fix 'null' in lower case as a missing value in the new Yahoo API, make compatible with the older pandas versions (#357)

Author: OlegShteynbuk

docs/source/whatsnew/v0.5.0.txt

@@ -23,3 +23,4 @@ Bug Fixes
 - Test suite fixes for test_get_options_data (:issue:`352`)
 - Test suite fixes for test_wdi_download (:issue:`350`)
 - avoid monkey patching requests.Session (:issue:`301`)
+- :func:`get_data_yahoo` now treats ``'null'`` strings as missing values  (:issue:`342`)

pandas_datareader/base.py

@@ -143,7 +143,8 @@ def _get_crumb(self, *args):
         raise NotImplementedError("Subclass has not implemented method.")
 
     def _read_lines(self, out):
-        rs = read_csv(out, index_col=0, parse_dates=True, na_values='-')[::-1]
+        rs = read_csv(out, index_col=0, parse_dates=True,
+                      na_values=('-', 'null'))[::-1]
         # Yahoo! Finance sometimes does this awesome thing where they
         # return 2 rows for the most recent business day
         if len(rs) > 2 and rs.index[-1] == rs.index[-2]:  # pragma: no cover

pandas_datareader/tests/yahoo/test_yahoo.py

@@ -131,6 +131,19 @@ def test_get_data_multiple_symbols(self):
         sl = ['AAPL', 'AMZN', 'GOOG']
         web.get_data_yahoo(sl, '2012')
 
+    @pytest.mark.parametrize('adj_pr', [True, False])
+    def test_get_data_null_as_missing_data(self, adj_pr):
+        # TODO: We can't decorate the test function along with
+        # parametrization because it errors.  Investigate this later.
+        @skip_on_exception(RemoteDataError)
+        def null_as_missing_data(adj_price):
+            result = web.get_data_yahoo('SRCE', '20160626', '20160705',
+                                        adjust_price=adj_pr)
+            # sanity checking
+            assert result.dtypes.all() == np.floating
+
+        null_as_missing_data(adj_pr)
+
     @skip_on_exception(RemoteDataError)
     def test_get_data_multiple_symbols_two_dates(self):
         pan = web.get_data_yahoo(['GE', 'MSFT', 'INTC'], 'JAN-01-12',