Futures Valid month code assert references equity letter map

[kastins]

Hello, in Conn.py >> function " def request_futures_option_chain" at line 2939 the assert below checks against valid equity month letters and NOT the futures_map, i ran into this issue when requesting options for December "Z"

        if month_codes is not None:
            valid_month_codes = ()
            if opt_type == 'p':
                valid_month_codes = LookupConn.put_month_letters
            elif opt_type == 'c':
                valid_month_codes = LookupConn.call_month_letters
            elif opt_type == 'cp' or opt_type == 'pc':
                valid_month_codes = (
                    LookupConn.call_month_letters +
                    LookupConn.put_month_letters)
            # noinspection PyTypeChecker
            for month_code in month_codes:
                assert month_code in valid_month_codes

i rudimentary changed it to this,

        if month_codes is not None:
            valid_month_codes = LookupConn.futures_month_letters 

            # noinspection PyTypeChecker
            for month_code in month_codes:
                assert month_code in valid_month_codes

Thanks for this great wrapper BTW

[akapur]

Great catch! A pull request would be great.

On Oct 18, 2022, at 6:26 AM, kastins @.***> wrote:

Hello, in Conn.py >> function " def request_futures_option_chain" at line 2939 the assert below checks against valid equity month letters and NOT the futures_map, i ran into this issue when requesting options for December "Z"

    if month_codes is not None:
        valid_month_codes = ()
        if opt_type == 'p':
            valid_month_codes = LookupConn.put_month_letters
        elif opt_type == 'c':
            valid_month_codes = LookupConn.call_month_letters
        elif opt_type == 'cp' or opt_type == 'pc':
            valid_month_codes = (
                LookupConn.call_month_letters +
                LookupConn.put_month_letters)
        # noinspection PyTypeChecker
        for month_code in month_codes:
            assert month_code in valid_month_codes

i rudimentary changed it to this,

    if month_codes is not None:
        valid_month_codes = LookupConn.futures_month_letters 

        # noinspection PyTypeChecker
        for month_code in month_codes:
            assert month_code in valid_month_codes

Thanks for this great wrapper BTW

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[kastins]

OK, bare with me, i'm just trying to understand github and get my head around this forking thing, ill try sort it out within the week. Cheers

[akapur]

1) Could you make sure there are no conflicts. 2) Could you make sure that your pull request still works for instruments other than futures with an if statement.