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Add some default parameters to TextParser in _parse_options_data() #2589

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Add some default parameters to TextParser in _parse_options_data() #2589

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qwhelan
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@qwhelan qwhelan commented Dec 23, 2012

The Options class can return some awkward dtypes:

In [1]: from pandas.io.data import *

In [2]: aapl = Options('aapl')

In [3]: a = aapl.get_put_data(1,2013)     

In [4]: a.dtypes
Out[4]: 
Strike       object
Symbol       object
Last        float64
Chg         float64
Bid          object
Ask         float64
Vol          object
Open Int     object

There are two causes for Strike/Bid/Vol/Open Int having object dtypes: not parsing the NaN value and not passing a thousands separator.

In [5]: a.Bid[:5]
Out[5]: 
0    0.01
1     N/A
2     N/A
3     N/A
4     N/A
Name: Bid

In [6]: a['Open Int'][:5]
Out[6]: 
0    8,744
1    2,381
2    1,117
3    4,586
4    1,535
Name: Open Int

I've checked with a couple non-US proxies and it seems that finance.yahoo.com (the hardcoded url) does not redirect to the local version (yahoo.com does redirect). Since we're getting the US site, we can pass ',' as the thousands separator and 'N/A'as the NaN value.

These changes yield the following dtypes:

In [4]: a.dtypes
Out[4]: 
Strike      float64
Symbol       object
Last        float64
Chg         float64
Bid         float64
Ask         float64
Vol           int64
Open Int      int64

In [5]: a[:5]
Out[5]: 
   Strike               Symbol  Last   Chg   Bid   Ask  Vol  Open Int
0     135  AAPL130119P00135000  0.02  0.01  0.01  0.03    5      8744
1     140  AAPL130119P00140000  0.02  0.00   NaN  0.04   11      2381
2     145  AAPL130119P00145000  0.01  0.03   NaN  0.11    3      1117
3     150  AAPL130119P00150000  0.01  0.00   NaN  0.11   20      4586
4     155  AAPL130119P00155000  0.01  0.00   NaN  0.11    4      1535

@wesm
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wesm commented Dec 28, 2012

thanks!

@wesm wesm closed this Dec 28, 2012
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@qwhelan @wesm