.879011        0.231291   \n",
       "19                0.939873                   5    0.883001        0.222999   \n",
       "20                0.920886                   5    0.853795        0.266340   \n",
       "21                0.928571                   2    0.846660        0.272805   \n",
       "22                0.885714                   2    0.801199        0.291206   \n",
       "23                0.828571                   2    0.798078        0.354293   \n",
       "24                0.828571                   3    0.797375        0.302775   \n",
       "25                0.821429                   4    0.784789        0.243282   \n",
       "26                0.821429                   4    0.776258        0.354855   \n",
       "27                0.757143                   4    0.678970        0.369964   \n",
       "28                0.968586                   2    0.937635        0.092228   \n",
       "29                0.958115                   2    0.939791        0.174930   \n",
       "\n",
       "    calinski_harabasz   fund_family  \n",
       "0        6.236159e+04  FR0010149120  \n",
       "1        6.892536e+04  FR0010149120  \n",
       "2        7.565806e+04  FR0010149120  \n",
       "3        9.135321e+04  FR0010149120  \n",
       "4        1.060793e+05  FR0010149120  \n",
       "5        1.197763e+05  FR0010149120  \n",
       "6        1.324484e+05  FR0010149120  \n",
       "7        1.072268e+07  FR0010135103  \n",
       "8        1.251565e+07  FR0010135103  \n",
       "9        1.375313e+07  FR0010135103  \n",
       "10       1.616668e+07  FR0010135103  \n",
       "11       1.996607e+07  FR0010135103  \n",
       "12       2.164950e+07  FR0010135103  \n",
       "13       2.352434e+07  FR0010135103  \n",
       "14       1.197836e+05  FR0010148981  \n",
       "15       1.194490e+05  FR0010148981  \n",
       "16       1.336923e+05  FR0010148981  \n",
       "17       1.719620e+05  FR0010148981  \n",
       "18       2.574472e+05  FR0010148981  \n",
       "19       2.976192e+05  FR0010148981  \n",
       "20       3.422146e+05  FR0010148981  \n",
       "21       1.058871e+03  FR00140081Y1  \n",
       "22       1.457334e+03  FR00140081Y1  \n",
       "23       2.012263e+03  FR00140081Y1  \n",
       "24       2.397924e+03  FR00140081Y1  \n",
       "25       3.247377e+03  FR00140081Y1  \n",
       "26       3.919863e+03  FR00140081Y1  \n",
       "27       4.284648e+03  FR00140081Y1  \n",
       "28       7.051123e+03  LU0992624949  \n",
       "29       1.430396e+04  LU0992624949  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 8) Tableau de synthèse par fond et par K\n",
    "# ============================================================\n",
    "\n",
    "rows = []\n",
    "\n",
    "for fund_family, res in fund_results.items():\n",
    "    diag = res[\"diag\"].copy()\n",
    "    diag[\"fund_family\"] = fund_family\n",
    "    rows.append(diag)\n",
    "\n",
    "df_fund_diag = pd.concat(rows, axis=0).reset_index(drop=True)\n",
    "\n",
    "display(df_fund_diag.head(30))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "66ea6e29-47dd-4fc0-900f-225d3c8a2b1d",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "==============================\n",
      "FOND : FR0010149120\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    317\n",
      "1      1\n",
      "2      1\n",
      "3      1\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010135103\n",
      "K retenu : 5\n",
      "cluster\n",
      "0      4\n",
      "1      1\n",
      "2    319\n",
      "3      1\n",
      "4     10\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010148981\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    311\n",
      "1      1\n",
      "2      1\n",
      "3      3\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR00140081Y1\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    130\n",
      "1      1\n",
      "2      1\n",
      "3      8\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : LU0992624949\n",
      "K retenu : 5\n",
      "cluster\n",
      "0    183\n",
      "1      1\n",
      "2      1\n",
      "3      4\n",
      "4      2\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : LU1623762843\n",
      "K retenu : 5\n",
      "cluster\n",
      "0    206\n",
      "1      1\n",
      "2      1\n",
      "3      3\n",
      "4      1\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR001400KAV4\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    125\n",
      "1      1\n",
      "2      1\n",
      "3      2\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : LU0336084032\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    265\n",
      "1      1\n",
      "2      5\n",
      "3      1\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010149302\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    309\n",
      "1      1\n",
      "2      1\n",
      "3      2\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010149161\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    203\n",
      "1      1\n",
      "2      1\n",
