Merge pull request #141 from mojaloop/rules-fix

fix failing rules
mojaloop · Jan 26, 2021 · ff333c3 · ff333c3
2 parents da6c76c + e0f049e
commit ff333c3
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Showing 11 changed files with 218 additions and 194 deletions.
diff --git a/historical-data-store/src/data/historical-data-1607569708.csv b/historical-data-store/src/data/historical-data-1607569708.csv
diff --git a/typology-11/src/rules/co-located-parties.ts b/typology-11/src/rules/co-located-parties.ts
@@ -2,88 +2,84 @@ import { RedisClient } from 'redis';
 import { get } from '../redis-client';
 
 const getPayeesFromILPsArray = async (outgoingTransfersClient: RedisClient, ILPS: string[]): Promise<any> => {
-    const accountsTransfers = await Promise.all(
-        ILPS.map((ILP: string) => new Promise((resolve) => {
-            resolve(get(outgoingTransfersClient, ILP));
-        }))
-    );
+  const accountsTransfers = await Promise.all(
+    ILPS.map((ILP: string) => new Promise((resolve) => {
+      resolve(get(outgoingTransfersClient, ILP));
+    }))
+  );
 
-    if (accountsTransfers == undefined || accountsTransfers.length == 0) return undefined;
+  if (accountsTransfers == undefined || accountsTransfers.length == 0) return undefined;
 
-    const payeeNames = accountsTransfers.reduce((payeesAcc: any, payee: any) => {
-        if (payee === null) return payeesAcc;
-        const payeeTransfers = JSON.parse(payee);
-        if (payeeTransfers.length < 1) return payeesAcc;
-        const payeeNames = payeeTransfers.map((transfer: any) => transfer.ILPDestinationAccountAddress);
-        return [...payeesAcc, ...payeeNames];
-    }, []);
-
-    return { payeeNames, accountsTransfers };
+  return accountsTransfers.reduce((payeesAcc: any, payee: any) => {
+    if (payee === null) return payeesAcc;
+    const payeeTransfers = JSON.parse(payee);
+    if (payeeTransfers.length < 1) return payeesAcc;
+    const payeeNames = payeeTransfers.map((transfer: any) => transfer.ILPDestinationAccountAddress);
+    return [...payeesAcc, ...payeeNames];
+  }, []);
 }
 
 const removeDuplicates = (names: any) => names.filter((c: any, index: number) => {
-    return names.indexOf(c) === index;
+  return names.indexOf(c) === index;
 });
 
 const removeValuesFromSecondArray = (firstArr: any, names: any) => names.filter((c: any, index: number) => {
-    return firstArr.indexOf(c) === index;
+  return firstArr.indexOf(c) === index;
 });
 
 const deg2rad = (num: number): number => (num * Math.PI) / 180;
 
 const distance = (location1: number[], location2: number[], useMiles = false): number => {
-    const coreRadius = 6371; // km
-    const dLat: number = deg2rad(location2[0] - location1[0]);
-    const dLon: number = deg2rad(location2[1] - location1[1]);
-    const a: number = Math.sin(dLat / 2)
-        * Math.sin(dLat / 2)
-        + Math.cos(deg2rad(location1[0]))
-        * Math.cos(deg2rad(location2[0]))
-        * Math.sin(dLon / 2)
-        * Math.sin(dLon / 2);
-    const c: number = 2 * Math.atan2(Math.sqrt(a), Math.sqrt(1 - a));
-    let d: number = Math.round(coreRadius * c);
-    if (useMiles) { // returns miles instead of kilometers
-        d = Math.round(d * 0.621371192);
-    }
-    return d;
+  const coreRadius = 6371; // km
+  const dLat: number = deg2rad(location2[0] - location1[0]);
+  const dLon: number = deg2rad(location2[1] - location1[1]);
+  const a: number = Math.sin(dLat / 2)
+    * Math.sin(dLat / 2)
+    + Math.cos(deg2rad(location1[0]))
+    * Math.cos(deg2rad(location2[0]))
+    * Math.sin(dLon / 2)
+    * Math.sin(dLon / 2);
+  const c: number = 2 * Math.atan2(Math.sqrt(a), Math.sqrt(1 - a));
+  let d: number = Math.round(coreRadius * c);
+  if (useMiles) { // returns miles instead of kilometers
+    d = Math.round(d * 0.621371192);
+  }
+  return d;
 };
 
