Python Financial Data Feed Debugging

I’ve rebuilt our monthly market-value feed in standalone Python (GraphQL Aladdin Data Service SDK, custom aggregation, FX conversion, security-ID derivation, ZIP packaging per portfolio). The legacy Lambda version remains the production source of truth, yet the new code’s output is still off—certain values don’t line up and a few data points disappear altogether. Early digging points to the aggregation layer, and I’m also noticing that some fields the GraphQL call should return simply never arrive.

I need you to trace these gaps end-to-end, correct the aggregation logic, adjust the GraphQL query or post-processing as required, and prove parity with the legacy files. Expect to work with Python 3.x, pandas, AWS (for quick comparisons against the Lambda logs), and Git-based version control. A solid grasp of portfolio accounting concepts, FX rate handling, and identifier mapping will let you move quickly.

Deliverables:
• Updated Python codebase with fixes applied and clean comments
• A side-by-side diff demonstrating that every portfolio file now matches the legacy output byte-for-byte
• Brief hand-off notes explaining what changed and why

If you’ve debugged investment data pipelines before, this should feel familiar. Let me know your estimated turnaround and any clarifying questions, and we’ll get started right away.