Bj{n dZddlmZddlZddlZddlmZmZeje Z gdZ dddd d d d d dddd Z dZ hdZddZddZddZGddZdS)uNLSEG Data Library client — fetches bond data via Platform session (App Key).) annotationsN)AnyOptional) zTR.YieldToMaturityzTR.YieldToWorstz TR.ZSpreadz TR.OASpreadz TR.BidPricez TR.AskPricezTR.AssetSwapSpreadzTR.TRBCIndustryGroupzTR.TRBCIndustryzTR.HeadquartersCountryzTR.ModifiedDurationytmytwz_spreadoas bid_price ask_priceasset_swap_spreadtrbc_ig trbc_industrycountryduration) zYield to MaturityzYield to WorstzZ Spreadz OA Spreadz Bid Pricez Ask PricezAsset Swap SpreadzTRBC Industry Group NamezTRBC Industry NamezCountry of HeadquarterszModified DurationzRIC,ISIN,IssuerCommonName,IssuerName,MaturityDate,CouponRate,CouponFrequency,CouponType,MoodysRating,SPRating,Currency,Price,IssueDate,AssetType,RCSTRBC2012Genealogy>n/a no permissionnannonereturn Optional[str]c|dSt|}|tvrdn|SN)strstriplower _NULL_STRINGSvalss /app/app/providers/lseg_api.py_cleanr#3s= {t CA7799 --4414Optional[float]ct|}|dS tt|ddS#tt f$rYdSwxYw)N,r)r#floatrreplace ValueError TypeError)r cleaneds r" _to_floatr-:sgSkkGtS\\))#r22333  "tts/AAAc|dSt|}|tvrdSd|vr|ddn|S)N r)rrrrsplitrs r" _to_date_strr1DsY {t CAwwyyM!!t!Qhh1773<<??A-r$ceZdZUdZd;dZdZdZddZ d?dZ d@dZ dAdBd ZdCdBd"ZdDd$ZdAdEd&ZdFdGd+Zd,ggd-gd.gd/gd0gd1gd2d3Zd4ed5<dAdHd7Zd?d8ZdId:Zd'S)J LsegApiClienta} Fetches bond data from LSEG via the lseg-data Python library (Platform session). Requires LSEG_APP_KEY + LSEG_USERNAME + LSEG_PASSWORD in environment / .env file. Strategy: discovery.search supplies static reference data (coupon, maturity, rating, currency); ld.get_data supplies live market data (YTM, Z-spread, bid/ask). Both are merged per instrument. app_keyrusernamepasswordc>||_||_||_d|_dSr)_app_key _username _password_session)selfr4r5r6s r"__init__zLsegApiClient.__init__Xs" !! r$c|jdS ddlm}ddlm}||j||j|j d }| |j |||_tddS#t $r!}td|d}~wwxYw)Nr)platform)r5r6T)r4grantsignon_controlzLSEG: Platform session openedu#LSEG: failed to open session — %s)r; lseg.datadatalseg.data.sessionr? Definitionr8 GrantPasswordr9r: get_sessionopensession set_defaultloggerinfo Exceptionerror)r<ldr?rIexcs r"_openzLsegApiClient._open^s = $ F  " " " " " " 2 2 2 2 2 2)) ,,!^!^- $ *kmm  LLNNN J " "7 + + +#DM KK7 8 8 8 8 8    LL> D D D  sB)B66 C!CC!c|jN |jtdn#t$rYnwxYwd|_dSdS)NzLSEG: session closed)r;closerKrLrM)r<s r"rSzLsegApiClient.closevsl = $  ##%%% 23333     DMMM % $s3= A  A d issuer_name max_resultsintr list[dict]c | ddlm d fd }|dd }|d |d}|sNtd | j|d t }| |j s| D]\}}t| d} | r| | t| dt| dt| dt| dt| dt| dt| dt| dt| dt| dt| dt| dt| ddtdt!