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TST: Add additional RemoteDataError check to io.data.Options #8783

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Merged
merged 1 commit into from
Nov 11, 2014
Merged

TST: Add additional RemoteDataError check to io.data.Options #8783

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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v0.15.2.txt
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Expand Up @@ -44,5 +44,5 @@ Experimental
Bug Fixes
~~~~~~~~~
- Bug in ``groupby`` signatures that didn't include *args or **kwargs (:issue:`8733`).
- ``io.data.Options`` now raises ``RemoteDataError`` when no expiry dates are available from Yahoo (:issue:`8761`).
- ``io.data.Options`` now raises ``RemoteDataError`` when no expiry dates are available from Yahoo and when it receives no data from Yahoo (:issue:`8761`), (:issue:`8783`).
- Bug in slicing a multi-index with an empty list and at least one boolean indexer (:issue:`8781`)
10 changes: 8 additions & 2 deletions pandas/io/data.py
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Expand Up @@ -685,8 +685,14 @@ def _option_frames_from_url(self, url):
except IndexError:
self.underlying_price, self.quote_time = np.nan, np.nan

calls = self._process_data(frames[self._TABLE_LOC['calls']], 'call')
puts = self._process_data(frames[self._TABLE_LOC['puts']], 'put')
calls = frames[self._TABLE_LOC['calls']]
puts = frames[self._TABLE_LOC['puts']]

if len(calls) == 0 or len(puts) == 0:
raise RemoteDataError('Received no data from Yahoo at url: %s' % url)

calls = self._process_data(calls, 'call')
puts = self._process_data(puts, 'put')

return {'calls': calls, 'puts': puts}

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