      "3      1\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : LU0992631217\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    156\n",
      "1      1\n",
      "2      1\n",
      "3      3\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : LU1299306321\n",
      "K retenu : 5\n",
      "cluster\n",
      "0      9\n",
      "1      3\n",
      "2    110\n",
      "3      4\n",
      "4      5\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR001400U4S3\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    111\n",
      "1      1\n",
      "2      3\n",
      "3      1\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010306142\n",
      "K retenu : 4\n",
      "cluster\n",
      "0    247\n",
      "1      1\n",
      "2      3\n",
      "3      2\n",
      "Name: count, dtype: int64\n",
      "\n",
      "==============================\n",
      "FOND : FR0010312660\n",
      "K retenu : 4\n",
      "cluster\n",
      "0      2\n",
      "1    205\n",
      "2      9\n",
      "3      2\n",
      "Name: count, dtype: int64\n"
     ]
    }
   ],
   "source": [
    "# ============================================================\n",
    "# 9) Choisir un K par fond et afficher les tailles des clusters\n",
    "# Ici : on prend le meilleur silhouette sans singleton si possible\n",
    "# ============================================================\n",
    "\n",
    "best_partitions = {}\n",
    "\n",
    "for fund_family, res in fund_results.items():\n",
    "    diag = res[\"diag\"].copy()\n",
    "\n",
    "    diag2 = diag[diag[\"singleton_clusters\"] == 0].copy()\n",
    "    if diag2.empty:\n",
    "        diag2 = diag.copy()\n",
    "\n",
    "    diag2 = diag2.sort_values(\n",
    "        [\"silhouette\", \"dominant_cluster_share\"],\n",
    "        ascending=[False, True]\n",
    "    )\n",
    "\n",
    "    best_k = int(diag2.iloc[0][\"k\"])\n",
    "    labels = res[\"models\"][best_k]\n",
    "\n",
    "    df_f = res[\"data\"].copy()\n",
    "    df_f[\"cluster\"] = labels\n",
    "\n",
    "    best_partitions[fund_family] = {\n",
    "        \"k\": best_k,\n",
    "        \"data\": df_f\n",
    "    }\n",
    "\n",
    "    print(\"\\n==============================\")\n",
    "    print(\"FOND :\", fund_family)\n",
    "    print(\"K retenu :\", best_k)\n",
    "    print(df_f[\"cluster\"].value_counts().sort_index())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "id": "e5e397ed-3514-4377-8c9b-ed474e70f8b8",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "image/png": 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SERERUYPFASlEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpJwEmwrMRgMSE9Ph4uLi8nzTYmIiIhqmxACeXl58PPzk571XhmGQytJT0+Hv7+/tbtBRERE95CLFy+iWbNmVdYwHFqJi4sLAOMPSaPRWLk3REREZMv0ej38/f2l/FEVhkMrqbiUrNFoGA6JiIioXlTnVjYOSCEiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSfj4PBtTZihDZn4mDmYcxDndOXT26IwuHl3g6+xr7a4RERFRI8BwaEMMwoCT107i5Z0vo7CsUFrurnJHTEQMWrq2tGLviIiIqDHgZWUbklWQhdd2vWYSDAEgpygHU3+dipyiHCv1jIiIiBoLhkMbklWQVWkAPHX9FK4XXa/nHhEREVFjw3BoQwpKC6psLykvqaeeEBERUWPFcGhD/Jz9IIPMYpuTgxO0Sm0994iIiIgaG4ZDG+Kucsfz7Z632PZat9fg5ehVzz0iIiKixoajlW2Is8IZ47uMR6AmECuPrUR2YTaauTTDpG6TcL/v/bCX88d9r9EX61FcXgxHe0c4K5yt3R0iImoEZEIIYe1O3Iv0ej20Wi10Oh00Gk2trlsIgauFV1FmKIODnQM81Z61un5q+HTFOiRfS8byo8tx6cYltHVriwnBE9BS2xJqB7W1u0dERPWsJrmDp5JskEwmg5eal5DvVYVlhdh0dhMWHlooLcssyMRvl3/D4r6L8ZD/Q7CT8Y4SIiKyjP9CENmYa4XX8OmRT82WCwi8k/AOrhZctUKviIiosWA4JLIx6TfSUWYos9h2regacotz67dDRETUqDAcEtkYuZ28ynZeUiYioqrwnkMiG+Pr5Au1vRoFZeaTojdzaQZXpWv9d6qBKyotR5a+CAnnryE7rwShLd3RvIkTPF2U1u4aEVG9YzgksjGejp74oM8HiP4lGgZhkJYr5UrM7zOfo9dvUVRajl9OX0XUmiMoM/w9eUOwvyuWvXQffLWOVuwdEVH941Q2VlKXU9kQFZYV4nLeZXx/+nuczz2PLp5dMChoEPyc/WBvx/8nvNlf1/LxyMe/oNxg/lfh6N6BmN6/HRT2VV+qbwiEELh6oxgGA+CisoeTkj9nIvobp7Ihusc52jsiyC0IU3tMRUl5CZRy5W3vRbxX7T2TbTEYAsC6gxfx8gMt4efasM8eZumLsP14Br7emwpdYSn6BHlgUnhrBDZxgoM97zElopphOCSyYfZ29jxTeBsZ+qJK2wpLy00uNTdE2XnFmPz9Ufx2NltatvXYFfycnImNUb3R3rf6VyaybxTj8vVCHEi9Bje1Aj1buMNLo4KjQ/X+x6K0vBw5+aUQAnB3cmgUZ1yJyBz/1SCie1rvVh5Ysuusxba23i5QKxp2wEnLKTAJhhWKywz4YFsyPn/hPmgdHW67nkx9EaLXJ+H3c9ekZXI7GT57vhv6tvOEWlH1PxeXrxfg24S/8H9HLgEABgY3xajegWjmxifyEDU2vN5ARPe0lp5OaO/rYrFt9lMd4OHcsEcsx53MrLTttzPZuFFUett1lJUbsO5gmkkwBIByg8Br644gs4qzqwBwObcQz63Yjy9/PY/sGyXIvlGCr/em4h/LEnD5uvmoeSJq2BgOieie5qVR4esRPfBCzwAo/3d/XmsvZ6we0xNd/F2t27lqcFJWfmZTaW8HmUx223Vk3yhGzO8XLLYZBLDzROUB1GAQ2H7sCi7nFpq1ZeiLsPnoFRga8KV5IQSy8oqQoStEfrHlyeOJ7jW8rExE9zw/V0fMeqoDovq2QplBwElhD49GMsdhv44++GjnaYttg7s1hbuT4rbrKBeArrDyM4xV3ZepLyrF5qPplbb/dDQdkT2awd2p4R3PTH0Rth67gm/2pkJfWIreQR54/bE2CGyihsJeDl1hCTL1xdiVnIXScgMeaecFX1dHuDspkJ1XjFKDATIYz7Da2cng6ayEvZznXKjxYzgkIgKgcpCjaSO8P85Ho8Ib/dqYBcRmbo6I6hsEVTUGkzg6yNG1mRZHL+kstj/YuvK5MeV2siq3oXKQQ27X8AJTxUCevTfdr7n9eAZ2pWThx1d7w1erwle/pWLpnr/vR/047jQGB/thZO8WeH19EjL0RejUVIvRvVtgd0omvDQqDLu/Obw0qjvrVHEeUJIP2KsAR9e73EOiO9fwfmOJiKjaNI4OGBYWiC2v9cELPf3Rr4M3FkUG4/tXwuDvXr2w6+6kwNtPdoClK9AtPCq/JxMAXFQOGNUrsNL2Ub0DqzUgpr79lVNgEgwrFJcZsDj+NM5k5ZkEwwo/JqUj6WIuAKCgpBwHU3MwYc1h9GjhjvjkLEzZ8Ceu3SiuWWdK8oH0ROCHl4GVjwDrngfO7QIKcu5k14juGsMhEVEjp3V0QKemWswd3BlfvHgfBnVrWuO5GTv4arBmTChaezkDABzkMgzq5of/jOkJn9s8JaZ7oBseaedltvyh1p4IbeFeo37Ul5+rGMjjonJAzL4Llbb/cOQSBnTxld4LAXwadwYv3d8cv5y5igxd1QN4TAgBXNgLrOwLnI4F9JeBtATgP4OBI/82Bsc7ZTAAuReBsz8b13XpMHAjq2bryM8GdOlA/lWgrOTO+0KNCi8rExHZCJlMBnv57QegWKJW2qNXkAfWjb0fN4rLYG8ng7uTAupqPGnF00WFD5/tgjNZeVh3IA0CwNCeAWjt7Qwvlzu8xFrHnKsYyKNV2eNiTuWjrK8XlMDplql9LucWwlVtPEOaeDEXHZtqq9eRvCvAT/80hsRb7XoP6DgIUDhVb103MxiAjKPGkFl4/e/lft2AyNWAtlnlny3UGc9aluQBkAHCANg7ABcPAgpn42dVroBMDqhda943avAYDomISOLhoryjwTieLkp4uihxf4smAAA7uzsLqfXlsY4+WFjJQJ4mzgo82t4LB1ItX9btGeiOk1f0Zsvl/9vn6gwCkhTkAHkZltsMZcC184BbYPXXVyEv3TwYAsbL1ztnAQOXWA6dN64COeeM9z2e2QG0exL4IwY4/M3fAValBf4RA3h2AK7lABofwKHx3a9LleNlZSIiqjV2drIGHwwBwNNFgTf6tTFb7u/uiKeDm+KJzr5oYiHkOTrIMTC4KWKPmwa6+wLccDJdD6W9HTpX96whANzusZbyO7xfM/useTCskLzRGAJvVVYMZJ0Erp4C9OmAZ3vg/C/Aoa9Nz2wW6YB1kcYzi/rLQO6lO+sjNVgMh3dh6dKlCAwMhEqlQmhoKA4ePGjtLhERUTWczcyHrqAUXw4LwXPd/RHR0Qezn+qAL4d1h7dGhWZuavx3Qi/07+SDiqz7QGsPrBt3Pz7ZeQol5QZpXe5OCvzz0SB890calr8UAm9NDc68OroDTVpZbnNQA27N72wHb1ypvM1QDpSZz0uJG1nGexx9ugBH1wCu/sDBLy2vo7wUSNkKOPsaP2MpbFKjxcvKd2j9+vWIjo7G8uXLERoaikWLFiEiIgKnTp2Cl5f5jdlERNQwZOqLMGl9Ei7nFuI/B/7CA6094eggx+r9afh452nsmPQAmrqp0cLDCQuHdMHMAe0hhHHgj71cho+eC8aPiZdw/mo+7m/ZBF2aaXExpwDfvxIGH42qZs+UdvEGnlkJrBoAlN4U2GQyYNAywNnnznbSq0PlbY5ugNLCCPSyImNolAEQMIZIXVrl67maAtw3AijR/+/+xFumPCrUGQeyFOmM23PyANTVHKBUfAPIzwIuHwFEOdA0BHDyAlTVf1Y43TmGwzv0ySefYOzYsRg1ahQAYPny5di6dSu++eYbTJ8+3cq9IyKiyuTkl0hPdCkqNZg9gjBDXyTNeemsdICz0vTSbpCXM6ZEtIPhf5NfA0C3ALc775BPV2DCPiBpHXDxANCkNdDzZcA1ALCvwf2LN3PxA/zDgIsJ5m19Z/59xq+s2Bjc5A6AgyOg1BgDmVd7QGYHeHcCrhy1vI2A+/8XJu2Mg1Nupk8Htr4BnNr697IWDxoDb1WDYQBjqEz8DxD3tnEwDGAMyw9MAe6f8HfALM43BsiCHEChBtQexvkhS24Y75l0qNmIffobw+EdKCkpweHDhzFjxgxpmZ2dHcLDw5GQYOEXEUBxcTGKi/+e+0qvN7+ZmYiI6p7B0sjgm5RV83F/tXZvpdwecG8JPDzdePZOrjQuuxvOnsCQb4Bd7wPHvjdeBlY3MQbDNv2BSweA3xcbB8MEPgB0HwVo/QFxEsg8AYS+Ypy6Juw14P9eNl+/oxsQEGoMkgonoEnQ321FemD7NNNgCACpvwI/jDWOlnZqUnnfs08DO2eaLhMC+HUB0LwX0Kqv8RL4rx8Z74c0/O+xh14dgKcWA3s/NV6S7/Ua4N4KUFU+TydZxnsO70B2djbKy8vh7e1tstzb2xsZGZZHnc2bNw9arVZ6+fv710dXiYjoFm5qhcXBJoDxedR+t5nXsc7YyY1B626DYQWNHzDgI2DiYSDqIPDKb0Dn54Ck1UBMf+O8ileSgIQlwPI+QPYpoFl3oNOzQOZJ41lL745A/wXGYFnBpwsw7EdAyACvtsZ7JpXOf7fnZwEpP1nuU9o+46XmypQWAvuWVN6+91PjQJvDq4CDK/4OhoBxMM2Gkcbpf47/F/jyIeDkRtPL9VQtDIf1ZMaMGdDpdNLr4sWL1u4SEdE9yUejwrxnOlt8IszMAe3h2Uieq10tFYNaPNsC2qbAjUxgzwfmdaUFwJbXjf/drLvxkrG9I2CvBoL6GcPgyK3A2N3A058BdkrAXmkcUHProJkiveV5GysUVvHkl7JiIO9y5e156UBhbuUBUn/ZeK9kxaXnbZNrPvE3MRzeCQ8PD8jlcmRmmt6nkpmZCR8fyzcPK5VKaDQakxcREdU/OzsZ+gR5YHNUbzzWwQvN3BzRu1UTrB93PwYFN63W86gbrYsHKg9ul/4wnpWzVwIaX+O9hHs/AS4fAhycjINjHFTGS8oZfxoDpZOH+XpUGlhM3hUcqxiUonAGmj9QeXtAb2O/iqu4NSv3L8D5f1f2yoqBa+aPQaSq8Z7DO6BQKBASEoL4+HgMGjQIAGAwGBAfH4+JEydat3NERHRbaqU9OjdzxaeRwSgoLoejQg4XVcN7BrRVFVwDOjwFbJ9qPPvm0cYYCK+mAA9OMZ6NtMTJE2g7AEjZYt7mf7+xvTJyeyBkOPDHl+aPDpQrgF5RxnCo1FQeEF2bG8+QVhAGy3VUKZ45vEPR0dFYuXIlvv32WyQnJ2PChAnIz8+XRi8TEVHD56x0gJdGde8EQ/+elbf53Wd8LF4FUQ5sHA888hbw2DvGJ7U07wUMXWc8w5hXyVyKKi3wxEKgdYTp8ua9gWe/qnowCmAMd6NijY/6q+DdCRi1zdgHFx/g/lctf9bFF7CzN45gBoyjsD1aV709MsMzh3coMjISV69exaxZs5CRkYHg4GDExsaaDVIhIiJqMJy9gKHrgb9+B5J/Aq6nGpc7OAJPLTINbmp3ADLgv6ONo6l9OgO5acZBH8IA9Bxb+XY0fsAzK4D8bKAo13imz8mzevMc2skB3y7Aiz8ARdeNl8EdXU3POPYYYxzYcmSV8R5DwHgmM+IDYEv033WPvWecH5FqRCbEbcb0U53Q6/XQarXQ6XS8/5CIiOqWEMD1v4Aj3wKntxvP7gW/ZByRfDnxf/MqBpqOlDYYgOTNwIYR5uvrOxMIGWkMm9ZSMVF2QY5xXkN7FfDHSuDcLuPZxwcmG+drdHS1Xh+rIy8DyDlvnE/SrTng3RnQNAXsavfibk1yB8OhlTAcEhFRvck+C3wdbv685U7PAo/PrzzkFeqMU9zsmQdkJRsn5u7zunE6G23Tuu93TZUUGifBdlBZfgpMQ5ObBqx+Bsg+8/cypQYYvhnw7VqrAZHhsBFgOCQionpRfAPYFGWc88+SsbuBpvdVvY78HKBYZzw7p/Gt9S7ek4p0wA8vA2d2mrep3Y3zUt7uaTI1UJPcwQEpREREtqwot/JJqQHgxMbbr8PJHXBvwWBYm/KzgbNxltsKcoy3AVgJwyEREZHNq2LewVq+t42qqayo6snC87Prry+34DeCiIjIljm6AR0GV97ecVC9dYVuotKYTh10KytOwcNwSEREZMsUTsAjb1p+mkm34YA2oP77RICzL9D3TcttrfsZ53O0Es5zSEREZOvcWxoHnhz7r/H+Q5UrEDbROCK2OnMPUu2T2wOd/2F8hvXu941PdXFQG6cI6vVPq/5cOFrZSjhamYiI6p2hHCjSG58conS2dm8IMM4nmZcBlBUAcqVx0m4HZa1vpia5g2cOiYiI7hV2ckDtZu1e0M3s7ACtn7V7YYL3HBIRERGRhOGQiIiIiCQMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGET0ghIiIiy0rygbwrQPIWQHcJCAoHfLsAmob1RA+qXQyHREREZK60ADizE/jvaEAYjMv+WAm4twSGbwJcA6zbP6ozvKxMRERE5vIygR/G/B0MK+ScB+LfM55VJJvEcEhERETm/toHGMott534PyA/u377Q/WG4ZCIiIjMFeZU3mYoM77IJjEcEhERkbnmfSpv82wHKF3qry9UrxgOiYiIyJy2GdCyr/lymQzovwBw9qr/PlG9YDgkIiIic86ewODlQN+ZgKObcVnTEGBULNAsxLp9ozrFqWyIiIjIMhcfoM9koNtLxlHLDmpA7W7tXlEdYzgkIiKiysnlnPT6HsPLykREREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiKJzYTDCxcuYMyYMWjRogUcHR3RqlUrzJ49GyUlJSZ1f/75Jx544AGoVCr4+/tjwYIFZuvasGED2rVrB5VKhc6dO2Pbtm0m7UIIzJo1C76+vnB0dER4eDjOnDlTp/tHREREVB9sJhympKTAYDBgxYoVOHHiBD799FMsX74cb775plSj1+vRr18/NG/eHIcPH8bChQsxZ84cfPnll1LNvn37MHToUIwZMwaJiYkYNGgQBg0ahOPHj0s1CxYswGeffYbly5fjwIEDcHJyQkREBIqKiup1n4mIiIhqm0wIIazdibqycOFCLFu2DOfPnwcALFu2DDNnzkRGRgYUCgUAYPr06di4cSNSUlIAAJGRkcjPz8eWLVuk9dx///0IDg7G8uXLIYSAn58fJk+ejDfeeAMAoNPp4O3tjVWrVuH555+vVt/0ej20Wi10Oh00Gk1t7jYRERGRiZrkDps5c2iJTqeDu7u79D4hIQEPPvigFAwBICIiAqdOncL169elmvDwcJP1REREICEhAQCQmpqKjIwMkxqtVovQ0FCpxpLi4mLo9XqTFxEREVFDY7Ph8OzZs1iyZAleeeUVaVlGRga8vb1N6ireZ2RkVFlzc/vNn7NUY8m8efOg1Wqll7+//x3uGREREVHdafDhcPr06ZDJZFW+Ki4JV7h8+TIef/xxDBkyBGPHjrVSz03NmDEDOp1Oel28eNHaXSIiIiIyY2/tDtzO5MmTMXLkyCprWrZsKf13eno6+vbti169epkMNAEAHx8fZGZmmiyreO/j41Nlzc3tFct8fX1NaoKDgyvto1KphFKprHI/iIiIiKytwYdDT09PeHp6Vqv28uXL6Nu3L0JCQhATEwM7O9MTo2FhYZg5cyZKS0vh4OAAAIiLi0Pbtm3h5uYm1cTHx2PSpEnS5+Li4hAWFgYAaNGiBXx8fBAfHy+FQb1ejwMHDmDChAl3ubdERERE1tXgLytX1+XLl/Hwww8jICAAH330Ea5evYqMjAyT+wBfeOEFKBQKjBkzBidOnMD69euxePFiREdHSzX/+te/EBsbi48//hgpKSmYM2cODh06hIkTJwIAZDIZJk2ahPfffx+bN2/GsWPHMHz4cPj5+WHQoEH1vdtEREREtarBnzmsrri4OJw9exZnz55Fs2bNTNoqZuvRarXYuXMnoqKiEBISAg8PD8yaNQvjxo2Tanv16oW1a9firbfewptvvonWrVtj48aN6NSpk1QzdepU5OfnY9y4ccjNzUWfPn0QGxsLlUpVPztLREREVEdsep7DhozzHBIREVF94TyHRERERHRHGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpIwHBIRERGRhOGQiIiIiCQMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpIwHBIRERGRxCbDYXFxMYKDgyGTyZCUlGTS9ueff+KBBx6ASqWCv78/FixYYPb5DRs2oF27dlCpVOjcuTO2bdtm0i6EwKxZs+Dr6wtHR0eEh4fjzJkzdblLRERERPXCJsPh1KlT4efnZ7Zcr9ejX79+aN68OQ4fPoyFCxdizpw5+PLLL6Waffv2YejQoRgzZgwSExMxaNAgDBo0CMePH5dqFixYgM8++wzLly/HgQMH4OTkhIiICBQVFdXL/hERERHVFZkQQli7E7Vp+/btiI6Oxg8//ICOHTsiMTERwcHBAIBly5Zh5syZyMjIgEKhAABMnz4dGzduREpKCgAgMjIS+fn52LJli7TO+++/H8HBwVi+fDmEEPDz88PkyZPxxhtvAAB0Oh28vb2xatUqPP/889Xqp16vh1arhU6ng0ajqcUjQERERGSqJrnDps4cZmZmYuzYsfjPf/4DtVpt1p6QkIAHH3xQCoYAEBERgVOnTuH69etSTXh4uMnnIiIikJCQAABITU1FRkaGSY1Wq0VoaKhUY0lxcTH0er3Ji4iIiKihsZlwKITAyJEjMX78eHTv3t1iTUZGBry9vU2WVbzPyMiosubm9ps/Z6nGknnz5kGr1Uovf3//GuwdERERUf1o8OFw+vTpkMlkVb5SUlKwZMkS5OXlYcaMGdbuskUzZsyATqeTXhcvXrR2l4iIiIjM2Fu7A7czefJkjBw5ssqali1bYteuXUhISIBSqTRp6969O1588UV8++238PHxQWZmpkl7xXsfHx/pT0s1N7dXLPP19TWpqbi30RKlUmnWNyIiIqKGpsGHQ09PT3h6et627rPPPsP7778vvU9PT0dERATWr1+P0NBQAEBYWBhmzpyJ0tJSODg4AADi4uLQtm1buLm5STXx8fGYNGmStK64uDiEhYUBAFq0aAEfHx/Ex8dLYVCv1+PAgQOYMGFCbewyERERkdU0+HBYXQEBASbvnZ2dAQCtWrVCs2bNAAAvvPAC3nnnHYwZMwbTpk3D8ePHsXjxYnz66afS5/71r3/hoYcewscff4wBAwbgu+++w6FDh6TpbmQyGSZNmoT3338frVu3RosWLfD222/Dz88PgwYNqp+dJSIiIqojNhMOq0Or1WLnzp2IiopCSEgIPDw8MGvWLIwbN06q6dWrF9auXYu33noLb775Jlq3bo2NGzeiU6dOUs3UqVORn5+PcePGITc3F3369EFsbCxUKpU1douIiIio1tjcPIeNBec5JCIiovpyz85zSERERER3h+GQiIiIiCQMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkNQ6HV65cwerVq7Ft2zaUlJSYtOXn5+Pdd9+ttc4RERERUf2SCSFEdYv/+OMP9OvXDwaDAaWlpWjatCk2btyIjh07AgAyMzPh5+eH8vLyOuuwrdDr9dBqtdDpdNBoNNbuDhEREdmwmuSOGp05fPPNNzF48GBcv34dmZmZeOyxx/DQQw8hMTHxrjpMRERERA2DfU2KDx8+jKVLl8LOzg4uLi744osvEBAQgEcffRQ7duxAQEBAXfWTiIiIiOpBjcIhABQVFZm8nz59Ouzt7dGvXz988803tdYxIiIiIqp/NQqHnTp1wr59+9ClSxeT5W+88QYMBgOGDh1aq50jIiIiovpVo3sOhw8fjr1791psmzp1Kt555x1eWiYiIiJqxGo0WplqD0crExERUX2ps9HKRUVF2Lx5M/Ly8ixudPPmzSguLq5Zb4mIiIiowahROFyxYgUWL14MFxcXszaNRoPPPvsMK1eurLXOEREREVH9qlE4XLNmDSZNmlRp+6RJk/Dvf//7bvtERERERFZSo3B45swZdO3atdL2Ll264MyZM3fdKSIiIiKyjhqFw7KyMly9erXS9qtXr6KsrOyuO0VERERE1lGjcNixY0f8/PPPlbbv3LlTes4yERERETU+NQqHo0ePxnvvvYctW7aYtf3000+YO3cuRo8eXWudIyIiIqL6VaMnpIwbNw6//vornn76abRr1w5t27YFAKSkpOD06dN47rnnMG7cuDrpKBERERHVvRqdOQSA1atXY/369WjTpg1Onz6NU6dOoW3btli3bh3WrVtXF30kIiIionpSozOH5eXl+Oijj7B582aUlJTgySefxJw5c+Do6FhX/SMiIiKielSjM4cffPAB3nzzTTg7O6Np06b47LPPEBUVVVd9IyIiIqJ6VqNw+O9//xtffPEFduzYgY0bN+Knn37CmjVrYDAY6qp/RERERFSPahQO09LS8MQTT0jvw8PDIZPJkJ6eXusdIyIiIqL6V+NJsFUqlckyBwcHlJaW1mqniIiIiMg6ajQgRQiBkSNHQqlUSsuKioowfvx4ODk5Scv+7//+r/Z6SERERET1pkbhcMSIEWbLXnrppVrrDBERERFZV43CYUxMTF31g4iIiIgagBpPgk1EREREtovhkIiIiIgkDIdEREREJLG5cLh161aEhobC0dERbm5uGDRokEl7WloaBgwYALVaDS8vL0yZMgVlZWUmNXv27MF9990HpVKJoKAgrFq1ymw7S5cuRWBgIFQqFUJDQ3Hw4ME63CsiIiKi+mFT4fCHH37AsGHDMGrUKBw9ehS///47XnjhBam9vLwcAwYMQElJCfbt24dvv/0Wq1atwqxZs6Sa1NRUDBgwAH379kVSUhImTZqEl19+GTt27JBq1q9fj+joaMyePRtHjhxB165dERERgaysrHrdXyIiIqLaJhNCCGt3ojaUlZUhMDAQ77zzDsaMGWOxZvv27XjyySeRnp4Ob29vAMDy5csxbdo0XL16FQqFAtOmTcPWrVtx/Phx6XPPP/88cnNzERsbCwAIDQ1Fjx498PnnnwMADAYD/P398dprr2H69OnV6q9er4dWq4VOp4NGo7mbXSciIiKqUk1yh82cOTxy5AguX74MOzs7dOvWDb6+vujfv79JyEtISEDnzp2lYAgAERER0Ov1OHHihFQTHh5usu6IiAgkJCQAAEpKSnD48GGTGjs7O4SHh0s1lhQXF0Ov15u8iIiIiBoamwmH58+fBwDMmTMHb731FrZs2QI3Nzc8/PDDyMnJAQBkZGSYBEMA0vuMjIwqa/R6PQoLC5GdnY3y8nKLNRXrsGTevHnQarXSy9/f/+52mIiIiKgONPhwOH36dMhksipfKSkpMBgMAICZM2fi2WefRUhICGJiYiCTybBhwwYr7wUwY8YM6HQ66XXx4kVrd4mIiIjITI2ekGINkydPxsiRI6usadmyJa5cuQIA6NChg7RcqVSiZcuWSEtLAwD4+PiYjSrOzMyU2ir+rFh2c41Go4GjoyPkcjnkcrnFmop1WKJUKk2eSU1ERETUEDX4cOjp6QlPT8/b1oWEhECpVOLUqVPo06cPAKC0tBQXLlxA8+bNAQBhYWGYO3cusrKy4OXlBQCIi4uDRqORQmVYWBi2bdtmsu64uDiEhYUBABQKBUJCQhAfHy9Nk2MwGBAfH4+JEyfWyj4TERERWUuDv6xcXRqNBuPHj8fs2bOxc+dOnDp1ChMmTAAADBkyBADQr18/dOjQAcOGDcPRo0exY8cOvPXWW4iKipLO6o0fPx7nz5/H1KlTkZKSgi+++ALff/89Xn/9dWlb0dHRWLlyJb799lskJydjwoQJyM/Px6hRo+p/x4mIiIhqUYM/c1gTCxcuhL29PYYNG4bCwkKEhoZi165dcHNzAwDI5XJs2bIFEyZMQFhYGJycnDBixAi8++670jpatGiBrVu34vXXX8fixYvRrFkzfPXVV4iIiJBqIiMjcfXqVcyaNQsZGRkIDg5GbGys2SAVIiIiosbGZuY5bGw4zyERERHVl3tynkMiIiIiunsMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpIwHBIRERGRhOGQiIiIiCQMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEhiU+Hw9OnTGDhwIDw8PKDRaNCnTx/s3r3bpCYtLQ0DBgyAWq2Gl5cXpkyZgrKyMpOaPXv24L777oNSqURQUBBWrVpltq2lS5ciMDAQKpUKoaGhOHjwYF3uGhEREVG9sLd2B2rTk08+idatW2PXrl1wdHTEokWL8OSTT+LcuXPw8fFBeXk5BgwYAB8fH+zbtw9XrlzB8OHD4eDggA8++AAAkJqaigEDBmD8+PFYs2YN4uPj8fLLL8PX1xcREREAgPXr1yM6OhrLly9HaGgoFi1ahIiICJw6dQpeXl61uk/l5eUoLS2t1XU2FA4ODpDL5dbuBhEREd1EJoQQ1u5EbcjOzoanpyd+/fVXPPDAAwCAvLw8aDQaxMXFITw8HNu3b8eTTz6J9PR0eHt7AwCWL1+OadOm4erVq1AoFJg2bRq2bt2K48ePS+t+/vnnkZubi9jYWABAaGgoevTogc8//xwAYDAY4O/vj9deew3Tp0+vVn/1ej20Wi10Oh00Go1ZuxACGRkZyM3NvZvD0uC5urrCx8cHMpnM2l0hIiKyWbfLHTezmTOHTZo0Qdu2bfHvf/9buiS8YsUKeHl5ISQkBACQkJCAzp07S8EQACIiIjBhwgScOHEC3bp1Q0JCAsLDw03WHRERgUmTJgEASkpKcPjwYcyYMUNqt7OzQ3h4OBISEirtX3FxMYqLi6X3er2+yv2pCIZeXl5Qq9U2F56EECgoKEBWVhYAwNfX18o9IiIiIsCGwqFMJsPPP/+MQYMGwcXFBXZ2dvDy8kJsbCzc3NwAGAPXzcEQgPQ+IyOjyhq9Xo/CwkJcv34d5eXlFmtSUlIq7d+8efPwzjvvVGtfysvLpWDYpEmTan2mMXJ0dAQAZGVlwcvLi5eYiYiIGoAGPyBl+vTpkMlkVb5SUlIghEBUVBS8vLzw22+/4eDBgxg0aBCeeuopXLlyxdq7gRkzZkCn00mvixcvVlpbcY+hWq2ur+5ZTcU+2up9lURERI1Ngz9zOHnyZIwcObLKmpYtW2LXrl3YsmULrl+/Ll1L/+KLLxAXF4dvv/0W06dPh4+Pj9mo4szMTACAj4+P9GfFsptrNBoNHB0dIZfLIZfLLdZUrMMSpVIJpVJZrX2uYGuXki25F/aRiIioMWnw4dDT0xOenp63rSsoKABgvP/vZnZ2djAYDACAsLAwzJ07V7qMCQBxcXHQaDTo0KGDVLNt2zaTdcTFxSEsLAwAoFAoEBISgvj4eAwaNAiAcUBKfHw8Jk6ceOc7SkRERNQANPjLytUVFhYGNzc3jBgxAkePHsXp06cxZcoUaWoaAOjXrx86dOiAYcOG4ejRo9ixYwfeeustREVFSWf1xo8fj/Pnz2Pq1KlISUnBF198ge+//x6vv/66tK3o6GisXLkS3377LZKTkzFhwgTk5+dj1KhRVtn3ChcuXIBMJkNSUpJV+0FERESNl82EQw8PD8TGxuLGjRt45JFH0L17d+zduxebNm1C165dAQByuRxbtmyBXC5HWFgYXnrpJQwfPhzvvvuutJ4WLVpg69atiIuLQ9euXfHxxx/jq6++kuY4BIDIyEh89NFHmDVrFoKDg5GUlITY2FizQSqN3apVq+Dq6mrtbhAREVE9avCXlWuie/fu2LFjR5U1zZs3N7tsfKuHH34YiYmJVdZMnDiRl5Grqby8HDKZzOySPxERETU8/Ne6ETIYDFiwYAGCgoKgVCoREBCAuXPnmtVZOvO3ceNGk0EgR48eRd++feHi4gKNRoOQkBAcOnQIe/bswahRo6DT6aRR4XPmzAFgnLPxjTfeQNOmTeHk5ITQ0FDs2bPHbLubN29Ghw4doFQqkZaWVheHgoiIiGqZTZ05vFfMmDEDK1euxKeffoo+ffrgypUrVc6xWJUXX3wR3bp1w7JlyyCXy5GUlAQHBwf06tULixYtwqxZs3Dq1CkAgLOzMwDjWdOTJ0/iu+++g5+fH3788Uc8/vjjOHbsGFq3bg3AOEDoww8/xFdffYUmTZrU+mMFiYiIqG4wHDYyeXl5WLx4MT7//HOMGDECANCqVSv06dMHFy5cqPH60tLSMGXKFLRr1w4ApHAHAFqtFjKZzGSKnrS0NMTExCAtLQ1+fn4AgDfeeAOxsbGIiYmRnlFdWlqKL774Qrrfk4iIiBoHhsNGJjk5GcXFxXj00UdrZX3R0dF4+eWX8Z///Afh4eEYMmQIWrVqVWn9sWPHUF5ejjZt2pgsLy4uNnmai0KhQJcuXWqlj0RERFR/GA4bmYpHzlWHnZ0dhBAmy259EsmcOXPwwgsvYOvWrdi+fTtmz56N7777DoMHD7a4zhs3bkAul+Pw4cNmj7uruOxc0U9OcE1ERNT4cEBKI9O6dWs4OjoiPj7+trWenp7Iy8tDfn6+tMzSHIht2rTB66+/jp07d+KZZ55BTEwMAOPZv/LycpPabt26oby8HFlZWQgKCjJ5VfWEGCIiImocGA4bGZVKhWnTpmHq1Kn497//jXPnzmH//v34+uuvzWpDQ0OhVqvx5ptv4ty5c1i7di1WrVoltRcWFmLixInYs2cP/vrrL/z+++/4448/0L59ewBAYGAgbty4gfj4eGRnZ6OgoABt2rTBiy++iOHDh+P//u//kJqaioMHD2LevHnYunVrfR0GIiIiqiMMh43Q22+/jcmTJ2PWrFlo3749IiMjkZWVZVbn7u6O1atXY9u2bejcuTPWrVsnTUcDGCcFv3btGoYPH442bdrgueeeQ//+/fHOO+8AAHr16oXx48cjMjISnp6eWLBgAQAgJiYGw4cPx+TJk9G2bVsMGjQIf/zxBwICAupl/4nINhhKS1Fy+TKKz51DyeXLMJSUWLtLRARAJm69KY3qhV6vh1arhU6ng0ajMWkrKipCamoqWrRoAZVKZaUe1o97aV+J6G9l2dm4vn49cr6JgSE/HzJHR7gNHQr3USPh4Olp7e4R2ZyqcseteOaQiIjqlaGwENlffYXsJZ/D8L97okVhIXK++QZZH32M8rw8K/eQ6N7GcEhERPWqLDsb19estdim37wZZdeu1XOPiOhmDIdERFSvynU64JZptSRCoJzhkMiqGA6JiKhe2d1mvlY7J6d66gkRWcJwSERE9Uru7g5V584W2xSBgZDf9LQlIqp/DIdERFSv7N3c0PTjj+Dg72+63MsLzb5YytHKRFbGx+cREVG9UwQEoPma1Si9eBHF51OhCAiAonkAHPikJSKrYzgkIiKrcPDygoOXF9QhIdbuChHdhJeViYiIiEjCcEhEREREEoZDqjXz5s1Djx494OLiAi8vLwwaNAinTp2ydreIiIioBhgObZiuoATnsm4gMe06zl29AV1B3T7U/pdffkFUVBT279+PuLg4lJaWol+/fsj/3+OxiIiIqOHjgBQblZ5biGk//InfzmRLyx5s7YH5z3aBn2vVE9DeqdjYWJP3q1atgpeXFw4fPowHH3ywTrZJREREtYtnDm2QrqDELBgCwK9nsjH9hz/r/Ayi1A+dDgDg7u5eL9sjIiKiu8dwaIOyb5SYBcMKv57JRvaNug+HBoMBkyZNQu/evdGpU6c63x4RERHVDl5WtkH6okoeaP8/ebdprw1RUVE4fvw49u7dW+fbIiIiotrDcGiDNCqHKttdbtN+tyZOnIgtW7bg119/RbNmzep0W0RERFS7eFnZBnk4K/Bgaw+LbQ+29oCHs6JOtiuEwMSJE/Hjjz9i165daNGiRZ1sh4iIiOoOw6EN0qoVmP9sF7OA+GBrD3z4bBdo1XUTDqOiorB69WqsXbsWLi4uyMjIQEZGBgoLC+tke0RERFT7eFnZRvm5OmLJ0G7IvlGCvKJSuKgc4OGsqLNgCADLli0DADz88MMmy2NiYjBy5Mg62y4RERHVHoZDG6ZV120YvJUQot62RURERHWDl5WJiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJAyHRERERCRhOCQiIiIiCcMhEREREUkYDomIiIhIwnBIRERERBKGQ1tWeB3IPg1cOgRknzG+r2O//vornnrqKfj5+UEmk2Hjxo11vk0iIiKqPXy2sq3SXQY2TQTO7/p7WatHgaeXANqmdbbZ/Px8dO3aFaNHj8YzzzxTZ9shIiKiusFwaIsKr5sHQwA4Fw9sfg34x9eAo1udbLp///7o379/naybiIiI6h4vK9ui/KvmwbDCuXhjOxEREZEFDIe2qEh/d+1ERER0z2I4tEUqzd21ExER0T2r0YTDuXPnolevXlCr1XB1dbVYk5aWhgEDBkCtVsPLywtTpkxBWVmZSc2ePXtw3333QalUIigoCKtWrTJbz9KlSxEYGAiVSoXQ0FAcPHjQpL2oqAhRUVFo0qQJnJ2d8eyzzyIzM7O2dvXuOXkaB59Y0upRYzsRERGRBY0mHJaUlGDIkCGYMGGCxfby8nIMGDAAJSUl2LdvH7799lusWrUKs2bNkmpSU1MxYMAA9O3bF0lJSZg0aRJefvll7NixQ6pZv349oqOjMXv2bBw5cgRdu3ZFREQEsrKypJrXX38dP/30EzZs2IBffvkF6enpDWtkrqObcVTyrQGxYrRyHQ1GISIiIhsgGpmYmBih1WrNlm/btk3Y2dmJjIwMadmyZcuERqMRxcXFQgghpk6dKjp27GjyucjISBERESG979mzp4iKipLel5eXCz8/PzFv3jwhhBC5ubnCwcFBbNiwQapJTk4WAERCQkK190On0wkAQqfTmbUVFhaKkydPisLCwmqvz6KCHCGunhLi4h/GPwty7m591ZCXlycSExNFYmKiACA++eQTkZiYKP766y+L9bW2r0RERFSpqnLHrRrNmcPbSUhIQOfOneHt7S0ti4iIgF6vx4kTJ6Sa8PBwk89FREQgISEBgPHs5OHDh01q7OzsEB4eLtUcPnwYpaWlJjXt2rVDQECAVGNJcXEx9Hq9yavOOboBHm2AZt2Nf9bDGcNDhw6hW7du6NatGwAgOjoa3bp1MzmDS0RERA2XzcxzmJGRYRIMAUjvMzIyqqzR6/UoLCzE9evXUV5ebrEmJSVFWodCoTC779Hb21vajiXz5s3DO++8c0f71pg8/PDDEEJYuxtERER0h6x65nD69OmQyWRVvipCWWM3Y8YM6HQ66XXx4kVrd4mIiIjIjFXPHE6ePBkjR46ssqZly5bVWpePj4/ZqOKKEcQ+Pj7Sn7eOKs7MzIRGo4GjoyPkcjnkcrnFmpvXUVJSgtzcXJOzhzfXWKJUKqFUKqu1L0RERETWYtUzh56enmjXrl2VL4VCUa11hYWF4dixYyajiuPi4qDRaNChQwepJj4+3uRzcXFxCAsLAwAoFAqEhISY1BgMBsTHx0s1ISEhcHBwMKk5deoU0tLSpBoiIiKixqrR3HOYlpaGnJwcpKWloby8HElJSQCAoKAgODs7o1+/fujQoQOGDRuGBQsWICMjA2+99RaioqKkM3bjx4/H559/jqlTp2L06NHYtWsXvv/+e2zdulXaTnR0NEaMGIHu3bujZ8+eWLRoEfLz8zFq1CgAgFarxZgxYxAdHQ13d3doNBq89tprCAsLw/3331/vx4WIiIioVtX94OnaMWLECAHA7LV7926p5sKFC6J///7C0dFReHh4iMmTJ4vS0lKT9ezevVsEBwcLhUIhWrZsKWJiYsy2tWTJEhEQECAUCoXo2bOn2L9/v0l7YWGhePXVV4Wbm5tQq9Vi8ODB4sqVKzXan3qZyqYRuJf2lYiIyFpqMpWNTAgOLbUGvV4PrVYLnU4