plot a ROC curve

import pandas as pd

import numpy as np

import matplotlib.pyplot as plt

from matplotlib.ticker import AutoMinorLocator

#plt.switch_backend('agg')

dt = pd.read_csv('cs_2017_roc_gain.csv', sep=",", header=0)

fig = plt.gcf()

plt.plot(dt.x_gain * 100.0, dt.y * 100.0)

plt.xlim([0, 100])

plt.ylim([0, 100])

ax = fig.gca()

ax.set_xticks(np.arange(0, 101, 10))

ax.set_yticks(np.arange(0, 101, 10))

minor_locator = AutoMinorLocator(2)

ax.xaxis.set_minor_locator(minor_locator)

ax.yaxis.set_minor_locator(minor_locator)

ax.set_xlabel(r'% of Transactions')

ax.set_ylabel(r'% of Chargeoff Accounts')

fig.suptitle('Consumer')

#ax.minorticks_off()

plt.grid(which='minor')

plt.grid(which='major')

plt.show()

fig.savefig('Consumer_2017.jpg', dpi=300)

print dt.head()