futures.py

#
# Copyright 2016 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

# https://www.cmegroup.com/month-codes.html
CMES_CODE_TO_MONTH = dict(zip('FGHJKMNQUVXZ', range(1, 13)))
MONTH_TO_CMES_CODE = dict(zip(range(1, 13), 'FGHJKMNQUVXZ'))