Hjcb0cXZFRUVITU1FixYtoFKprNTD+nEv7SsREZG1VJU7bmUz8xwSERER0d1jOCQiIiIiCcMhEREREUkYDomIiIhIwnBow3TFOqTqUvHn1T+RqkuFrlhXL9tdunQpAgMDoVKpEBoaajY5ORERETVcjWaeQ6qZjPwMzN43G/vS90nLevv1xpxec+DjVPmTXO7W+vXrER0djeXLlyM0NBSLFi1CREQETp06BS8vrzrbLhEREdUOnjm0QbpinVkwBIDf03/HnH1z6vQM4ieffIKxY8di1KhR6NChA5YvXw61Wo1vvvmmzrZJREREtYfh0AblFOWYBcMKv6f/jpyinDrZbklJCQ4fPozw8HBpmZ2dHcLDw5GQkFAn2yQiIqLaxXBog/JK8u6q/U5lZ2ejvLwc3t7eJsu9vb2RkZFRJ9skIiKi2sVwaINcFC531U5ERET3LoZDG+Suckdvv94W23r79Ya7yr1Otuvh4QG5XI7MzEyT5ZmZmfDxqbtBMERERFR7GA5tkFapxZxec8wCYsVoZa1SWyfbVSgUCAkJQXx8vLTMYDAgPj4eYWFhdbJNIiIiql2cysZG+Tj54MMHP0ROUQ7ySvLgonCBu8q9zoJhhejoaIwYMQLdu3dHz549sWjRIuTn52PUqFF1ul0iIiKqHQyHNkyr1NZ5GLxVZGQkrl69ilmzZiEjIwPBwcGIjY01G6RCREREDRPDIdW6iRMnYuLEidbuBhEREd0B3nNIRERERBKGQyIiIiKSMBwSERERkYThkIiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpIwHNqwMp0OxefPo/DoURSfT0WZTlen21u2bBm6dOkCjUYDjUaDsLAwbN++vU63SURERLWLz1a2UaVXMpD+1lso+P13aZm6Tx/4vfceHHx96mSbzZo1w/z589G6dWsIIfDtt99i4MCBSExMRMeOHetkm0RERFS7eObQBpXpdGbBEAAK9u5F+ttv19kZxKeeegpPPPEEWrdujTZt2mDu3LlwdnbG/v3762R7REREVPt45tAGlV+7ZhYMKxTs3Yvya9dgr9XWbR/Ky7Fhwwbk5+cjLCysTrdFRES1ozQrC8VnzyJ/717Ye3rCuW9f2Ht7Q+7oaO2uUT1iOLRBhry827TfqLNtHzt2DGFhYSgqKoKzszN+/PFHdOjQoc62R0REtaP0SgYuvvIKik+flpZlLVgIvwUL4Bz+KAPiPYSXlW2QnYvLbdqd62zbbdu2RVJSEg4cOIAJEyZgxIgROHnyZJ1tj4iI7p6huBjZX64wCYYAACGQPm0ayrKyrNMxsgqGQxskb9IE6j59LLap+/SBvEmTOtu2QqFAUFAQQkJCMG/ePHTt2hWLFy+us+0REdHdK792Dbr/+9Fyo8GA/L2Wb1Ui28RwaIPstVr4vfeeWUBU9+kDv/ffq/P7DW9mMBhQXFxcb9sjIqKaEwYDRBV/V5fnXKvH3pC18Z5DG+Xg64OmH3+E8mvXYMi7ATsXZ8ibNKnTYDhjxgz0798fAQEByMvLw9q1a7Fnzx7s2LGjzrZJRER3z06thrJ9exQnJ1tsd+rVq557RNbEcGjD7LXaej1LmJWVheHDh+PKlSvQarXo0qULduzYgccee6ze+kBERDVn7+4O75lvIm3YcEAIkzZVly5wCAiwUs/IGhgOqdZ8/fXX1u4CERHdIVXHjmi+ZjUyP5iHouPHYeekhuvzQ+E+fBgcPD2t3T2qRwyHREREBLmjI9T33Qf/lV/CUFAAmVwOeZMmsHNwsHbXqJ4xHBIREZHE3s0NcHOzdjfIijhamYiIiIgkDIdEREREJGE4bMDELSPGbNG9sI9ERESNCcNhA+Twv5t/CwoKrNyTulexjw684ZmIiKhB4ICUBkgul8PV1RVZ/3uWpVqthkwms3KvapcQAgUFBcjKyoKrqyvkcrm1u0RERERgOGywfHx8AEAKiLbK1dVV2lciIiKyPobDBkomk8HX1xdeXl4oLS21dnfqhIODA88YEhERNTAMhw2cXC5ngCIiIqJ602gGpMydOxe9evWCWq2Gq6urWfvRo0cxdOhQ+Pv7w9HREe3bt8fixYvN6vbs2YP77rsPSqUSQUFBWLVqlVnN0qVLERgYCJVKhdDQUBw8eNCkvaioCFFRUWjSpAmcnZ3x7LPPIjMzs7Z2lYiIiMhqGk04LCkpwZAhQzBhwgSL7YcPH4aXlxdWr16NEydOYObMmZgxYwY+//xzqSY1NRUDBgxA3759kZSUhEmTJuHll1/Gjh07pJr169cjOjoas2fPxpEjR9C1a1dERESY3Pv3+uuv46effsKGDRvwyy+/ID09Hc8880zd7TwRERFRPZGJRjbR3KpVqzBp0iTk5ubetjYqKgrJycnYtWsXAGDatGnYunUrjh8/LtU8//zzyM3NRWxsLAAgNDQUPXr0kEKlwWCAv78/XnvtNUyfPh06nQ6enp5Yu3Yt/vGPfwAAUlJS0L59eyQkJOD++++32Jfi4mIUFxdL7/V6Pfz9/aHT6aDRaO7oWBARERFVh16vh1arrVbusOl7DnU6Hdzd3aX3CQkJCA8PN6mJiIjApEmTABjPTh4+fBgzZsyQ2u3s7BAeHo6EhAQAxjOUpaWlJutp164dAgICqgyH8+bNwzvvvGO2XK/X3/H+EREREVVHRd6ozjlBmw2H+/btw/r167F161ZpWUZGBry9vU3qvL29odfrUVhYiOvXr6O8vNxiTUpKirQOhUJhdt+jt7c3MjIyKu3PjBkzEB0dLb2/fPkyOnToAH9//zvdRSIiIqIaycvLg1arrbLGquFw+vTp+PDDD6usSU5ORrt27Wq03uPHj2PgwIGYPXs2+vXrdzddrDVKpRJKpVJ67+zsjIsXL8LFxQUymUy6zHzx4kVeZr4Jj4s5HhPLeFws43GxjMfFHI+JZbZyXIQQyMvLg5+f321rrRoOJ0+ejJEjR1ZZ07Jlyxqt8+TJk3j00Ucxbtw4vPXWWyZtPj4+ZqOKMzMzodFo4OjoKE0bY6mmYqJmHx8flJSUIDc31+Ts4c011WFnZ4dmzZqZLddoNI36y1dXeFzM8ZhYxuNiGY+LZTwu5nhMLLOF43K7M4YVrBoOPT094enpWWvrO3HiBB555BGMGDECc+fONWsPCwvDtm3bTJbFxcUhLCwMAKBQKBASEoL4+HgMGjQIgHFASnx8PCZOnAgACAkJgYODA+Lj4/Hss88CAE6dOoW0tDRpPURERESNVaO55zAtLQ05OTlIS0tDeXk5kpKSAABBQUFwdnbG8ePH8cgjjyAiIgLR0dHS/X9yuVwKoOPHj8fnn3+OqVOnYvTo0di1axe+//57k/sSo6OjMWLECHTv3h09e/bEokWLkJ+fj1GjRgEwpu4xY8YgOjoa7u7u0Gg0eO211xAWFlbpYBQiIiKiRkM0EiNGjBAAzF67d+8WQggxe/Zsi+3Nmzc3Wc/u3btFcHCwUCgUomXLliImJsZsW0uWLBEBAQFCoVCInj17iv3795u0FxYWildffVW4ubkJtVotBg8eLK5cuXJX+1dUVCRmz54tioqK7mo9tobHxRyPiWU8LpbxuFjG42KOx8Sye/G4NLp5DomIiIio7jSaJ6QQERERUd1jOCQiIiIiCcMhEREREUkYDomIiIhIwnBYy55++mkEBARApVLB19cXw4YNQ3p6uknNn3/+iQceeAAqlQr+/v5YsGCB2Xo2bNiAdu3aQaVSoXPnzmbzMwohMGvWLPj6+sLR0RHh4eE4c+aMSU1OTg5efPFFaDQauLq6YsyYMbhx40bt73QVLly4gDFjxqBFixZwdHREq1atMHv2bJSUlJjUyGQys9f+/ftN1mUrxwSo3nEB7q3vSoW5c+eiV69eUKvVZo+prGDp+/Ldd9+Z1OzZswf33XcflEolgoKCsGrVKrP1LF26FIGBgVCpVAgNDcXBgwdN2ouKihAVFYUmTZrA2dkZzz77rNkk+fWlOsclLS0NAwYMgFqthpeXF6ZMmYKysjKTGls7LrcKDAw0+27Mnz/fpKa+fq8am9v93BuzOXPmmH0vbn76WnW+07X1+9UoWHOotC365JNPREJCgrhw4YL4/fffRVhYmAgLC5PadTqd8Pb2Fi+++KI4fvy4WLdunXB0dBQrVqyQan7//Xchl8vFggULxMmTJ8Vbb70lHBwcxLFjx6Sa+fPnC61WKzZu3CiOHj0qnn76adGiRQtRWFgo1Tz++OOia9euYv/+/eK3334TQUFBYujQofVzIP5n+/btYuTIkWLHjh3i3LlzYtOmTcLLy0tMnjxZqklNTRUAxM8//yyuXLkivUpKSqQaWzomQlTvuNxr35UKs2bNEp988omIjo4WWq3WYg0AERMTY/J9uXl/zp8/L9RqtYiOjhYnT54US5YsEXK5XMTGxko13333nVAoFOKbb74RJ06cEGPHjhWurq4iMzNTqhk/frzw9/cX8fHx4tChQ+L+++8XvXr1qrN9r8rtjktZWZno1KmTCA8PF4mJiWLbtm3Cw8NDzJgxQ6qxxeNyq+bNm4t3333X5Ltx48YNqb0+f68ak+r83Buz2bNni44dO5p8L65evSq13+47XVu/X40Fw2Ed27Rpk5DJZFLQ+eKLL4Sbm5soLi6WaqZNmybatm0rvX/uuefEgAEDTNYTGhoqXnnlFSGEEAaDQfj4+IiFCxdK7bm5uUKpVIp169YJIYQ4efKkACD++OMPqWb79u1CJpOJy5cv1/6O1sCCBQtEixYtpPcV4TAxMbHSz9j6MRHC/Ljc69+VmJiYKsPhjz/+WOlnp06dKjp27GiyLDIyUkREREjve/bsKaKioqT35eXlws/PT8ybN08IYTxODg4OYsOGDVJNcnKyACASEhLuYI9qR2XHZdu2bcLOzk5kZGRIy5YtWyY0Go30HbLl41KhefPm4tNPP620vb5+rxqb2/3cG7vZs2eLrl27Wmyrzne6tn6/GgteVq5DOTk5WLNmDXr16gUHBwcAQEJCAh588EEoFAqpLiIiAqdOncL169elmvDwcJN1RUREICEhAQCQmpqKjIwMkxqtVovQ0FCpJiEhAa6urujevbtUEx4eDjs7Oxw4cKBudriadDod3N3dzZY//fTT8PLyQp8+fbB582aTNls/JoD