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…ncy futures in Streamlit Three bugs caused Streamlit examples to fail while CLI equivalents worked fine: 1. ExchangeTimingData AttributeError (Market Holidays) ExchangeTimingData objects were being treated as dicts. Replaced the combined getattr/e.get() one-liner with explicit isinstance checks for str, dict, and object types. 2. MCX Crude Spread returned 0 results get_futures_sorted() hardcoded segments="FO" (NSE equity), but MCX commodity futures live in the "COMM" segment. Added a `segment` parameter to get_futures_sorted() (default "FO" for backward compatibility) and passed segment="COMM" for the MCX call. 3. Currency Futures Spread returned 0 results Same issue — currency futures use segments="CURR", not "FO". Passed segment="CURR" for both NSE and BSE fallback calls. Root cause in all cases: CLI scripts called search_instrument() directly with the correct segment, while the Streamlit app used the shared helper get_futures_sorted() which had the segment hardcoded to "FO".
upstox-security-review
approved these changes
Mar 27, 2026
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…ncy futures in Streamlit
Three bugs caused Streamlit examples to fail while CLI equivalents worked fine:
ExchangeTimingData AttributeError (Market Holidays) ExchangeTimingData objects were being treated as dicts. Replaced the combined getattr/e.get() one-liner with explicit isinstance checks for str, dict, and object types.
MCX Crude Spread returned 0 results get_futures_sorted() hardcoded segments="FO" (NSE equity), but MCX commodity futures live in the "COMM" segment. Added a
segmentparameter to get_futures_sorted() (default "FO" for backward compatibility) and passed segment="COMM" for the MCX call.Currency Futures Spread returned 0 results Same issue — currency futures use segments="CURR", not "FO". Passed segment="CURR" for both NSE and BSE fallback calls.
Root cause in all cases: CLI scripts called search_instrument() directly with the correct segment, while the Streamlit app used the shared helper get_futures_sorted() which had the segment hardcoded to "FO".