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BUG: Fix yahoo options #244

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Merged
merged 5 commits into from
Nov 10, 2016
Merged

BUG: Fix yahoo options #244

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ac0bbf4
Merge pull request #1 from pydata/master
beluga9 Sep 26, 2016
5f5e1fa
BUG: Use json endpoint for yahoo options data (#212)
beluga9 Sep 26, 2016
41a9530
BUG: Remove unused test data files
beluga9 Sep 26, 2016
8a4b458
Fix flake8 errors
beluga9 Oct 19, 2016
f2d46a5
Remove unnecessary long type
beluga9 Oct 19, 2016
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6,065 changes: 0 additions & 6,065 deletions pandas_datareader/tests/data/yahoo_options1.html
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2 changes: 2 additions & 0 deletions pandas_datareader/tests/data/yahoo_options1.json
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5,853 changes: 0 additions & 5,853 deletions pandas_datareader/tests/data/yahoo_options2.html
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1 change: 1 addition & 0 deletions pandas_datareader/tests/data/yahoo_options2.json
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@@ -0,0 +1 @@
{"optionChain":{"result":[],"error":null}}
2,807 changes: 0 additions & 2,807 deletions pandas_datareader/tests/data/yahoo_options3.html
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30 changes: 10 additions & 20 deletions pandas_datareader/tests/test_yahoo_options.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,6 @@

import nose
import pandas.util.testing as tm
from pandas_datareader.tests._utils import _skip_if_no_lxml

import pandas_datareader.data as web
from pandas_datareader._utils import RemoteDataError
Expand All @@ -18,7 +17,6 @@ class TestYahooOptions(tm.TestCase):
@classmethod
def setUpClass(cls):
super(TestYahooOptions, cls).setUpClass()
_skip_if_no_lxml()

# aapl has monthlies
cls.aapl = web.Options('aapl', 'yahoo')
Expand All @@ -30,10 +28,9 @@ def setUpClass(cls):
cls.year = cls.year + 1
cls.expiry = datetime(cls.year, cls.month, 1)
cls.dirpath = tm.get_data_path()
cls.html1 = 'file://' + os.path.join(cls.dirpath, 'yahoo_options1.html')
cls.html2 = 'file://' + os.path.join(cls.dirpath, 'yahoo_options2.html')
cls.html3 = 'file://' + os.path.join(cls.dirpath, 'yahoo_options3.html') # Empty table GH#22
cls.data1 = cls.aapl._option_frames_from_url(cls.html1)['puts']
cls.json1 = 'file://' + os.path.join(cls.dirpath, 'yahoo_options1.json')
cls.json2 = 'file://' + os.path.join(cls.dirpath, 'yahoo_options2.json') # Empty table GH#22
cls.data1 = cls.aapl._process_data(cls.aapl._parse_url(cls.json1))

@classmethod
def tearDownClass(cls):
Expand All @@ -49,12 +46,13 @@ def assert_option_result(self, df):

exp_columns = pd.Index(['Last', 'Bid', 'Ask', 'Chg', 'PctChg', 'Vol', 'Open_Int',
'IV', 'Root', 'IsNonstandard', 'Underlying',
'Underlying_Price', 'Quote_Time'])
'Underlying_Price', 'Quote_Time', 'Last_Trade_Date', 'JSON'])
tm.assert_index_equal(df.columns, exp_columns)
tm.assert_equal(df.index.names, [u'Strike', u'Expiry', u'Type', u'Symbol'])

dtypes = [np.dtype(x) for x in ['float64'] * 5 +
['int64', 'int64', 'float64', 'object', 'bool', 'object', 'float64', 'datetime64[ns]']]
['int64', 'int64', 'float64', 'object', 'bool', 'object', 'float64', 'datetime64[ns]',
'datetime64[ns]', 'object']]
tm.assert_series_equal(df.dtypes, pd.Series(dtypes, index=exp_columns))

def test_get_options_data(self):
Expand Down Expand Up @@ -103,7 +101,7 @@ def test_get_put_data(self):

def test_get_expiry_dates(self):
try:
dates, _ = self.aapl._get_expiry_dates_and_links()
dates = self.aapl._get_expiry_dates()
except RemoteDataError as e: # pragma: no cover
raise nose.SkipTest(e)
self.assertTrue(len(dates) > 1)
Expand Down Expand Up @@ -139,21 +137,13 @@ def test_get_underlying_price(self):
# GH7
try:
options_object = web.Options('^spxpm', 'yahoo')
url = options_object._yahoo_url_from_expiry(options_object.expiry_dates[0])
root = options_object._parse_url(url)
quote_price = options_object._underlying_price_from_root(root)
quote_price = options_object.underlying_price
except RemoteDataError as e: # pragma: no cover
raise nose.SkipTest(e)
self.assertTrue(isinstance(quote_price, float))

# Tests the weekend quote time format
price, quote_time = self.aapl._underlying_price_and_time_from_url(self.html1)
self.assertTrue(isinstance(price, (int, float, complex)))
self.assertTrue(isinstance(quote_time, (datetime, pd.Timestamp)))

# Tests the EDT page format
# regression test for #8741
price, quote_time = self.aapl._underlying_price_and_time_from_url(self.html2)
price, quote_time = self.aapl.underlying_price, self.aapl.quote_time
self.assertTrue(isinstance(price, (int, float, complex)))
self.assertTrue(isinstance(quote_time, (datetime, pd.Timestamp)))

Expand Down Expand Up @@ -194,7 +184,7 @@ def test_month_year(self):

def test_empty_table(self):
# GH22
empty = self.aapl._option_frames_from_url(self.html3)['puts']
empty = self.aapl._process_data(self.aapl._parse_url(self.json2))
self.assertTrue(len(empty) == 0)

if __name__ == '__main__':
Expand Down
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