Fixes

Fixes problems in:
- FamaFrenchReader with encoding one file
- YahooDailyReader will now return a a DataFrame of nans when a single symbol has no data

Author: stoffprof

pandas_datareader/famafrench.py

@@ -56,10 +56,11 @@ def _read_zipfile(self, url):
 
         with tempfile.TemporaryFile() as tmpf:
             tmpf.write(raw)
-
             with ZipFile(tmpf, "r") as zf:
-                data = zf.open(zf.namelist()[0]).read().decode()
-
+                try:                
+                    data = zf.open(zf.namelist()[0]).read().decode()
+                except UnicodeDecodeError:
+                    data = zf.open(zf.namelist()[0]).read().decode(encoding="cp1252")
         return data
 
     def read(self):

pandas_datareader/yahoo/daily.py

@@ -4,7 +4,7 @@
 import re
 import time
 
-from pandas import DataFrame, isnull, notnull, to_datetime
+from pandas import DataFrame, date_range, isnull, notnull, to_datetime
 
 from pandas_datareader._utils import RemoteDataError
 from pandas_datareader.base import _DailyBaseReader
@@ -157,6 +157,15 @@ def _read_one_data(self, url, params):
 
         # price data
         prices = DataFrame(data["prices"])
+        if len(prices) == 0:
+            freq = self.interval[1].upper()
+            if freq == 'W':
+                freq += '-MON'
+            dates = date_range(self.start, self.end, freq=freq)
+            prices = DataFrame(index=dates,
+                                  columns=['High', 'Low', 'Open', 'Close', 'Volume', 'Adj Close'])
+            return prices
+        
         prices.columns = [col.capitalize() for col in prices.columns]
         prices["Date"] = to_datetime(to_datetime(prices["Date"], unit="s").dt.date)