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BUG: Fix io.data.Options quote time for DST. #8741

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Merged
merged 1 commit into from
Nov 7, 2014
Merged

BUG: Fix io.data.Options quote time for DST. #8741

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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v0.15.1.txt
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Expand Up @@ -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
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7 changes: 5 additions & 2 deletions pandas/io/data.py
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Expand Up @@ -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

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1,529 changes: 804 additions & 725 deletions pandas/io/tests/data/yahoo_options2.html
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3 changes: 2 additions & 1 deletion pandas/io/tests/test_data.py
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Expand Up @@ -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))
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