pip install refinitiv.dataplatform
        
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def get_rt(instrument, fids):
    logger.info(f'Real-time data of {instrument} retrieving')
    # get snapshot real-time data using RDP library function
    instrument_rt = rdp.get_snapshot(instrument, fids)
    get_snapshot_dt_utc = datetime.now(tz=timezone.utc).strftime('%Y-%m-%d %H:%M:%S')
    # if getting data fails
    if instrument_rt is None: 
        if rdp.get_last_status()['error']: 
            logger.error(f'Getting real-time data failed with the error: ' + str(rdp.get_last_status()['error'])) 
        else:
            logger.error(f'Getting real-time data failed') 
        sys.exit(1)
    # if getting data succeeds
    else:
        instrument_rt.insert(loc=0, column='DATE', value=datetime.now(tz=timezone.utc).date())
        instrument_rt.loc[:, 'DATE'] = pd.to_datetime(instrument_rt.loc[:, 'DATE'], format='%Y-%m-%d')
        return instrument_rt, get_snapshot_dt_utc

        
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def rdp_url_request(session, url, method, query_parameters=None, body_parameters=None, err_detail=None):
    if query_parameters:
        logger.info(f'RDP calling with {url}: {query_parameters} ')
    if body_parameters:
        logger.info(f'RDP calling with {url}: {body_parameters}')
    #create end point to RDP service with the session 
    endpoint = rdp.DeliveryFactory.create_end_point(session=session, url=url)
    #send the request to RDP service and wait for response
    response = endpoint.send_request(method=method, query_parameters=query_parameters, body_parameters=body_parameters)
    #print if request is successful
    logger.info(f'RDP response is success: {response.is_success}')
    error = False
    #if request is unsuccessful
    if response.error_code:
        logger.error(f'RDP response error code: {response.error_code}')
        error = True
    if response.error_message:
        logger.error(f'RDP response error message: {response.error_message}')
        error = True
    strRaw = str(response.data.raw)
    if strRaw.find("Error") >= 0:
        logger.error(f"The RDP response contains the error:" + strRaw)
        error = True
    #if request is not successful, exit
    if error:
        if err_detail is not None:
            logger.error(err_detail)
        sys.exit(1)
    #if request is successful, return response
    return response

        
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def rate_update(session, calendar_ref, transaction_date, tenor_list, rate, lending_rate_field, rate_chain, lending_rate_ref_af=None):
    logger.info('Lending rate updating')
    rate_fids = ['GV4_TEXT', lending_rate_field]
    #request GV4_TEXT(TENOR) and lending rate(PRIMACT_1) of underlying RICs
    rate_rt, rate_dt_utc = get_rt(rate_chain, rate_fids)
    rate_rt.rename(columns={'GV4_TEXT': 'TENOR',
                            lending_rate_field: 'RATE'}, inplace=True)
    
    # calculate start dates and end dates of each period
    df_startdate = cal_startdate(rate_rt, transaction_date, calendar_ref, session)
    df_startenddate = qps_cal_enddate(df_startdate, calendar_ref, session)
    interp_frame = create_df_interp(tenor_list)
    date_interp_start = cal_startdate(interp_frame, transaction_date, calendar_ref, session)
    if lending_rate_ref_af is not None:
        date_interp_end = lending_rate_ref_af
    else:
        date_interp_end = qps_cal_enddate(date_interp_start, calendar_ref, session)
    #calculate Forward Rate of each period
    rate_interp = cal_interp(df_startenddate, date_interp_end)
    return rate_interp, date_interp_end

        
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def cal_swppoint(df_afterinterp, bid, ask):
    try:
        logger.info('Swap point calculating')
        df_afterinterp = df_afterinterp.rename(columns={'RATE': 'BID_RATE'})
        df_afterinterp.loc[:, 'ASK_RATE'] = df_afterinterp['BID_RATE']
        df_afterinterp.loc[:, 'ASK_RATE'] += proxy_price_spread
        df_afterinterp.loc[:, 'DAYS'] = (df_afterinterp['END'] - df_afterinterp['START']) / timedelta(days=1)
        df_afterinterp.loc[:, 'BID_SWAP_POINT'] = ((df_afterinterp['BID_RATE'].mul(df_afterinterp['DAYS'])).mul(bid)).div(365)
        df_afterinterp.loc[:, 'ASK_SWAP_POINT'] = ((df_afterinterp['ASK_RATE'].mul(df_afterinterp['DAYS'])).mul(ask)).div(365)
        #calculate Forward swap price from Forward swap point
        df_afterinterp.loc[:,'BID_SWAP_PRICE'] = df_afterinterp['BID_SWAP_POINT'].div(100)
        df_afterinterp.loc[:,'ASK_SWAP_PRICE'] = df_afterinterp['ASK_SWAP_POINT'].div(100)
        return df_afterinterp
    except Exception as e:
        logger.exception('The function cannot calculate the swap point. The exception is:')
        logger.exception(e)
        sys.exit(1)

        
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def cal_fwdoutright(df, bid, ask):
    try:
        df.loc[(df['TENOR'] != 'ON') & (df['TENOR'] != 'TN'),'BID_FWDOUTRIGHT'] = bid + df['BID_SWAP_PRICE'] 
        df.loc[(df['TENOR'] != 'ON') & (df['TENOR'] != 'TN'),'ASK_FWDOUTRIGHT'] = ask + df['ASK_SWAP_PRICE'] 
        bid_on = df.loc[(df['TENOR'] == 'ON'), 'BID_SWAP_PRICE']
        bid_on = bid_on[0]
        bid_on *= -1
        ask_on = df.loc[(df['TENOR'] == 'ON'), 'ASK_SWAP_PRICE']
        ask_on = ask_on[0]
        ask_on *= -1
        bid_tn = df.loc[(df['TENOR'] == 'TN'), 'BID_SWAP_PRICE']
        bid_tn = bid_tn[1]
        bid_tn *= -1
        ask_tn = df.loc[(df['TENOR'] == 'TN'), 'ASK_SWAP_PRICE']
        ask_tn = ask_tn[1]
        ask_tn *= -1
        df.loc[(df['TENOR'] == 'ON'), 'BID_FWDOUTRIGHT'] = bid + ask_tn + ask_on
        df.loc[(df['TENOR'] == 'ON'), 'ASK_FWDOUTRIGHT'] = ask + bid_tn + bid_on
        df.loc[(df['TENOR'] == 'TN'), 'BID_FWDOUTRIGHT'] = bid + ask_tn
        df.loc[(df['TENOR'] == 'TN'), 'ASK_FWDOUTRIGHT'] = ask + bid_tn
        return df
    except Exception as e:
        logger.exception('The function cannot calculate the forward outright. The exception is:')
        logger.exception(e)
        sys.exit(1)

        
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