Merge pull request #274 from davidastephens/option_types

BUG: Fix breaking API change in yahoo options

Author: davidastephens

pandas_datareader/tests/test_google_options.py

@@ -44,6 +44,9 @@ def test_get_options_data(self):
 
         self.assert_option_result(options)
 
+        for typ in options.index.levels[2]:
+            self.assertTrue(typ in ['put', 'call'])
+
     def test_get_options_data_yearmonth(self):
         with tm.assertRaises(NotImplementedError):
             self.goog.get_options_data(month=1, year=2016)

pandas_datareader/tests/test_yahoo_options.py

@@ -90,6 +90,7 @@ def test_get_call_data(self):
             raise nose.SkipTest(e)
 
         self.assert_option_result(calls)
+        self.assertTrue(calls.index.levels[2][0], 'call')
 
     def test_get_put_data(self):
         try:
@@ -98,6 +99,7 @@ def test_get_put_data(self):
             raise nose.SkipTest(e)
 
         self.assert_option_result(puts)
+        self.assertTrue(puts.index.levels[2][0], 'put')
 
     def test_get_expiry_dates(self):
         try:
@@ -169,6 +171,7 @@ def test_sample_page_chg_float(self):
         self.assertEqual(self.data1['Chg'].dtype, 'float64')
 
     def test_month_year(self):
+
         try:
             data = self.aapl.get_call_data(month=self.month, year=self.year)
         except RemoteDataError as e:  # pragma: no cover

pandas_datareader/yahoo/options.py

@@ -570,7 +570,7 @@ def get_all_data(self, call=True, put=True):
 
     def _get_data_in_date_range(self, dates, call=True, put=True):
 
-        to_ret = Series({'calls': call, 'puts': put})
+        to_ret = Series({'call': call, 'put': put})
         to_ret = to_ret[to_ret].index
 
         df = self._load_data(dates)
@@ -735,7 +735,7 @@ def _process_rows(self, jd):
                     rows_list.append(d)
                     index.append((float(option_by_strike['strike']),
                                   dt.datetime.utcfromtimestamp(option_by_strike['expiration']),
-                                  typ,
+                                  typ.replace('s', ''),
                                   option_by_strike['contractSymbol']))
         return rows_list, index