def init_session():
cfg = cp.ConfigParser()
"""
The cfg file must be specify in absolute path to the file, otherwise Excel file cannot read it.
"""
cfg_location = 'C:\\drive_d\\Project\\Code\\xlwings_project\\notebook' + '\\rdp.cfg' # Change it to match your machine folder.
cfg.read(cfg_location)
session = rdp.open_platform_session(
cfg['rdp']['app_key'],
rdp.GrantPassword(username=cfg['rdp']['username'],
password=cfg['rdp']['password']))
#print(session.get_open_state())
return session
@author: umern
"""
from itertools import count
import matplotlib.pyplot as plt
import pandas as pd
from matplotlib.animation import FuncAnimation
import time
import refinitiv.dataplatform as rdp
import configparser as cp
config = cp.ConfigParser()
config.read("config.cfg")
rdp.open_platform_session(
config['session']['app_key'],
rdp.GrantPassword(username=config['session']['user'],
password=config['session']['password']))
# Back fill tick history
global bid_list, ask_list
ric = 'EUR='
ticks = 100
df = rdp.get_historical_price_events(ric, fields=['BID', 'ASK'], count=ticks)
bid_list = pd.to_numeric(df['BID']).to_list()
ask_list = pd.to_numeric(df['ASK']).to_list()
bid_list.reverse()
ask_list.reverse()
# Live prices
streaming_prices = rdp.StreamingPrices(universe=[ric], fields=['BID', 'ASK'])
streaming_prices.open()
print('Loading input portfolio...')
workbook = load_workbook(filename=INPUT_PORTFOLIO)
sheet = workbook.active
data = sheet.values
cols = next(data)
data = list(data)
inputdf = pd.DataFrame(data, columns=cols)
inputdf.dropna(inplace=True)
print(inputdf.head())
# Create an RDP session and get data
print('Logging into RDP...')
session = rdp.open_platform_session(
APP_KEY, rdp.GrantPassword(username=RDP_LOGIN, password=RDP_PASSWORD))
print('Getting ESG data for portfolio...')
endpoint = rdp.Endpoint(session=rdp.get_default_session(),
url="data/datagrid/beta1/")
instrs = inputdf['Instrument'].values.tolist()
response = endpoint.send_request(method=rdp.Endpoint.RequestMethod.POST,
body_parameters={
"fields": [
"TR.TRESGScore",
"TR.TRBCEconomicSector",
"TR.ExchangeCountry",
"TR.ExchangeRegion"