./jD SrSSKJr SSKrSSKrSSKJrJr \R"\ 5r /SQr SSSS S S S S SSSS. r Sr 1SkrSSjrSSjrSSjr"SS5rg)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.TRBCIndustryzTR.TRBCIndustryGroupzTR.HeadquartersCountryzTR.ModifiedDurationytmytwz_spreadoas bid_price ask_priceasset_swap_spread sub_sectorsectorcountryduration) zYield to MaturityzYield to WorstzZ Spreadz OA Spreadz Bid Pricez Ask PricezAsset Swap SpreadzTRBC Industry NamezTRBC Industry Group NamezCountry of HeadquarterszModified DurationzRIC,ISIN,IssuerCommonName,IssuerName,MaturityDate,CouponRate,CouponFrequency,CouponType,MoodysRating,Currency,Price,IssueDate,AssetType,RCSTRBC2012Genealogy>nannonen/a no permissionctUcg[U5R5nUR5[;aS$U$N)strstriplower _NULL_STRINGSvalss 3/root/lseg-credit/backend/app/providers/lseg_api.py_cleanr!3s2 { CA779 -4414c[U5nUcg[[U5RSS55$![[ 4a gf=f)N,r)r!floatrreplace ValueError TypeError)rcleaneds r _to_floatr*:sKSkGS\))#r233  "s#5AAcUcg[U5R5nUR5[;agSU;aUR S5S$U$)N r)rrrrsplitrs r _to_date_strr.DsH { CAwwyM!!Qh1773<?-A-r"c\rSrSrSrSSjrSrSrSSSjjrSr Sr S r SS jr SS jr SS jrSSS jjrSSSjjrSSjrSSjrSrg) LsegApiClientNae 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. c6XlX lX0lSUlgr)_app_key _username _password_session)selfapp_keyusernamepasswords r __init__LsegApiClient.__init__Xs !! r"cURbgSSKJn SSKJn UR UR URURURS9SS9R5nUR5 URRU5 X0l[RS5 g![ an[R#SU5 eSnAff=f)Nr)platform)r9r:T)r8grantsignon_controlzLSEG: Platform session openedu#LSEG: failed to open session — %s)r6 lseg.datadatalseg.data.sessionr> Definitionr3 GrantPasswordr4r5 get_sessionopensession set_defaultloggerinfo Exceptionerror)r7ldr>rHexcs r _openLsegApiClient._open^s == $   " 2)) ,,!^^!^^- $ *km  LLN JJ " "7 +#M KK7 8  LL> D  sBB.. C8CCcURb8URR5 [RS5 SUlgg![a Nf=f)NzLSEG: session closed)r6closerJrKrL)r7s r rSLsegApiClient.closevsP == $  ##% 23!DM %  s/A AAchUR5 SSKJn URR USU[ S9nUbUR (a[RSU5 /$/nUR5GHhupg[URS55nU(dM)URU[URS55[URS55[URS 55[URS 55[URS 55[URS 55[URS 55[URS55[URS55[URS55[URS55[URS55S. 5 GMk [RS[!U5U5 U$!["a"n [R%SX5 /sSn A $Sn A ff=f)z Search LSEG for bonds by issuer. Returns a list of reference-data dicts, each keyed by 'ric', plus static fields (coupon, maturity, rating, etc.). rN,AssetType eq 'CORP' and CouponType ne 'FXDI'queryfiltertopselectz$LSEG: no bonds found for issuer '%s'RICISINIssuerCommonName IssuerName CouponRate MaturityDate IssueDateCouponFrequency CouponType MoodysRatingCurrencyPriceRCSTRBC2012Genealogy ricisinnameissuercoupon maturity_date issue_date coupon_freq coupon_type rating_moodyscurrencyprice genealogyzLSEG: found %d bonds for '%s'u#LSEG: search failed for '%s' — %s)rPrArB discoverysearch_SEARCH_SELECTemptyrJwarningiterrowsr!getappendr*r.rKlenrLrM) r7 issuer_name max_resultsrNresultsrecords_rowrjrOs r search_bonds_by_issuer$LsegApiClient.search_bonds_by_issuers %  "ll))!E% *G '--E{S G!