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BUG:Fix options strike price float conversions if comma. #11

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merged 1 commit into from
Jan 23, 2015

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davidastephens
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Fixes #7
Based on PR: pandas-dev/pandas#9198

davidastephens added a commit that referenced this pull request Jan 23, 2015
BUG:Fix options strike price float conversions if comma.
@davidastephens davidastephens merged commit 5d7f044 into pydata:master Jan 23, 2015
# check for comma
underlying_price = underlying_price.replace(',', '')

try:
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Note: You could probably indent this block so float is only applied once is the usual case, or always replace (which may be cleaner).

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@hayd Yes, I prefer the always replace for cleanliness. I don't think the performance penalty would be that bad, given that this doesn't get called that often (once per underlying).

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Options strike price float conversions
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