 const handleCoLocatedParties = async (transfer: any,
-    outgoingTransfersClient: RedisClient,
-    historicalData: any) => {
-    if (historicalData == undefined || historicalData.length == 0) return false;
-
-    const payeesList = historicalData.map((transfer: any) => transfer.ILPDestinationAccountAddress);
-    payeesList.push(transfer.ILPDestinationAccountAddress);
-    const uniqueNames = removeDuplicates(payeesList);
+  outgoingTransfersClient: RedisClient,
+  historicalData: any) => {
+  if (historicalData == undefined || historicalData.length == 0) return false;
 
-    // get Payees names - tier 1
-    const tier1Payees = await getPayeesFromILPsArray(outgoingTransfersClient, uniqueNames);
-    if (tier1Payees != undefined) {
-        payeesList.push(tier1Payees.payeeNames);
-        uniqueNames.push(removeDuplicates(tier1Payees.payeeNames));
-    }
+  const payeesList = historicalData.map((transfer: any) => transfer.ILPDestinationAccountAddress);
+  payeesList.push(transfer.ILPDestinationAccountAddress);
+  const uniqueNames = removeDuplicates(payeesList);
 
+  // get Payees names - tier 1
+  const tier1Payees = await getPayeesFromILPsArray(outgoingTransfersClient, uniqueNames);
+  if (tier1Payees !== undefined) {
+    payeesList.push(tier1Payees);
+    uniqueNames.push(removeDuplicates(tier1Payees));
     // get Payees names - tier 2
     const uniqueTier2Names = removeValuesFromSecondArray(uniqueNames, tier1Payees);
     const tier2Payees = await getPayeesFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier2Names));
-    if (tier2Payees != undefined) {
-        payeesList.push(tier2Payees.payeeNames);
-        uniqueNames.push(removeDuplicates(tier2Payees.payeeNames));
-    }
-
-    // get Payees names - tier 3
-    const uniqueTier3Names = removeValuesFromSecondArray(uniqueNames, tier2Payees);
-    const tier3Payees = await getPayeesFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier3Names));
-    if (tier3Payees != undefined) {
-        payeesList.push(tier3Payees.payeeNames);
-        uniqueNames.push(removeDuplicates(tier3Payees.payeeNames));
+    if (tier2Payees !== undefined) {
+      payeesList.push(tier2Payees);
+      uniqueNames.push(removeDuplicates(tier2Payees));
+      // get Payees names - tier 3
+      const uniqueTier3Names = removeValuesFromSecondArray(uniqueNames, tier2Payees);
+      const tier3Payees = await getPayeesFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier3Names));
+      if (tier3Payees !== undefined) {
+        payeesList.push(tier3Payees);
+        uniqueNames.push(removeDuplicates(tier3Payees));
+      }
     }
+  }
 
-    if (payeesList.length < 8) return false;
-    const uniqueEntitiesPercentage = uniqueNames.length / payeesList.length * 100;
-    return (uniqueEntitiesPercentage > 33.33) ? true : false;
+  if (payeesList.length < 8) return false;
+  const uniqueEntitiesPercentage = uniqueNames.length / payeesList.length * 100;
+  return (uniqueEntitiesPercentage > 33.33) ? true : false;
 }
 
 export default handleCoLocatedParties;
diff --git a/typology-11/src/rules/transaction-mirroring.ts b/typology-11/src/rules/transaction-mirroring.ts
@@ -1,25 +1,24 @@
 const isLessThanADay = (currentTransferDate: Date, transaction: any) => {
   const oldTransferDate = new Date(transaction.HTTPTransactionDate);
-  return ((currentTransferDate.getHours() - oldTransferDate.getHours()) <= 24);
+  return ((currentTransferDate.getTime() - oldTransferDate.getTime()) <= 24);
 }
 
