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Garbled options expiries #28

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aisthesis opened this issue Apr 5, 2016 · 1 comment
Open

Garbled options expiries #28

aisthesis opened this issue Apr 5, 2016 · 1 comment
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@aisthesis
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pandas_datareader is providing nonsensical expiries due to a parsing issue. Cf. pydata/pandas-datareader#193.

The best approach may be just to create the DataFrame from scratch and work toward eliminating the dependency on pandas-datareader. This issue make options retrieval completely useless.

@aisthesis
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For any users having this issue, the temporary fix is to set the version of python-dateutil to 2.4.2 in your virtual environment. Upgrading to 2.5.2 gives you the garbled interpretation.

Since it's a problem with our dependencies and not with us, I'm not planning on doing a code fix here but will also keep the issue open.

It might be desirable here to include an integration test verifying that all expiries shown are after the current date.

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