import numpy as np import pandas as pd from typing import Optional, Dict, Any def _safe_change(current, base): """ 増減率 current / base - 1 base=0 の場合は NaN """ if pd.isna(current) or pd.isna(base) or base == 0: return np.nan return current / base - 1.0 def _robust_z(current, history): """ Median / MAD を使った Robust Z-score """ x = ( pd.Series(history, dtype="float64") .replace([np.inf, -np.inf], np.nan) .dropna() ) if len(x) == 0 or pd.isna(current): return np.nan median = x.median() mad = (x - median).abs().median() if mad == 0: if current == median: return 0.0 return np.inf if current > median else -np.inf return (current - median) / (1.4826 * mad) def _normalize_month(series): """ 以下のような年月表現を Period[M] に統一 202608 "202608" "2026-08" datetime """ if isinstance(series.dtype, pd.PeriodDtype): return series.dt.asfreq("M") if pd.api.types.is_datetime64_any_dtype(series): return series.dt.to_period("M") text = series.astype(str).str.strip() is_yyyymm = text.str.fullmatch(r"\d{6}") out = pd.Series( pd.NaT, index=series.index, dtype="datetime64[ns]" ) if is_yyyymm.any(): out.loc[is_yyyymm] = pd.to_datetime( text.loc[is_yyyymm], format="%Y%m", errors="coerce" ) if (~is_yyyymm).any(): out.loc[~is_yyyymm] = pd.to_datetime( text.loc[~is_yyyymm], errors="coerce" ) return out.dt.to_period("M") def monitor_trade( df: pd.DataFrame, *, month_col: str, country_col: str, value_col: str, quantity_col: str, target_month: Optional[str] = None, quantity_unit_col: Optional[str] = None, top_n: int = 10, event_min_share: float = 0.0, event_min_value: float = 0.0, ) -> Dict[str, Any]: """ 貿易統計モニタリング用集計関数 想定: 対象HSについて、 分析対象月 + 過去12か月 = 合計13か月分の輸入申告データを渡す。 Parameters ---------- df: 輸入申告DataFrame month_col: 年月カラム 例: "年月" country_col: 原産国カラム 例: "原産国" value_col: 取引額カラム 例: "課税価格" quantity_col: 統計数量カラム 例: "統計数量" target_month: 分析対象月 例: "2026-08" Noneの場合はdf内の最新月 quantity_unit_col: 統計数量単位 例: "統計数量単位" 指定した場合、複数単位が混在していればエラーにする。 top_n: 国別ランキング表示件数 event_min_share: 新規国・消失国として抽出する最低シェア 例: 0.01 = 1% event_min_value: 新規国・消失国として抽出する最低金額 Returns ------- dict { "target_month": 分析対象月 "yoy_month": 前年同月 "monthly": 過去13か月の月次推移 "metric_summary": 金額・数量・単価の YoY / MoM / 3か月平均比 / 12か月中央値比 / Robust Z "concentration": CR1 / CR3 / CR5 / HHI / 有効供給国数 / 構造変化指数 "country_all": 全原産国比較 "country_top_value": 金額TOP N "country_top_quantity": 数量TOP N "events": 新規国・消失国 "warnings": 警告 } """ # ------------------------------------------------- # カラム確認 # ------------------------------------------------- required_cols = [ month_col, country_col, value_col, quantity_col, ] if quantity_unit_col is not None: required_cols.append(quantity_unit_col) missing_cols = [ c for c in required_cols if c not in df.columns ] if missing_cols: raise KeyError( f"存在しないカラムがあります: {missing_cols}" ) # ------------------------------------------------- # 必要列のみコピー # ------------------------------------------------- x = df[required_cols].copy() x["_month"] = _normalize_month( x[month_col] ) x["_value"] = pd.to_numeric( x[value_col], errors="coerce" ) x["_quantity"] = pd.to_numeric( x[quantity_col], errors="coerce" ) x["_country"] = ( x[country_col] .astype("string") .fillna("(不明)") ) x = x.dropna( subset=[ "_month", "_value", "_quantity" ] ) if x.empty: raise ValueError( "有効なデータがありません。" "年月・金額・数量カラムを確認してください。" ) # ------------------------------------------------- # 分析対象月 # ------------------------------------------------- if target_month is None: target = x["_month"].max() else: target = pd.Period( target_month, freq="M" ) start_month = target - 12 yoy_month = target - 12 prev_month = target - 1 # 13か月分に限定 x = x[ x["_month"].between( start_month, target ) ].copy() if x.empty: raise ValueError( f"{start_month}〜{target} の" "データがありません。" ) # ------------------------------------------------- # 統計数量単位チェック # ------------------------------------------------- if quantity_unit_col is not None: units = ( x[quantity_unit_col] .dropna() .astype(str) .unique() ) if len(units) > 1: raise ValueError( "統計数量の単位が複数あります。