Merge pull request #8741 from dstephens99/issue8612

BUG: Fix io.data.Options quote time for DST.

Author: jreback

doc/source/whatsnew/v0.15.1.txt

@@ -170,7 +170,7 @@ API changes
 - added Index properties `is_monotonic_increasing` and `is_monotonic_decreasing` (:issue:`8680`).
 
 
-.. note:: io.data.Options has been fixed for a change in the format of the Yahoo Options page (:issue:`8612`)
+.. note:: io.data.Options has been fixed for a change in the format of the Yahoo Options page (:issue:`8612`), (:issue:`8741`)
 
   As a result of a change in Yahoo's option page layout, when an expiry date is given,
   ``Options`` methods now return data for a single expiry date.  Previously, methods returned all

pandas/io/data.py

@@ -698,10 +698,13 @@ def _get_underlying_price(self, url):
         #Gets the time of the quote, note this is actually the time of the underlying price.
         try:
             quote_time_text = root.xpath('.//*[@class="time_rtq Fz-m"]')[0].getchildren()[1].getchildren()[0].text
-            quote_time = dt.datetime.strptime(quote_time_text, "%I:%M%p EDT")
+            ##TODO: Enable timezone matching when strptime can match EST with %Z
+            quote_time_text = quote_time_text.split(' ')[0]
+            quote_time = dt.datetime.strptime(quote_time_text, "%I:%M%p")
+
             quote_time = quote_time.replace(year=CUR_YEAR, month=CUR_MONTH, day=CUR_DAY)
         except ValueError:
-            raise RemoteDataError('Unable to determine time of quote for page %s' % url)
+            quote_time = np.nan
 
         return underlying_price, quote_time
 

pandas/io/tests/data/yahoo_options2.html

@@ -354,7 +354,8 @@ def test_chop_out_of_strike_range(self):
 
     @network
     def test_sample_page_price_quote_time2(self):
-        #Tests the weekday quote time format
+        #Tests the EDT page format
+        #regression test for #8741
         price, quote_time = self.aapl._get_underlying_price(self.html2)
         self.assertIsInstance(price, (int, float, complex))
         self.assertIsInstance(quote_time, (datetime, Timestamp))