**,SWWU^,%(%+CGGFO%<%+CGG4F,G%H%+CGGL,A%B%.sww|/D%E%1#''.2I%J%1#''+2F%G%.sww7H/I%J%+CGGL,A%B%+CGGN,C%D%+CGGJ,?%@%.swww/?%@%+CGG4J,K%L  -( KK7W{ SN  LL> QI s%AH$F H H1H,&H1,H1g?c URn[UR5HnURU[5s $ g![ anX@RS- :aG[ RSUS-URX%U5 [R"U5 US-nSnAM[ RSURX%5 SnAMSnAff=f)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_FIELDSrLrJr{timesleep)r7rN instrumentsdelayattemptrOs r _get_data_with_retry"LsegApiClient._get_data_with_retrys&&T../G {{;??0  ..22NN^! T%6%6 %JJu%QJENNP)); sA C AC $!C  Cc 2SSKJn SSKn0n[S[ U5UR 5GHenXXPR -nUR X&5nUc}[ U5S:an[RSXU[ U5-5 /nUH+n UR X)/5n U cMURU 5 M- U(aURUSS9OSnUbUR(aMUR5Hup[U RS5=(d U RS55n U (dM@0n [R!5H8upU RU5nUS ;a[U5X'M+[#U5X'M: XU 'M GMh U$) 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>rrr )rArBpandasrr _BATCH_SIZErrJrKr~concatrzr|r!r}_MARKET_FIELD_MAPitemsr*)r7ricsrNpdmarketibatchdfframesrjsinglerrentrycol_namenorm_keyraws r _fetch_market_data LsegApiClient._fetch_market_datasf "$q#d)T%5%56AA 0 001E**25Bzc%j1n TVW]`af]gYgh C!66r5AF) f-!>DRYYvDY9zRXX++-SWW\2Kcggl6KL *;*A*A*C&H''(+C#FF*0+*3C. +D $s (#7< r"c U(d/$UR5 URU5n/nUHnURU05nUR0SU_SU_SS_SS_SS_SS_SS_S S_S S_S S_S S_S URS5_SURS5_SURS5_SURS5_SURS5_SURS5_URS5URS5URS5URS5S.E5 M [R S[ U55 U$)u Fetch bond data for a list of RICs (used when ISINs/RICs are given directly, without a prior search step — no reference data available in this path). rjrkrlNrmrnrorprqrrrsrtrur rrrr r rrr r)rrr rzLSEG API: fetched %d bonds)rPrr}r~rJrKr)r7rrrrjms r fetch_bondsLsegApiClient.fetch_bondss I ((5C 3#A NN       {!3uuz!2 u!"$QUU+>%?#$"#y!1!"x!"|!4!"z!2+ 4  0#g,?r"c UR5 SSKJn URR USU[ S9nUbUR (a/$/nUR5GHOupg[URS55nU(dM)URU[URS55[URS55[URS55[URS 55[URS 55[URS 55[URS 55[URS 55[URS55[URS55[URS55S. 5 GMR [RSU[U55 U$![ a"n [R#SX5 /sSn A $Sn A ff=f)u Search for bonds using a generic text query (e.g. sector name). Returns reference-data dicts only — no market data enrichment. rNrVrWr\r]r^r_r`rarbrcrdrerfrg) rjrkrlrmrnrorprqrrrsrtruuLSEG: query '%s' → %d bondsu)LSEG: query search failed for '%s' — %s)rPrArBrwrxryrzr|r!r}r~r*r.rJrKrrLrM) r7rXrZrNrrrrrjrOs r search_bonds_by_query#LsegApiClient.search_bonds_by_querys !  "ll))E% *G '-- G!**,SWWU^,%(%+CGGFO%<%+CGG4F,G%H%+CGGL,A%B%.sww|/D%E%1#''.2I%J%1#''+2F%G%.sww7H/I%J%+CGGL,A%B%+CGGN,C%D%+CGGJ,?%@%.swww/?