Can you tell us what the application is? What is the device this is controlling. Secondly, are you absolutely sure this is a thermal switch? The fact that there is a white wire (neutral) entering the unit is odd for a thermal switch. Being mounted on the outside of the can is odd too. Is this the complete assembly or is there an outer enclosure that covers the whole works? What does the end of the unit look like?

Edit: I should have read Robotics last post twice. Yes a ballast makes more sense.