Update SymbolParser.getProducerSymbol to correctly translate future…

…s symbols expiring in 10 or more years

docs/content/releases/6.2.5.md

@@ -0,0 +1,3 @@
+**Bug Fixes**
+
+* Updated `SymbolParser.getProducerSymbol` function, addressing failure to properly translate symbols for futures which expire in 10 or more years (e.g. `CLG34` now correctly translates to `GLB4`).

lib/utilities/parsers/SymbolParser.js

@@ -419,6 +419,21 @@ module.exports = (() => {
 		}
 	}
 
+	const distantFuturesMonths = {
+		F: 'A',
+		G: 'B',
+		H: 'C',
+		J: 'D',
+		K: 'E',
+		M: 'I',
+		N: 'L',
+		Q: 'O',
+		U: 'P',
+		V: 'R',
+		X: 'S',
+		Z: 'T'
+	};
+
 	const alternateFuturesMonths = {
 		A: 'F',
 		B: 'G',
@@ -707,6 +722,30 @@ module.exports = (() => {
 
 	const converters = [];
 
+	converters.push((symbol) => {
+		let converted = null;
+
+		if (SymbolParser.getIsFuture(symbol) && SymbolParser.getIsConcrete(symbol)) {
+			const matches = symbol.match(types.futures.concrete);
+
+			if (matches !== null) {
+				const root = matches[1];
+				const month = matches[2];
+				const year = getFuturesYear(matches[3], month);
+
+				if (year > (getCurrentYear() + 9)) {
+					const distant = distantFuturesMonths[month];
+
+					if (distant) {
+						converted = `${root}${distant}${getYearDigits(year, 1)}`;
+					}
+				}
+			}
+		}
+
+		return converted;
+	});
+
 	converters.push((symbol) => {
 		let converted = null;
 

test/specs/utilities/parsers/SymbolParserSpec.js

@@ -2797,6 +2797,56 @@ describe('When checking the display format for the symbol', () => {
 });
 
 describe('When getting a producer symbol', () => {
+	describe('When the year distant (futures expiration in 10 or more years)', () => {
+		it('CLG2034 should map to CLB4', () => {
+			expect(SymbolParser.getProducerSymbol('CLG2034')).toEqual('CLB4');
+		});
+
+		it('CLG34 should map to CLB4', () => {
+			expect(SymbolParser.getProducerSymbol('CLG34')).toEqual('CLB4');
+		});
+
+		it('CLH35 should map to CLC5', () => {
+			expect(SymbolParser.getProducerSymbol('CLH35')).toEqual('CLC5');
+		});
+
+		it('CLJ36 should map to CLD6', () => {
+			expect(SymbolParser.getProducerSymbol('CLJ36')).toEqual('CLD6');
+		});
+
+		it('CLK37 should map to CLE7', () => {
+			expect(SymbolParser.getProducerSymbol('CLK37')).toEqual('CLE7');
+		});
+
+		it('CLM38 should map to CLI8', () => {
+			expect(SymbolParser.getProducerSymbol('CLM38')).toEqual('CLI8');
+		});
+
+		it('CLN39 should map to CLL9', () => {
+			expect(SymbolParser.getProducerSymbol('CLN39')).toEqual('CLL9');
+		});
+
+		it('CLQ40 should map to CLO0', () => {
+			expect(SymbolParser.getProducerSymbol('CLQ40')).toEqual('CLO0');
+		});
+
+		it('CLU41 should map to CLP1', () => {
+			expect(SymbolParser.getProducerSymbol('CLU41')).toEqual('CLP1');
+		});
+
+		it('CLV42 should map to CLR2', () => {
+			expect(SymbolParser.getProducerSymbol('CLV42')).toEqual('CLR2');
+		});
+
+		it('CLX43 should map to CLS3', () => {
+			expect(SymbolParser.getProducerSymbol('CLX43')).toEqual('CLS3');
+		});
+
+		it('CLZ44 should map to CLT4', () => {
+			expect(SymbolParser.getProducerSymbol('CLZ44')).toEqual('CLT4');
+		});
+	});
+
 	describe('When the year is unimportant', () => {
 		it('TSLA should map to TSLA', () => {
 			expect(SymbolParser.getProducerSymbol('TSLA')).toEqual('TSLA');