ENH: Adding '.' as an na_value for FRED.

RELEASE.rst

@@ -57,6 +57,7 @@ pandas 0.12.0
   - Unordered time series selection was misbehaving when using label slicing (GH3448_)
   - Duplicate indexes with getitem will return items in the correct order (GH3455_, GH3457_)
   - Fix sorting in a frame with a list of columns which contains datetime64[ns] dtypes (GH3461_)
+  - DataFrames fetched via FRED now handle '.' as a NaN. (GH3469_)
 
 .. _GH3164: https://github.com/pydata/pandas/issues/3164
 .. _GH3251: https://github.com/pydata/pandas/issues/3251

pandas/io/data.py

@@ -367,9 +367,17 @@ def get_data_fred(name=None, start=dt.datetime(2010, 1, 1),
     url = fred_URL + '%s' % name + \
         '/downloaddata/%s' % name + '.csv'
     data = read_csv(urllib.urlopen(url), index_col=0, parse_dates=True,
-                    header=None, skiprows=1, names=["DATE", name])
-    return data.truncate(start, end)
-
+                    header=None, skiprows=1, names=["DATE", name],
+                    na_values='.')
+    try:
+        return data.truncate(start, end)
+    except KeyError:
+        if data.ix[3].name[7:12] == 'Error':
+            raise Exception("Failed to get the data. "
+                            "Check that {} is valid FRED "
+                            "series.".format(name))
+        else:
+            raise
 
 def get_data_famafrench(name, start=None, end=None):
     start, end = _sanitize_dates(start, end)

pandas/io/tests/test_fred.py

@@ -0,0 +1,85 @@
+import unittest
+import nose
+from datetime import datetime
+
+from pandas.util.py3compat import StringIO, BytesIO
+
+import pandas as pd
+import pandas.io.data as web
+from pandas.util.testing import (network, assert_frame_equal,
+                                 assert_series_equal,
+                                 assert_almost_equal)
+from numpy.testing.decorators import slow
+
+import urllib2
+
+
+class TestFred(unittest.TestCase):
+
+    @slow
+    @network
+    def test_fred(self):
+        """
+        Throws an exception when DataReader can't get a 200 response from
+        FRED.
+        """
+        start = datetime(2010, 1, 1)
+        end = datetime(2013, 01, 27)
+
+        try:
+            self.assertEquals(
+                web.DataReader("GDP", "fred", start, end)['GDP'].tail(1),
+                16010.2)
+
+            self.assertRaises(
+                Exception,
+                lambda: web.DataReader("NON EXISTENT SERIES", 'fred',
+                                       start, end))
+        except urllib2.URLError:
+            try:
+                urllib2.urlopen('http://google.com')
+            except urllib2.URLError:
+                raise nose.SkipTest
+            else:
+                raise
+
+    @slow
+    @network
+    def test_fred_nan(self):
+        start = datetime(2010, 1, 1)
+        end = datetime(2013, 01, 27)
+        df = web.DataReader("DFII5", "fred", start, end)
+        assert pd.isnull(df.ix['2010-01-01'])
+
+    @slow
+    @network
+    def test_fred_parts(self):
+        import numpy as np
+
+        start = datetime(2010, 1, 1)
+        end = datetime(2013, 01, 27)
+        df = web.get_data_fred("CPIAUCSL", start, end)
+        assert df.ix['2010-05-01'] == 217.23
+
+        t = np.array(df.CPIAUCSL.tolist())
+        assert np.issubdtype(t.dtype, np.floating)
+        assert t.shape == (37,)
+
+        # Test some older ones:
+        expected = [[576.7],
+                    [962.9],
+                    [684.7],
+                    [848.3],
+                    [933.3]]
+        result = web.get_data_fred("A09024USA144NNBR", start="1915").ix[:5]
+        assert (result.values == expected).all()
+
+    @slow
+    @network
+    def test_invalid_series(self):
+        name = "NOT A REAL SERIES"
+        self.assertRaises(Exception, web.get_data_fred, name)
+
+if __name__ == '__main__':
+    nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],
+                   exit=False)