Fryer want stay lit change thermocouple and this one has no wiring

If it has a thermocouple you should check it next.

Hi there.
Make sure that the thermopile is receiving enough heat from the pilot and if it does, check if the hi limit is good, check and tighten also all of the wiring connections, before replacing the gas valve.
Regards.

clean pilot light first , you may need to change thermopile or thermocouple see what mille volts you get from thermopile need 600mille volts

If a standing pilot won't stay lit, the usual cause is a bad thermocouple. The thermocouple is a safety device with a probe that is kept heated by the pilot flame and produces an electric signal. Wires from the thermocouple connect to the main gas valve. If the thermocouple fails, the main valve shuts off gas to both the pilot and main burner. When you try to re-light the pilot, it goes out again as soon as you release the pilot button on the valve.

A new thermocouple is only $10 or so, and it's pretty easy to change. There are a number of how-to sites and videos showing how to change the thermocouple in gas furnaces and water heaters, and the process is similar in commercial ovens and fryers. Once you see what the thermocouple looks like and how it's installed in some other appliances, you'll be able to identify it in your fryer and see how to change it. That should get your frying again.

Make sure the thermocouple is deeper into the flame of the pilot light. It needs to reach a high enough temperature to produce a high enough voltage to keep the pilot light lit all the time. I do not think that the main gas valve is bad at all.

there is a small adjustment screw on the gas valve,turn it clockwise to increase pilot,if that does not work the vent cap on the gas regulator on the back of the unit could be stopped up,remove that cap ,clean out or replace unit can operate without it just fine.If you increase the pilot and it still wont stay lit replace the thermocouple

replace the thermocouple pretty easy looks like bare copper wire

Try to clean the pilot orfice,ive seen even though the pilot stays lit it doesnt have enough millivolts to energize the gas valve.Did you check the wiring really good?

If the pilot light stays lit then there is no problem with the thermocouple. What you have is a problem with the thermostat or the gas valve operator. try jumping the thermostat wires and see if the gas comes on. If so simply replace the thermostat.

What parts did you replace to do the conversion? Make sure all your wire connections are correct (hi-limit/thermostat/thermocouple connections).I repair these fryers if you need more advise let me know.