\n" f"{list(units)}\n" "単位ごと、またはHSごとに分けて" "集計してください。" ) # ------------------------------------------------- # 13か月存在確認 # ------------------------------------------------- expected_months = pd.period_range( start=start_month, end=target, freq="M" ) months_present = set( x["_month"].unique() ) missing_months = [ str(m) for m in expected_months if m not in months_present ] warnings = [] if missing_months: warnings.append( "対象HSのレコードがない月を" "0として扱いました: " + ", ".join(missing_months) ) # ================================================= # 1. 月次全体集計 # ================================================= monthly = ( x .groupby( "_month", observed=True ) .agg( value=( "_value", "sum" ), quantity=( "_quantity", "sum" ), ) .reindex( expected_months, fill_value=0.0 ) ) monthly.index.name = "month" monthly["unit_price"] = ( monthly["value"] .div( monthly["quantity"] .replace(0, np.nan) ) ) # ================================================= # 2. 全体指標 # ================================================= summary_rows = [] for metric in [ "value", "quantity", "unit_price", ]: s = monthly[metric] current = s.loc[target] yoy_base = s.loc[yoy_month] mom_base = s.loc[prev_month] history_12m = s.loc[ start_month:prev_month ] previous_3m = s.loc[ target - 3:prev_month ] summary_rows.append( { "metric": metric, "current": current, "yoy_base": yoy_base, # 前年同月比 "yoy_pct": _safe_change( current, yoy_base ), # 前月比 "mom_pct": _safe_change( current, mom_base ), # 直近3か月平均比 "vs_prev3m_avg_pct": _safe_change( current, previous_3m.mean() ), # 過去12か月中央値比 "vs_prev12m_median_pct": _safe_change( current, history_12m.median() ), # Robust Z "robust_z_12m": _robust_z( current, history_12m ), } ) metric_summary = ( pd.DataFrame(summary_rows) .set_index("metric") ) # ================================================= # 3. 国別集計 # ================================================= grouped = ( x .groupby( [ "_month", "_country", ], observed=True, ) .agg( value=( "_value", "sum" ), quantity=( "_quantity", "sum" ), ) .reset_index() ) # 対象月 current_country = ( grouped[ grouped["_month"] == target ][ [ "_country", "value", "quantity", ] ] .rename( columns={ "value": "value_current", "quantity": "quantity_current", } ) ) # 前年同月 previous_country = ( grouped[ grouped["_month"] == yoy_month ][ [ "_country", "value", "quantity", ] ] .rename( columns={ "value": "value_yoy_base", "quantity": "quantity_yoy_base", } ) ) # 外部結合 country = ( current_country .merge( previous_country, on="_country", how="outer" ) .fillna( { "value_current": 0.0, "quantity_current": 0.0, "value_yoy_base": 0.0, "quantity_yoy_base": 0.0, } ) ) # ================================================= # 4. 国別 金額 / 数量 共通指標 # ================================================= for prefix in [ "value", "quantity", ]: current = country[ f"{prefix}_current" ] previous = country[ f"{prefix}_yoy_base" ] current_total = current.sum() previous_total = previous.sum() # 差分 country[ f"{prefix}_delta" ] = ( current - previous ) # YoY country[ f"{prefix}_yoy_pct" ] = np.where( previous != 0, current / previous - 1, np.nan ) # シェア if current_total > 0: country[ f"{prefix}_share_current" ] = ( current / current_total ) else: country[ f"{prefix}_share_current" ] = 0.0 if previous_total > 0: country[ f"{prefix}_share_yoy_base" ] = ( previous / previous_total ) else: country[ f"{prefix}_share_yoy_base" ] = 0.0 # シェア前年差 country[ f"{prefix}_share_delta_pp" ] = ( country[ f"{prefix}_share_current" ] - country[ f"{prefix}_share_yoy_base" ] ) * 100 # 順位 country[ f"{prefix}_rank_current" ] = ( current .where(current > 0) .rank( method="min", ascending=False ) ) country[ f"{prefix}_rank_yoy_base" ] = ( previous .where(previous > 0) .rank( method="min", ascending=False ) ) # 正なら順位上昇 country[ f"{prefix}_rank_change" ] = ( country[ f"{prefix}_rank_yoy_base" ] - country[ f"{prefix}_rank_current" ] ) # ================================================= # 5. 国別単価 # ================================================= country["unit_price_current"] = ( country["value_current"] .div( country[ "quantity_current" ] .replace( 0, np.nan ) ) ) country["unit_price_yoy_base"] = ( country["value_yoy_base"] .div( country[ "quantity_yoy_base" ] .replace( 0, np.nan ) ) ) country["unit_price_yoy_pct"] = ( country[ "unit_price_current" ] .div( country[ "unit_price_yoy_base" ] ) .sub(1) ) # ================================================= # 6. 