%@   -$ KK7G MN  LLDe QI s$;GFG H G=7H=HcUR5 SSKJn URSS5nURR URR RSUS3U[S9nUbUR(a/$/nUR5GHhupx[URS55n U (dM)URU [URS 55[URS 55[URS 55[URS 55[URS 55[URS55[URS55[URS55[URS55[URS55[URS55[URS55S. 5 GMk [ R#SU[%U55 U$![&a"n [ R)SX5 /sSn A $Sn A ff=f)u Search for peer bonds in the same TRBC sector using a genealogy code prefix filter. More reliable than free-text search — uses exact TRBC classification codes so the full peer universe is captured regardless of issuer name phrasing. sector_prefix: first N segments of RCSTRBC2012Genealogy joined by backslashes, e.g. 'B:180\B:181\B:182' for Industry Group (sector) level, 'B:180\B:181\B:182\B:183' for Industry (sub-sector) level. rN\z\\zhAssetType eq 'CORP' and CouponType ne 'FXDI' and Currency eq 'USD' and startswith(RCSTRBC2012Genealogy,'z'))viewrYrZr[r\r]r^r_r`rarbrcrdrerfrgrhriu(LSEG: genealogy prefix '%s' → %d bondsu*LSEG: sector search failed for '%s' — %s)rPrArBr&rwrxViewsGOV_CORP_INSTRUMENTSryrzr|r!r}r~r*r.rJrKrrLrM) r7 sector_prefixrZrNescapedrrrrrjrOs r search_peers_by_sector$LsegApiClient.search_peers_by_sectorAs (  "#++D&9Gll))\\''<<==DIRI%* G'-- G!**,SWWU^,%(%+CGGFO%<%+CGG4F,G%H%+CGGL,A%B%.sww|/D%E%1#''.2I%J%1#''+2F%G%.sww7H/I%J%+CGGL,A%B%+CGGN,C%D%+CGGJ,?%@%.swww/?%@%+CGG4J,K%L  -& KKBMSVW^S_ `N  LLE} ZI s%A/H#F H## I-I I IcDUR5 URU5$)z+Public wrapper for batch market data fetch.)rPr)r7rs r fetch_market_dataLsegApiClient.fetch_market_datavs &&t,,r"c UR5 0nUH+nURU5HnUSnXR;dMXBU'M M- U(d[RS5 /$[ UR 55n[R S[U5[U55 URU5n/nUR5GHupYURU05n UR0SU RS5=(d U_SU RS5_SU RS5_SU RS5_SU RS5_S U RS 5_S U RS 5_S U RS 5_S U RS 5_S U RS 5_SU RS5=(d U RS5_SU_SU RS5_SU RS5_SU RS5_SU RS5_SU RS5_U RS5=(d U RS5U RS5U RS5U RS5U RS5S.E5 GM [R S[U55 U$)z Search for bonds by issuer, capture reference data from search, then enrich with live market data from get_data. Merges both into one record. rjz5LSEG: no bonds found for any of the requested issuersz9LSEG: fetching market data for %d bonds across %d issuersrkrlrmrnrorprqrrrsrtrur rrrr r rrr rrv)rrr rrvz-LSEG API: merged %d bonds (ref + market data)) rPrrJr{listkeysrKrrrr}r~) r7 issuer_names ref_by_ricrlbondrjrrrrefrs r fetch_bonds_for_issuers%LsegApiClient.fetch_bonds_for_issuers{s ')  D33D95k(&*sO:!  NNR SIJOO%& OIs<0 2((."((*HC 3#A NNSWWV_%;SWWV_SWWX%6SWWX%6   SWW_%=  SWW\%: SWW]%;SWW]%; SWW_%=SWWZ%8SWWW%5%K{9KSQUU5\QUU5\QUU:%6 QUU5\!"$QUU+>%?#$&'UU9%5%K9K%&UU8_%&UU<%8%&UU:%6%(WW[%9- +6  CS\Rr")r3r5r6r4N)r8rr9rr:r)2)rrrintreturn list[dict])rNrr list[str]rz Optional[Any])rrrzdict[str, dict])rrrr)i,)rXrrZrrr)rrrZrrr)rrrr)__name__ __module__ __qualname____firstlineno____doc__r;rPrSrrrrrrrrrrr__static_attributes__r"r r0r0NsU 0!+ZKL*)V&P'R3j- 8r"r0)rz Optional[str])rzOptional[float])r __future__rloggingrtypingrr getLoggerrrJrrryrr!r*r.r0rr"r rsT"   8 $  !& % * % + + 3 , ( ) *  D 5.eer"