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 — Reply to this email directly, view it on GitHub <#58>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAGJAVBWPX6X7BJ6IDJR63LWDZ3N3ANCNFSM6AAAAAARH5WYYE>. You are receiving this because you are subscribed to this thread.

[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.