|||S#t"$r(} td|| gcYd} ~ Sd} ~ wwxYw) z Search LSEG for bonds by issuer. Returns a list of reference-data dicts, each keyed by 'ric', plus static fields (coupon, maturity, rating, etc.). rN filter_strrrlistcpj|t}||jrgSg}|D]\}}t |d}|s+||t |dt |dt |dt|dt|dt|dt|d t |d t |d t |d t |d t|dt |dd|S)N)filtertopselectRICISINIssuerCommonName IssuerName CouponRate MaturityDate IssueDateCouponFrequency CouponType MoodysRatingSPRatingCurrencyPriceRCSTRBC2012Genealogyricisinnameissuercoupon maturity_date issue_date coupon_freq coupon_type rating_moodys rating_spcurrencyprice genealogy) discoverysearch_SEARCH_SELECTemptyiterrowsr#getappendr-r1)rZrout_rowrorOrVs r" _run_searchz9LsegApiClient.search_bonds_by_issuer.._run_searchsL''%#)( 99IjjllFAs 00C! JJ),)/)@)@)/8J0K0K)L)L)/ 0E0E)F)F)2377<3H3H)I)I)5cggn6M6M)N)N)5cggk6J6J)K)K)2377;L3M3M)N)N)/ 0E0E)F)F)/0G0G)H)H)/ 0C0C)D)D)/ 0C0C)D)D)237773C3C)D)D)/8N0O0O)P)P    r$'z''zFAssetType eq 'CORP' and CouponType ne 'FXDI' and IssuerCommonName eq 'z7LSEG: exact name match empty for '%s', trying free-text,AssetType eq 'CORP' and CouponType ne 'FXDI'queryr]r^r_r`rarbrcrdrerfrgrhrirjrkrlrmrnzLSEG: found %d bonds for '%s'u#LSEG: search failed for '%s' — %s)rZrrr[)rQrBrCr)rKrLr}r~rrrr#rrr-r1lenrMrN) r<rUrVr safe_namerecordsr2rrrorPrOs ` @r"search_bonds_by_issuerz$LsegApiClient.search_bonds_by_issuers K  " " " " " "       B$++C66I!k:-6:::G  UWbccc\((%I#) ) >"(>"$++--3$SWWU^^44#NN14171H1H17@R8S8S1T1T17 8M8M1N1N1:377<;P;P1Q1Q1=cggn>U>U1V1V1=cggk>R>R1S1S1:377CT;U;U1V1V17 8M8M1N1N178O8O1P1P17 8K8K1L1L17 8K8K1L1L1:3777;K;K1L1L17@V8W8W1X1X,," KK7W{ S S SN    LL> S Q Q QIIIIII sJ-K K8K3-K83K8g?rOr instruments list[str] Optional[Any]c |j}t|jD]} ||tcS#t $r{}||jdz krAt d|dz|j|||tj ||dz}n"t d|j||Yd}~d}~wwxYwdS)zMCall ld.get_data with exponential-backoff retries. Returns DataFrame or None.uDLSEG: get_data attempt %d/%d failed for %s — %s; retrying in %.0fsu6LSEG: get_data gave up after %d attempts for %s — %sN) _RETRY_BASE_DELAYrange _MAX_RETRIESget_data_MARKET_FIELDSrMrKwarningtimesleep)r<rOrdelayattemptrPs r"_get_data_with_retryz"LsegApiClient._get_data_with_retrys&T.//  G {{;?????   T.222NN^! T%6 S%Ju%%%QJEENNP); ts< CA1B<<Cricsdict[str, dict]c dddlm}ddl}i}tdt ||jD]~}||||jz}|||}|t |dkr|td||t |zg}|D]0} ||| g} | | | 1|r| |dnd}||j r| D]\} } t| dp| d} | s?i} tD]C\}}| |}|d vrt|| |<1t#|| |<D| || <|S) z Fetch live market data for a list of RICs in batches. Each batch is retried up to _MAX_RETRIES times; batches that still fail are retried one RIC at a time to maximise recovery. Returns a dict keyed by RIC. rNrz6LSEG: falling back to per-RIC requests for batch %d-%dT) ignore_index Instrument instrument>rr r)rBrCpandasrr _BATCH_SIZErrKrLrconcatrrr#r_MARKET_FIELD_MAPitemsr-)r<rrOpdmarketibatchdfframesrosinglerrentrycol_namenorm_keyraws r"_fetch_market_dataz LsegApiClient._fetch_market_datas "$q#d))T%566 $ $AA 0001E**2u55Bzc%jj1nn TVWYZ]`af]g]gYghhh ..C!66rC5AAF) f---=CMRYYvDY999zRXz++-- $ $3SWW\22Kcggl6K6KLL *;*A*A*C*C99&Hh''(++C#JJJ*0++h*3C..h#s  $ r$c |sgS|||}g}|D]&}||i}|id|d|ddddddddddd dd dd dd dd |dd|dd|dd|dd|dd|d|d|d|d|dd(tdt ||S)u Fetch bond data for a list of RICs (used when ISINs/RICs are given directly, without a prior search step — no reference data available in this path). rorprqNrrrsrtrurvrwrxrzr{r rrrr r rr rr)rr rrzLSEG API: fetched %d bonds)rQrrrrKrLr)r<rrrroms r" fetch_bondszLsegApiClient.fetch_bondss  I ((55  C 3##A NN       {!3!3uuz!2!2 u!"$QUU+>%?%?#$"#y!1!1!"y!1!1!"!7!7!"z!2!2+    0  0#g,,???r$,rr^c| ddlm}|j|d|t }||jrgSg}|D]\}}t| d}|s+| |t| dt| dt| dt| d t| d t| d t| d t| d t| dt| dt| dd td|t||S#t $r(} td|| gcYd} ~ Sd} ~ wwxYw)u Search for bonds using a generic text query (e.g. sector name). Returns reference-data dicts only — no market data enrichment. rNrrr`rarbrcrdrerfrgrhrirkrl) rorprqrrrsrtrurvrwrxrzr{uLSEG: query '%s' → %d bondsu)LSEG: query search failed for '%s' — %s)rQrBrCr}r~rrrr#rrr-r1rKrLrrMrN) r<rr^rOresultsrrrrorPs r"search_bonds_by_queryz#LsegApiClient.search_bonds_by_query>s6 !  " " " " " "l))E% *G '- G!**,,  3SWWU^^,,%(%+CGGFOO%<%<%+CGG4F,G,G%H%H%+CGGL,A,A%B%B%.sww|/D/D%E%E%1#''.2I2I%J%J%1#''+2F2F%G%G%.sww7H/I/I%J%J%+CGGL,A,A%B%B%+CGGN,C,C%D%D%+CGGJ,?,?%@%@%.swww/?/?%@%@       KK7G M M MN    LLDeS Q Q QIIIIII s$3H: G/H:: I,I'!I,'I,c:| ddlm}|j|d|d}||jrgSt }g}|D]|\}}t| d} t| d} | r1| |vr-| | | | | d}|S#t$r(} td || gcYd} ~ Sd} ~ wwxYw) uaReturn unique issuers matching a text query with their ultimate parent — used for autocomplete.rNrz)IssuerCommonName,UltimateParentCommonNamerrbUltimateParentCommonName)rqparentu/LSEG: issuer name search failed for '%s' — %s)rQrBrCr}r~rsetrr#raddrrMrKrN) r<rr^rOrseenrrrnprPs r"search_issuer_namesz!LsegApiClient.search_issuer_namesgsF   " " " " " "l))EB *G '-  UUD "E!**,, ; ;3377#56677377#=>>??;$HHQKKKLL!q!9!9:::L    LLJESV W W WIIIIII s$.C(B"C(( D2DDDdictc| ddlm}|j|ddd}||jrt d|iSt|j d d}|siS| |ggd }||jriS|j d}t| d pd t| d pd t| d pd d}t d||||S#t$r(}t d||icYd}~Sd}~wwxYw)u Look up GICS classification for an issuer via their listed equity. GICS is an equity-level concept — bond RICs don't carry it directly. Step 1: discovery search for the company's equity to get its RIC. Step 2: ld.get_data on that equity RIC for GICS Sector/IG/Industry names. Returns {"sector", "industry_group", "industry"} or empty dict on failure. rNzAssetType eq '[EQUITY]'rzRIC,IssuerCommonNamerz-LSEG: no equity found for GICS lookup of '%s'r`)z TR.GICSSectorzTR.GICSIndustryGroupzTR.GICSIndustryzGICS Sector NamerzGICS Industry Group NamezGICS Industry Name)sectorindustry_groupindustryu#LSEG: GICS for '%s' (via %s) → %su/LSEG: GICS equity lookup failed for '%s' — %s)rQrBrCr}r~rrKrr#ilocrrrLrMrN) r<rUrOeq equity_ricrrnamesrPs r"lookup_issuer_gicsz LsegApiClient.lookup_issuer_gicss "  " " " " " "$$!0- %B zRXzNP[\\\  u 5 566J   LLLBzRXz '!