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BUG:Fix options strike price float conversions if comma. #11

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Merged
merged 1 commit into from
Jan 23, 2015
Merged

BUG:Fix options strike price float conversions if comma. #11

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15 changes: 13 additions & 2 deletions pandas_datareader/data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -698,8 +698,19 @@ def _option_frames_from_url(self, url):

def _get_underlying_price(self, url):
root = self._parse_url(url)
underlying_price = float(root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
.getchildren()[0].text)
underlying_price = root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
.getchildren()[0].text

try:
underlying_price = float(underlying_price)
except ValueError:
# check for comma
underlying_price = underlying_price.replace(',', '')

try:
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Note: You could probably indent this block so float is only applied once is the usual case, or always replace (which may be cleaner).

underlying_price = float(underlying_price)
except ValueError:
underlying_price = np.nan

#Gets the time of the quote, note this is actually the time of the underlying price.
try:
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11 changes: 11 additions & 0 deletions pandas_datareader/tests/test_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -322,6 +322,17 @@ def test_get_all_data_calls_only(self):
raise nose.SkipTest(e)
self.assertTrue(len(data) > 1)

def test_get_underlying_price(self):
#GH7
try:
options_object = web.Options('^spxpm', 'yahoo')
expiry_dates, urls = options_object._get_expiry_dates_and_links()
url = options_object._FINANCE_BASE_URL + urls[expiry_dates[0]]
quote_price, quote_time = options_object._get_underlying_price(url)
except RemoteDataError as e:
raise nose.SkipTest(e)
self.assert_(isinstance(quote_price, float))

def test_sample_page_price_quote_time1(self):
#Tests the weekend quote time format
price, quote_time = self.aapl._get_underlying_price(self.html1)
Expand Down