#!/usr/bin/env python
# coding: utf-8

# In[1]:


import logging
#logging.basicConfig(filename=r'C:\temp\rd.log', filemode='w', level=logging.DEBUG)
import os
os.environ["RD_LIB_CONFIG_PATH"] = r"C:\OneDriveR\OneDrive - London Stock Exchange Group\Refinitiv\RD.Python\Example.DataLibrary.Python\Configuration"
import refinitiv.data as rd
session = rd.open_session('desktop.workspace')# config_name="../Configuration/refinitiv-data.custom.config.json")
import json
import pandas as pd
import os
from pandas.io.json import json_normalize
from pydash.arrays import chunk
import time
# symbologylookup_endpoint = rdp.Endpoint(session, 'https://api.refinitiv.com/discovery/symbology/v1/lookup')
pd.set_option("display.max_columns", None)
pd.set_option("display.max_rows", None)
#import eikon as ek

 
#create a list of RICs
import csv
csvReader = csv.reader(open("DataNew.csv"))
instruments=[]
for row in csvReader:
    instruments.append(row[0])


# In[2]:


content_df = []
Bond_fields = ["TR.MIDYIELD","TR.MIDPRICE","TR.ASKPRICE.date","TR.ASKPRICE", "TR.BIDPRICE", 
               "TR.ASKYIELD","TR.BIDYIELD",'TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).RatingSourceDescription',
               'TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).date']
chunklist=200
for i in range(0, len(instruments), chunklist):
    stock = instruments[i:i+chunklist]
    df = rd.get_data(
        universe=stock, 
        fields=Bond_fields, 
        parameters={'CALCMETHOD':'SUM','Frq': 'M', 'SDate': '2016-01-01','EDate': '2021-12-31'})
    content_df.append(df)


# In[3]:


final_df = pd.concat(content_df)


# In[4]:


final_df.to_csv("final_df.csv")


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