*C"(1C)D)D"E"E"SQS"(1K)L)L"M"M"SQS"(1E)F)F"G"G"TRTE KK5Z   L    LLJKY\ ] ] ]IIIIII s1A E 0E #E 5BE E?E:4E?:E? sector_prefixc| ddlm}|dd}|j|jjjd|d|t}||j rgSg}| D]\}}t| d} | s+| | t| d t| d t| d t| d t| d t| dt| dt| dt| dt| dt| dt| dt| ddt d|t%||S#t&$r(} t d|| gcYd} ~ Sd} ~ wwxYw)u Search for peer bonds in the same TRBC sector using a genealogy code prefix filter. More reliable than free-text search — uses exact TRBC classification codes so the full peer universe is captured regardless of issuer name phrasing. sector_prefix: first N segments of RCSTRBC2012Genealogy joined by backslashes, e.g. 'B:180\B:181\B:182' for Industry Group (sector) level, 'B:180\B:181\B:182\B:183' for Industry (sub-sector) level. rN\z\\zhAssetType eq 'CORP' and CouponType ne 'FXDI' and Currency eq 'USD' and startswith(RCSTRBC2012Genealogy,'z')viewr]r^r_r`rarbrcrdrerfrgrhrirjrkrlrmrnu(LSEG: genealogy prefix '%s' → %d bondsu*LSEG: sector search failed for '%s' — %s)rQrBrCr)r}r~ViewsGOV_CORP_INSTRUMENTSrrrr#rrr-r1rKrLrrMrN) r<rr^rOescapedrrrrrorPs r"search_peers_by_sectorz$LsegApiClient.search_peers_by_sectors )  " " " " " "#++D&99Gl))\'<I=DIII%*  G'- G!**,,  3SWWU^^,,(+(.swwv(?(?(.sww7I/J/J(K(K(.sww|/D/D(E(E(1#'',2G2G(H(H(4SWW^5L5L(M(M(4SWW[5I5I(J(J(1#'':K2L2L(M(M(.sww|/D/D(E(E(.sww~/F/F(G(G(.swwz/B/B(C(C(.swwz/B/B(C(C(1#'''2B2B(C(C(.sww7M/N/N(O(O   KKBMSVW^S_S_ ` ` `N    LLE}VY Z Z ZIIIIII s%AJ%3H1J%% K/K KKN sector_codeig_coderc| ddlm}d|d}|r |d|dz }|j|jjjd||t}||jrgSg}| D]\}} t| d} | s+| | t| d t| d t| d t| d t| d t| dt| dt| dt| dt| dt| dt| dt| ddtd||t#||S#t$$r(} td|| gcYd} ~ Sd} ~ wwxYw)zOSearch peer bonds filtered by GICS Sector (and optionally Industry Group) code.rNzGICSSectorCode eq 'rz and GICSIndustryGroupCode eq 'zGAssetType eq 'CORP' and CouponType ne 'FXDI' and Currency eq 'USD' and rr`rarbrcrdrerfrgrhrirjrkrlrmrnu'LSEG: GICS sector=%s ig=%s → %d bondsu.LSEG: GICS peer search failed sector=%s — %s)rQrBrCr}r~rrrrrr#rrr-r1rKrLrrMrN) r<rrr^rO gics_filterrrrrrorPs r"search_peers_by_gicsz"LsegApiClient.search_peers_by_gicss *  " " " " " "> >>>K LKKKKK l))\'<*'**%*  G'- G!**,,  3SWWU^^,,(+(.swwv(?(?(.sww7I/J/J(K(K(.sww|/D/D(E(E(1#'',2G2G(H(H(4SWW^5L5L(M(M(4SWW[5I5I(J(J(1#'':K2L2L(M(M(.sww|/D/D(E(E(.sww~/F/F(G(G(.swwz/B/B(C(C(.swwz/B/B(C(C(1#'''2B2B(C(C(.sww7M/N/N(O(O   KKA;PWY\]dYeYe f f fN    LLI;X[ \ \ \IIIIII s%AJ -H2J K*K K KAaa)Aa1Aa2Aa3)A1A2A3)Baa1Baa2Baa3)Ba1Ba2Ba3)B1B2B3)Caa1Caa2Caa3)AAAAAABBBBBBCCCzdict[str, list[str]]_BUCKET_TO_MOODY rating_bucketc|j|g}|sgS| ddlm}dd|D}|j|jjj d|d|t}||j rgSg}| D]\}} t| d} | s+|| t| d t| d t| d t| d t!