5ceF3pWpRUVHw8PBAz5498c0330DcNGXr7Y5LSUkJDh8+bFJjZ2eH8PBwqebw4cMoLS01qWnXrh0CAgKkmoYkISEBnTt3hre3t7QsIiICer0eJ06ckGruheMyf/58NGnSBN26dcPChQtNLv3V1+9VY1Kdn7stOHPmDPz8/NCyZUu8+OKLSEtLA1C973Rt/H41JgyHdWDatGlwcnJCkyZNkJaWhk2bNkltGRkZJl8uANL7ikf+VVZzc/vNn6usxsvLy6Td3t4e7u7uUo01nD17FkuWLMErr7wiLXN2dsbHH3+MDRs2YOvWrejTpw8GDRpkEhBt+ZgAlo/Lvf5dqcq7776L77//HnFxcXj22Wfx6quvYsmSJVJ7ZcdFr9ejsLAQ2dnZKC8vv+1xUSgUZvf33VzTkNzN98WWjss///lPfPfdd9i9ezdeeeUVfPDBB5g6darUXl+/V41JdX7ujV1oaChWrVqF2NhYLFu2DKmpqXjggQeQl5dXre90bfx+NSYMh9Uwffp0izfA3/xKSUmR6qdMmYLExETs3LkTcrkcw4cPNzmrYQtqekwA4PLly3j88ccxZMgQjB07Vlru4eGB6OhohIaGokePHpg/fz5eeuklLFy4sL53667V5nGxJXdyXKry9ttvo3fv3ujWrRumTZuGqVOn3jPfl3tRTY5TdHQ0Hn74YXTp0gXjx4/Hxx9/jCVLlqC4uNjKe0HW1L9/fwwZMgRdunRBREQEtm3bhtzcXHz//ffW7lqDZG/tDjQGkydPxsiRI6usadmypfTfHh4e8PDwQJs2bdC+fXv4+/tj//79CAsLg4+Pj9kIqIr3Pj4+0p+Wam5ur1jm6+trUhMcHCzVZGVlmayjrKwMOTk50ufvRk2PSXp6Ovr27YtevXrhyy+/vO36Q0NDERcXJ71vDMcEqN3jYivfFaDmx6WmQkND8d5776G4uBhKpbLS46LRaODo6Ai5XA65XH7bY1dSUoLc3FyTMwo319yt2jwuPj4+ZqNLq/t9aWjH5VZ3c5xCQ0NRVlaGCxcuoG3btvX2e9WYeHh43PbnbmtcXV3Rpk0bnD17Fo899thtv9O18fvVqFj7pkdb99dffwkAYvfu3UKIv2+Gvnkk7owZM8xuhn7yySdN1hMWFmZ2M/RHH30ktet0OouDDA4dOiTV7NixwyqDDC5duiRat24tnn/+eVFWVlatz7z88suiW7du0ntbOyZC3P643IvflZtVNSDlVu+//75wc3OT3k+dOlV06tTJpGbo0KFmAy8mTpwovS8vLxdNmzY1G3jx3//+V6pJSUmx+sCL2w1IuXl06YoVK4RGoxFFRUVCCNs+LpVZvXq1sLOzEzk5OUKI+vu9amxu93O3NXl5ecLNzU0sXry4Wt/p2vr9aiwYDmvR/v37xZIlS0RiYqK4cOGCiI+PF7169RKtWrWSvjy5ubnC29tbDBs2TBw/flx89913Qq1Wm02jYG9vLz766CORnJwsZs+ebXEaBVdXV7Fp0ybx559/ioEDB1qcnqRbt27iwIEDYu/evaJ169b1Pj3JpUuXRFBQkHj00UfFpUuXTKYRqLBq1Sqxdu1akZycLJKTk8XcuXOFnZ2d+Oabb6QaWzomQlTvuNxr35UKf/31l0hMTBTvvPOOcHZ2FomJiSIxMVHk5eUJIYTYvHmzWLlypTh27Jg4c+aM+OKLL4RarRazZs2S1lExpcSUKVNEcnKyWLp0qcUpW5RKpVi1apU4efKkGDdunHB1dTUZjTh+/HgREBAgdu3aJQ4dOmQ2NVV9ut1xqZhqo1+/fiIpKUnExsYKT09Pi1Nt2NJxudm+ffvEp59+KpKSksS5c+fE6tWrhaenpxg+fLhUU5+/V41JdX7ujdnkyZPFnj17RGpqqvj9999FeHi48PDwEFlZWUKI23+na+v3q7FgOKxFf/75p+jbt69wd3cXSqVSBAYGivHjx4tLly6Z1B09elT06dNHKJVK0bRpUzF//nyzdX3//feiTZs2QqFQiI4dO4qtW7eatBsMBvH2228Lb29voVQqxaOPPipOnTplUnPt2jUxdOhQ4ezsLDQajRg1apT0D0l9iYmJEQAsviqsWrVKtG/fXqjVaqHRaETPnj1NphSoYCvHRIjqHRch7q3vSoURI0ZYPC4VZ9+3b98ugoODhbOzs3BychJdu3YVy5cvF+Xl5Sbr2b17twgODhYKhUK0bNlSxMTEmG1ryZIlIiAgQCgUCtGzZ0+xf/9+k/bCwkLx6quvCjc3N6FWq8XgwYNNAnx9ut1xEUKICxcuiP79+wtHR0fh4eEhJk+eLEpLS03WY2vH5WaHDx8WoaGhQqvVCpVKJdq3by8++OAD6X/OK9TX71Vjc7ufe2MWGRkpfH19hUKhEE2bNhWRkZHi7NmzUnt1vtO19fvVGMiEsLGREkRERER0xzhamYiIiIgkDIdEREREJGE4JCIiIiIJwyERERERSRgOiYiIiEjCcEhEREREEoZDIiIiIpIwHBIRERGRhOGQiIiIiCQMh0REVjZy5EjIZDLIZDIoFAoEBQXh3XffRVlZGQBACIEvv/wSoaGhcHZ2hqurK7p3745FixahoKAAAHDixAk8++yzCAwMhEwmw6JFi6y4R0TUmDEcEhE1AI8//jiuXLmCM2fOYPLkyZgzZw4WLlwIABg2bBgmTZqEgQMHYvfu3UhKSsLbb7+NTZs2YefOnQCAgoICtGzZEvPnz4ePj481d4WIGjk+W5mIyMpGjhyJ3NxcbNy4UVrWr18/5OXl4fXXX0dkZCQ2btyIgQMHmnxOCAG9Xg+tVmuyPDAwEJMmTcKkSZPqofdEZGt45pCIqAFydHRESUkJ1qxZg7Zt25oFQwCQyWRmwZCI6G4xHBIRNSBCCPz888/YsWMHHnnkEZw5cwZt27a1dreI6B7CcEhE1ABs2bIFzs7OUKlU6N+/PyIjIzFnzhzwzh8iqm/21u4AEREBffv2xbJly6BQKODn5wd7e+Nfz23atEFKSoqVe0dE9xKeOSQiagCcnJwQFBSEgIAAKRgCwAsvvIDTp09j06ZNZp8RQkCn09VnN4noHsBwSETUgD333HOIjIzE0KFD8cEHH+DQoUP466+/sGXLFoSHh2P37t0AgJKSEiQlJSEpKQklJSW4fPkykpKScPbsWSvvARE1NpzKhojIyixNZXMzg8GAL7/8Et988w1OnDgBe3t7tG7dGsOHD8fYsWPh6OiICxcuoEWLFmaffeihh7Bnz5663QEisikMh0REREQk4WVlIiIiIpIwHBIRERGRhOGQiIiIiCQMh0REREQkYTgkIiIiIgnDIRERERFJGA6JiIiISMJwSEREREQShkMiIiIikjAcEhEREZGE4ZCIiIiIJP8P6iUtA/HMYEcAAAAASUVORK5CYII=",
      "text/plain": [
       "<Figure size 700x500 with 1 Axes>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "#voir si cluster separer visuellemt \n",
    "# ============================================================\n",
    "# 10) Visualisation PCA d'un fond\n",
    "# ============================================================\n",
    "\n",
    "example_fund = list(best_partitions.keys())[-1]  #2 clusters: 7 et 211\n",
    "\n",
    "df_plot = best_partitions[example_fund][\"data\"].copy()\n",
    "feature_cols = fund_results[example_fund][\"features\"]\n",
    "X_scaled = prep_matrix(df_plot, feature_cols)\n",
    "\n",
    "pca = PCA(n_components=2, random_state=RANDOM_STATE)\n",
    "X_pca = pca.fit_transform(X_scaled)\n",
    "\n",
    "plot_df = pd.DataFrame({\n",
    "    \"PC1\": X_pca[:, 0],\n",
    "    \"PC2\": X_pca[:, 1],\n",
    "    \"cluster\": df_plot[\"cluster\"].astype(str)\n",
    "})\n",
    "\n",
    "plt.figure(figsize=(7, 5))\n",
    "sns.scatterplot(data=plot_df, x=\"PC1\", y=\"PC2\", hue=\"cluster\")\n",
    "plt.title(f\"PCA - {example_fund}\")\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "id": "c38c38bf-0dad-4baf-9d2d-acd4087b3bc3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>cluster</th>\n",
       "      <th>0</th>\n",
       "      <th>1</th>\n",
       "      <th>2</th>\n",
       "      <th>3</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>fund_weight_mean</th>\n",
       "      <td>0.002533</td>\n",
       "      <td>0.025296</td>\n",
       "      <td>0.107030</td>\n",
       "      <td>0.411546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>fund_weight_last</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.016294</td>\n",
