Merge pull request #11 from dstephens99/issue7

BUG:Fix options strike price float conversions if comma.

pandas_datareader/data.py

@@ -706,8 +706,19 @@ def _option_frames_from_url(self, url):
 
     def _get_underlying_price(self, url):
         root = self._parse_url(url)
-        underlying_price = float(root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
-            .getchildren()[0].text)
+        underlying_price = root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
+            .getchildren()[0].text
+
+        try:
+            underlying_price = float(underlying_price)
+        except ValueError:
+            # check for comma
+            underlying_price = underlying_price.replace(',', '')
+
+        try:
+            underlying_price = float(underlying_price)
+        except ValueError:
+            underlying_price = np.nan
 
         #Gets the time of the quote, note this is actually the time of the underlying price.
         try:

pandas_datareader/tests/test_data.py

@@ -328,6 +328,17 @@ def test_get_all_data_calls_only(self):
             raise nose.SkipTest(e)
         self.assertTrue(len(data) > 1)
 
+    def test_get_underlying_price(self):
+        #GH7
+        try:
+            options_object = web.Options('^spxpm', 'yahoo')
+            expiry_dates, urls = options_object._get_expiry_dates_and_links()
+            url = options_object._FINANCE_BASE_URL + urls[expiry_dates[0]]
+            quote_price, quote_time = options_object._get_underlying_price(url)
+        except RemoteDataError as e:
+            raise nose.SkipTest(e)
+        self.assert_(isinstance(quote_price, float))
+
     def test_sample_page_price_quote_time1(self):
         #Tests the weekend quote time format
         price, quote_time = self.aapl._get_underlying_price(self.html1)