Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

client: extract DataFrame conversion #123

Closed
wants to merge 3 commits into from

Conversation

jkoelker
Copy link

@jkoelker jkoelker commented Jan 6, 2021

Extract the DataFrame conversion into a module of helper functions, allowing reuse of previous calls. For example calling options() the underlying data is returned, but optionsDF() does not parse this, previously the only way to get the underlying was to make an additional call.

Also fixed #121 by checking for the column before conversion and added in explicit conversion to numeric types for the greeks and volatility columns.

Check if the column exists in the dataframe prior to accessing it for
conversion.

Fixes timkpaine#121
The greeks and `volatility` columns will sometimes come back with the
string `NaN` which results in an `object` dtype for the column. Force to
a numeric with coercing errors to insert `numpy.NaN` instead.
Extract the `DataFrame` conversion into a module of helper functions.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

client.optionsDF(ticker) throws KeyError
2 participants