       "      <td>0.000065</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>fund_aum_mean</th>\n",
       "      <td>862.764360</td>\n",
       "      <td>4892.213434</td>\n",
       "      <td>17080.303897</td>\n",
       "      <td>198436.767999</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>fund_aum_last</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>1587.012888</td>\n",
       "      <td>1.060556</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>held_month_share</th>\n",
       "      <td>0.757053</td>\n",
       "      <td>0.765711</td>\n",
       "      <td>0.957997</td>\n",
       "      <td>0.546661</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>active_month_share</th>\n",
       "      <td>0.140641</td>\n",
       "      <td>0.238654</td>\n",
       "      <td>0.392454</td>\n",
       "      <td>0.535638</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>entry_count</th>\n",
       "      <td>1.500000</td>\n",
       "      <td>1.526829</td>\n",
       "      <td>1.222222</td>\n",
       "      <td>2.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>exit_count</th>\n",
       "      <td>1.500000</td>\n",
       "      <td>0.907317</td>\n",
       "      <td>1.111111</td>\n",
       "      <td>2.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>turnover_mean</th>\n",
       "      <td>2.568131</td>\n",
       "      <td>1.852132</td>\n",
       "      <td>4.854434</td>\n",
       "      <td>1282.868308</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>turnover_6m_mean</th>\n",
       "      <td>40.589203</td>\n",
       "      <td>0.449401</td>\n",
       "      <td>12.469088</td>\n",
       "      <td>44.754050</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>flow_to_aum_mean</th>\n",
       "      <td>-2.567005</td>\n",
       "      <td>-1.111582</td>\n",
       "      <td>-2.290458</td>\n",
       "      <td>-586.056551</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>flow_to_aum_6m_mean</th>\n",
       "      <td>-40.584220</td>\n",
       "      <td>0.075295</td>\n",
       "      <td>-12.401695</td>\n",
       "      <td>-5.753449</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>corr_flow_ret_1m</th>\n",
       "      <td>-0.021390</td>\n",
       "      <td>0.030890</td>\n",
       "      <td>0.038466</td>\n",
       "      <td>0.137629</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>buy_after_good_perf_share</th>\n",
       "      <td>0.099237</td>\n",
       "      <td>0.089815</td>\n",
       "      <td>0.131206</td>\n",
       "      <td>0.030287</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "cluster                             0            1             2  \\\n",
       "fund_weight_mean             0.002533     0.025296      0.107030   \n",
       "fund_weight_last             0.000000     0.016294      0.000065   \n",
       "fund_aum_mean              862.764360  4892.213434  17080.303897   \n",
       "fund_aum_last                0.000000  1587.012888      1.060556   \n",
       "held_month_share             0.757053     0.765711      0.957997   \n",
       "active_month_share           0.140641     0.238654      0.392454   \n",
       "entry_count                  1.500000     1.526829      1.222222   \n",
       "exit_count                   1.500000     0.907317      1.111111   \n",
       "turnover_mean                2.568131     1.852132      4.854434   \n",
       "turnover_6m_mean            40.589203     0.449401     12.469088   \n",
       "flow_to_aum_mean            -2.567005    -1.111582     -2.290458   \n",
       "flow_to_aum_6m_mean        -40.584220     0.075295    -12.401695   \n",
       "corr_flow_ret_1m            -0.021390     0.030890      0.038466   \n",
       "buy_after_good_perf_share    0.099237     0.089815      0.131206   \n",
       "\n",
       "cluster                                3  \n",
       "fund_weight_mean                0.411546  \n",
       "fund_weight_last                0.000000  \n",
       "fund_aum_mean              198436.767999  \n",
       "fund_aum_last                   0.000000  \n",
       "held_month_share                0.546661  \n",
       "active_month_share              0.535638  \n",
       "entry_count                     2.500000  \n",
       "exit_count                      2.500000  \n",
       "turnover_mean                1282.868308  \n",
       "turnover_6m_mean               44.754050  \n",
       "flow_to_aum_mean             -586.056551  \n",
       "flow_to_aum_6m_mean            -5.753449  \n",
       "corr_flow_ret_1m                0.137629  \n",
       "buy_after_good_perf_share       0.030287  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "#profil moyen des clusters par un fond \n",
    "\n",
    "# ============================================================\n",
    "# 11) Profil moyen des clusters pour un fond\n",
    "# ============================================================\n",
    "\n",
    "display(\n",
    "    best_partitions[example_fund][\"data\"]\n",
    "    .groupby(\"cluster\")[feature_cols]\n",
    "    .mean()\n",
    "    .T\n",
    ")"
   ]
  }
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