 const isOlder = (
   firstTransferDate: Date,
   secondTransferDate: Date
-) => (firstTransferDate.getHours() - secondTransferDate.getHours() < 0);
+): boolean => (firstTransferDate.getTime() - secondTransferDate.getTime() > 0);
 
 const countDuplicates = (original: number[]) => {
   const uniqueItems = new Set();
-  const duplicates = new Set();
+  let duplicates = 0
   for (const value of original) {
     if (uniqueItems.has(value)) {
-      duplicates.add(value);
-      uniqueItems.delete(value);
+      duplicates++
     } else {
       uniqueItems.add(value);
     }
   }
-  return duplicates.size;
+  return duplicates;
 }
 
 const handleTransactionMirroring = (
@@ -28,20 +27,25 @@ const handleTransactionMirroring = (
   payeeHistoricalReceiveData: any,
 ): boolean => {
   if (payeeHistoricalSendData == undefined || payeeHistoricalSendData.length < 1) return false;
+  if (payeeHistoricalReceiveData == undefined || payeeHistoricalReceiveData.length < 1) return false;
+
   const { HTTPTransactionDate } = transfer;
   const currentTransferDate = new Date(HTTPTransactionDate);
 
   // Get all transactions received and made from the Payee account over the last day
-  const lastReceivedTransactions = payeeHistoricalSendData.filter((transaction: any) =>
+  const receivedTransactions = payeeHistoricalSendData.filter((transaction: any) =>
     isLessThanADay(currentTransferDate, transaction));
-  const lastOutgoingTransactions = payeeHistoricalReceiveData.filter((transaction: any) =>
+  const outgoingTransactions = payeeHistoricalReceiveData.filter((transaction: any) =>
     isLessThanADay(currentTransferDate, transaction));
 
-  const mirroringValues = lastOutgoingTransactions.reduce((acc: any, outgoingTransfer: any) => {
+  // Map through each transaction and return the relevant values for the transactions
+  // that have repeated Amounts and percentages across the entire list. this will map each
+  // Transaction and verify if the later transactions have similar values. Then repeat until the end.
+  const mirroringValues = outgoingTransactions.reduce((acc: any, outgoingTransfer: any) => {
     const outgoingTransferDate = new Date(outgoingTransfer.HTTPTransactionDate);
 
     // Get all outgoing transactions that are older than the currently received transaction.
-    const transfersMadeAfterReceived = lastReceivedTransactions
+    const transfersMadeAfterReceived = receivedTransactions
       .filter((receivedTransfer: any) => isOlder(outgoingTransferDate, new Date(receivedTransfer.HTTPTransactionDate)));
 
     // Compare current transfers amount 
@@ -56,20 +60,27 @@ const handleTransactionMirroring = (
         amountDifference
       }
     });
+
     const trueMirroringTransfers = possibleMirroringTransfers
-      .filter((result: any) => result.is90Percentile ? true : false);
+      .filter((result: any) => (result && result.is90Percentile) ? true : false);
     if (trueMirroringTransfers.length > 0) {
       trueMirroringTransfers.forEach((mirroringResult: any) => acc.push(mirroringResult))
     }
     return acc;
   }, []);
+  const mirroringFlatValues = mirroringValues.flat(1);
+
+  const percentages = mirroringFlatValues.map((transferValue: any) => {
+    return transferValue.amountDifferencePercent
+  });
 
-  const percentages = mirroringValues.map((value: any) => value.amountDifferencePercent);
-  const amounts = mirroringValues.map((value: any) => value.amountDifference);
+  const amounts = mirroringFlatValues.map((transferValue: any) => {
+    return transferValue.amountDifference
+  });
 
   const repeatedPercentagesCount = countDuplicates(percentages);
   const repeatedAmountsCount = countDuplicates(amounts);
   return (repeatedPercentagesCount > 1 || repeatedAmountsCount > 1) ? true : false;
 };
 
-export default handleTransactionMirroring;
+export default handleTransactionMirroring;
diff --git a/typology-11/src/rules/transactions-between-parties.ts b/typology-11/src/rules/transactions-between-parties.ts
@@ -10,14 +10,13 @@ const getTransfersFromILPsArray = async (outgoingTransfersClient: RedisClient, I
 
   if (accountsTransfers == undefined || accountsTransfers.length == 0) return undefined;
 