| d t!| dt| dt| dt| dt| dt| dt| dt| ddt"d|t'||S#t($r(} t"d|| gcYd} ~ Sd} ~ wwxYw)zPSearch for USD corporate bonds in the same Moody's rating bucket (cross-sector).rNz or c3"K|] }d|dV dS)zMoodysRating eq 'rN).0rs r" z7LsegApiClient.search_peers_by_rating..%s.'X'XQ(@A(@(@(@'X'X'X'X'X'Xr$zHAssetType eq 'CORP' and CouponType ne 'FXDI' and Currency eq 'USD' and ()rr`rarbrcrdrerfrgrhrirjrkrlrmrnu4LSEG: rating bucket '%s' (cross-sector) → %d bondsu0LSEG: rating peer search failed bucket=%s — %s)rrrQrBrCjoinr}r~rrrrrr#rr-r1rKrLrrMrN) r<rr^ moody_ratingsrO rating_filterrrrrrorPs r"search_peers_by_ratingz$LsegApiClient.search_peers_by_ratings-11-DD  I (  " " " " " ""KK'X'X-'X'X'XXXMl))\'<.*...%*  G'- G!**,,  3SWWU^^,,%(%+CGGFOO%<%<%+CGG4F,G,G%H%H%+CGGL,A,A%B%B%.sww|/D/D%E%E%1#''.2I2I%J%J%1#''+2F2F%G%G%.sww7H/I/I%J%J%+CGGL,A,A%B%B%+CGGN,C,C%D%D%+CGGJ,?,?%@%@%+CGGJ,?,?%@%@%.swww/?/?%@%@%+CGG4J,K,K%L%L   KKNP]_bcj_k_k l l lN    LLK]\_ ` ` `IIIIII s%A%K H1K K?K:4K?:K?cT|||S)z+Public wrapper for batch market data fetch.)rQr)r<rs r"fetch_market_datazLsegApiClient.fetch_market_dataMs# &&t,,,r$ issuer_namesc |i}ddlm}|D]2}|||jD]}|d}||vr|||<3|st dgSt|}t dt|t|| |}g} | D];\}} | |i} | id| dp|d| dd | d d | d d | d d | d d | d d| dd| dd| dd| dd| dp| dd|d| dd| dd| dd| d| d| dp| d| d| d| d| dd=t dt| | S) z Search for bonds by issuer, capture reference data from search, then enrich with live market data from get_data. Merges both into one record. r)settings)rVroz5LSEG: no bonds found for any of the requested issuersz9LSEG: fetching market data for %d bonds across %d issuersrprqrrrsrtrurvrwrxryrzr{r rrrr r rr rrr|)r rr rrr|z-LSEG API: merged %d bonds (ref + market data))rQ app.configrrbonds_per_issuerrKrr[keysrLrrrrr) r<r  ref_by_ricrrqbondrorrrrefrs r"fetch_bonds_for_issuersz%LsegApiClient.fetch_bonds_for_issuersRs ') ''''''  + +D33DhF_3`` + +5kj((&*JsO +   NNR S S SIJOO%%&& OIIs<00 2 2 2((.."((**  HC 3##A NNSWWV__%;SWWV__SWWX%6%6SWWX%6%6   SWW_%=%=  SWW\%:%: SWW]%;%;SWW]%;%; SWW_%=%=SWW[%9%9SWWZ%8%8SWWW%5%5%K{9K9KSQUU5\\QUU5\\ QUU:%6%6!"QUU5\\#$'(ee,?&@&@&'eeI&6&6&L#''):L:L&'eeI&6&6&'eeO&<&<&'eeJ&7&7&)ggk&:&:/    4  CS\\RRRr$)r4rr5rr6r)rT)rUrrVrWrrX)rOrrrrr)rrrr)rrrrX)r)rrr^rWrrX)r)rUrrr)rrr^rWrrX)Nr)rrrrr^rWrrX)rrr^rWrrX)r rrrX)__name__ __module__ __qualname____doc__r=rQrSrrrrrrrrrrrrr__annotations__r r rrr$r"r3r3Ns 0!!!QQQQQfKL*))))V&&&&P'''''R4++++Z44444l-----`w$$$!!!'''$$$!!!'''.......`---- ::::::r$r3)rr)rr%)r __future__rloggingrtypingrr getLoggerrrKrrrrr#r-r1r3rr$r"r s*TT""""""  8 $ $    "'!&!+!&!,!,!4!*!0!*!+   DCC 5555....~~~~~~~~~~r$