新規 / 消失国 # ================================================= country["status"] = np.select( [ ( country["value_current"] > 0 ) & ( country["value_yoy_base"] == 0 ), ( country["value_current"] == 0 ) & ( country["value_yoy_base"] > 0 ), ], [ "new", "disappeared", ], default="continuing" ) # 新規・消失国のうち # ある程度重要なものだけ抽出可能 country["event_flag"] = ( ( country["status"] != "continuing" ) & ( ( country[ [ "value_share_current", "value_share_yoy_base", ] ] .max(axis=1) >= event_min_share ) | ( country[ [ "value_current", "value_yoy_base", ] ] .max(axis=1) >= event_min_value ) ) ) # ================================================= # 7. 集中度 # ================================================= def concentration(prefix): current_share = country[ f"{prefix}_share_current" ] previous_share = country[ f"{prefix}_share_yoy_base" ] current_values = country[ f"{prefix}_current" ] previous_values = country[ f"{prefix}_yoy_base" ] current_total = ( current_values.sum() ) previous_total = ( previous_values.sum() ) def calc_one( shares, values, total, ): if total <= 0: return { "cr1": np.nan, "cr3": np.nan, "cr5": np.nan, "hhi": np.nan, "effective_suppliers": np.nan, "supplier_count": 0, } hhi = ( shares ** 2 ).sum() return { "cr1": shares .nlargest(1) .sum(), "cr3": shares .nlargest(3) .sum(), "cr5": shares .nlargest(5) .sum(), "hhi": hhi, "effective_suppliers": ( 1 / hhi if hhi > 0 else np.nan ), "supplier_count": int( ( values > 0 ).sum() ), } now = calc_one( current_share, current_values, current_total, ) before = calc_one( previous_share, previous_values, previous_total, ) # Total Variation Distance # 0 = 構造変化なし # 1 = 完全に別の供給構造 if ( current_total > 0 and previous_total > 0 ): structure_change = ( 0.5 * ( current_share - previous_share ) .abs() .sum() ) else: structure_change = np.nan return { "basis": prefix, "cr1_current": now["cr1"], "cr1_yoy_base": before["cr1"], "cr1_delta_pp": ( ( now["cr1"] - before["cr1"] ) * 100 if ( pd.notna( now["cr1"] ) and pd.notna( before["cr1"] ) ) else np.nan ), "cr3_current": now["cr3"], "cr3_yoy_base": before["cr3"], "cr3_delta_pp": ( ( now["cr3"] - before["cr3"] ) * 100 if ( pd.notna( now["cr3"] ) and pd.notna( before["cr3"] ) ) else np.nan ), "cr5_current": now["cr5"], "cr5_yoy_base": before["cr5"], "cr5_delta_pp": ( ( now["cr5"] - before["cr5"] ) * 100 if ( pd.notna( now["cr5"] ) and pd.notna( before["cr5"] ) ) else np.nan ), "hhi_current": now["hhi"], "hhi_yoy_base": before["hhi"], "hhi_delta": ( now["hhi"] - before["hhi"] if ( pd.notna( now["hhi"] ) and pd.notna( before["hhi"] ) ) else np.nan ), "effective_suppliers_current": now[ "effective_suppliers" ], "effective_suppliers_yoy_base": before[ "effective_suppliers" ], "supplier_count_current": now[ "supplier_count" ], "supplier_count_yoy_base": before[ "supplier_count" ], "structure_change_index": structure_change, } concentration_df = ( pd.DataFrame( [ concentration("value"), concentration("quantity"), ] ) .set_index("basis") ) # 元の国カラム名に戻す country = country.rename( columns={ "_country": country_col } ) # ================================================= # 8. TOP N # ================================================= country_top_value = ( country .sort_values( [ "value_current", "value_yoy_base", ], ascending=False ) .head(top_n) .reset_index(drop=True) ) country_top_quantity = ( country .sort_values( [ "quantity_current", "quantity_yoy_base", ], ascending=False ) .head(top_n) .reset_index(drop=True) ) # ================================================= # 9. 新規 / 消失国 # ================================================= events = ( country[ country["event_flag"] ] .sort_values( [ "status", "value_current", "value_yoy_base", ], ascending=[ True, False, False, ] ) .reset_index(drop=True) ) country_all = ( country .sort_values( [ "value_current", "value_yoy_base", ], ascending=False ) .reset_index(drop=True) ) # ================================================= # Return # ================================================= return { "target_month": str(target), "yoy_month": str(yoy_month), "monthly": monthly.reset_index(), "metric_summary": metric_summary, "concentration": concentration_df, "country_all": country_all, "country_top_value": country_top_value, "country_top_quantity": country_top_quantity, "events": events, "warnings": warnings, }