-  const payees = accountsTransfers.reduce((payeesAcc: any, payee: any) => {
+  return accountsTransfers.reduce((payeesAcc: any, payee: any) => {
     if (payee === null) return payeesAcc;
     const payeeTransfers = JSON.parse(payee);
     if (payeeTransfers.length < 1) return payeesAcc;
     const payeeNames = payeeTransfers.map((transfer: any) => transfer.ILPDestinationAccountAddress);
     return [...payeesAcc, ...payeeNames];
   }, []);
-  return { payees, accountsTransfers };
 }
 
 const removeDuplicates = (names: any) => names.filter((c: any, index: number) => {
@@ -37,30 +36,30 @@ const handleTransactionsBetweenParties = async (
   if (historicalData == undefined || historicalData.length == 0) return false;
 
   const payeesList = historicalData.map((transfer: any) => transfer.ILPDestinationAccountAddress);
-  payeesList.push(transfer.d);
+  payeesList.push(transfer.ILPDestinationAccountAddress);
   const uniqueNames = removeDuplicates(payeesList);
 
   // get Payess names - tier 1
   const tier1Payees = await getTransfersFromILPsArray(outgoingTransfersClient, uniqueNames);
-  if (tier1Payees != undefined) {
-    payeesList.push(tier1Payees.payees);
-    uniqueNames.push(removeDuplicates(tier1Payees.payees));
-  }
+  if (tier1Payees !== undefined) {
+    payeesList.push(tier1Payees);
+    uniqueNames.push(removeDuplicates(tier1Payees));
 
-  // get Payess names - tier 2
-  const uniqueTier2Names = removeValuesFromSecondArray(uniqueNames, tier1Payees.payees);
-  const tier2Payees = await getTransfersFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier2Names));
-  if (tier2Payees != undefined) {
-    payeesList.push(tier2Payees.payees);
-    uniqueNames.push(removeDuplicates(tier2Payees.payees));
-  }
+    // get Payess names - tier 2
+    const uniqueTier2Names = removeValuesFromSecondArray(uniqueNames, tier1Payees);
+    const tier2Payees = await getTransfersFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier2Names));
+    if (tier2Payees !== undefined) {
+      payeesList.push(tier2Payees);
+      uniqueNames.push(removeDuplicates(tier2Payees));
 
-  // get Payess names - tier 3
-  const uniqueTier3Names = removeValuesFromSecondArray(uniqueNames, tier2Payees.payees);
-  const tier3Payees = await getTransfersFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier3Names));
-  if (tier3Payees != undefined) {
-    payeesList.push(tier3Payees.payees);
-    uniqueNames.push(removeDuplicates(tier3Payees.payees));
+      // get Payess names - tier 3
+      const uniqueTier3Names = removeValuesFromSecondArray(uniqueNames, tier2Payees);
+      const tier3Payees = await getTransfersFromILPsArray(outgoingTransfersClient, removeDuplicates(uniqueTier3Names));
+      if (tier3Payees != undefined) {
+        payeesList.push(tier3Payees);
+        uniqueNames.push(removeDuplicates(tier3Payees));
+      }
+    }
   }
 
   if (payeesList.length < 8) return false;

diff --git a/typology-11/src/scoring-process.ts b/typology-11/src/scoring-process.ts
@@ -25,8 +25,7 @@ const handleScores = (scores: any, topic: string, TransactionID: string, transac
 
 
   publish(topic, `"typology":"typology-11","transactionID":"${TransactionID}","score":${score},"createDate":${transactionDate},
-    "textResult":"Typology 11 score is ${score}, Reason: ${
-    + (scores.rule17 ? 'Transaction Divergence, ' : '')
+    "textResult":"Typology 11 score is ${score}, Reason: ${+ (scores.rule17 ? 'Transaction Divergence, ' : '')
     + (scores.rule27 ? 'Transaction Mirroring, ' : '')
     + (scores.rule86 ? 'Transaction Between Parties, ' : '')
     + (scores.rule87 ? 'Co-located Parties' : '')