BUG: Integer values at the top end of the supported range incorrectly…

doc/source/whatsnew/v3.0.0.rst

@@ -583,6 +583,7 @@ I/O
 - Bug in :meth:`read_excel` raising ``ValueError`` when passing array of boolean values when ``dtype="boolean"``. (:issue:`58159`)
 - Bug in :meth:`read_json` not validating the ``typ`` argument to not be exactly ``"frame"`` or ``"series"`` (:issue:`59124`)
 - Bug in :meth:`read_stata` raising ``KeyError`` when input file is stored in big-endian format and contains strL data. (:issue:`58638`)
+- Bug in :meth:`read_stata` where extreme value integers were incorrectly interpreted as missing for format versions 111 and prior (:issue:`58130`)
 
 Period
 ^^^^^^

pandas/io/stata.py

@@ -983,6 +983,19 @@ def __init__(self) -> None:
                 np.float64(struct.unpack("<d", float64_max)[0]),
             ),
         }
+        self.OLD_VALID_RANGE = {
+            "b": (-128, 126),
+            "h": (-32768, 32766),
+            "l": (-2147483648, 2147483646),
+            "f": (
+                np.float32(struct.unpack("<f", float32_min)[0]),
+                np.float32(struct.unpack("<f", float32_max)[0]),
+            ),
+            "d": (
+                np.float64(struct.unpack("<d", float64_min)[0]),
+                np.float64(struct.unpack("<d", float64_max)[0]),
+            ),
+        }
 
         self.OLD_TYPE_MAPPING = {
             98: 251,  # byte
@@ -994,7 +1007,7 @@ def __init__(self) -> None:
 
         # These missing values are the generic '.' in Stata, and are used
         # to replace nans
-        self.MISSING_VALUES = {
+        self.MISSING_VALUES: dict[str, int | np.float32 | np.float64] = {
             "b": 101,
             "h": 32741,
             "l": 2147483621,
@@ -1808,11 +1821,18 @@ def _do_convert_missing(self, data: DataFrame, convert_missing: bool) -> DataFra
         replacements = {}
         for i in range(len(data.columns)):
             fmt = self._typlist[i]
-            if fmt not in self.VALID_RANGE:
-                continue
+            if self._format_version <= 111:
+                if fmt not in self.OLD_VALID_RANGE:
+                    continue
 
-            fmt = cast(str, fmt)  # only strs in VALID_RANGE
-            nmin, nmax = self.VALID_RANGE[fmt]
+                fmt = cast(str, fmt)  # only strs in OLD_VALID_RANGE
+                nmin, nmax = self.OLD_VALID_RANGE[fmt]
+            else:
+                if fmt not in self.VALID_RANGE:
+                    continue
+
+                fmt = cast(str, fmt)  # only strs in VALID_RANGE
+                nmin, nmax = self.VALID_RANGE[fmt]
             series = data.iloc[:, i]
 
             # appreciably faster to do this with ndarray instead of Series
@@ -1827,7 +1847,12 @@ def _do_convert_missing(self, data: DataFrame, convert_missing: bool) -> DataFra
                 umissing, umissing_loc = np.unique(series[missing], return_inverse=True)
                 replacement = Series(series, dtype=object)
                 for j, um in enumerate(umissing):
-                    missing_value = StataMissingValue(um)
+                    if self._format_version <= 111:
+                        missing_value = StataMissingValue(
+                            float(self.MISSING_VALUES[fmt])
+                        )
+                    else:
+                        missing_value = StataMissingValue(um)
 
                     loc = missing_loc[umissing_loc == j]
                     replacement.iloc[loc] = missing_value

pandas/tests/io/test_stata.py

@@ -120,9 +120,11 @@ def test_read_index_col_none(self, version, temp_file):
         expected["a"] = expected["a"].astype(np.int32)
         tm.assert_frame_equal(read_df, expected, check_index_type=True)
 
-    @pytest.mark.parametrize("file", ["stata1_114", "stata1_117"])
-    def test_read_dta1(self, file, datapath):
-        file = datapath("io", "data", "stata", f"{file}.dta")
+    # Note this test starts at format version 108 as the missing code for double
+    # was different prior to this (see GH 58149) and would therefore fail
+    @pytest.mark.parametrize("version", [108, 110, 111, 113, 114, 115, 117, 118, 119])
+    def test_read_dta1(self, version, datapath):
+        file = datapath("io", "data", "stata", f"stata1_{version}.dta")
         parsed = self.read_dta(file)
 
         # Pandas uses np.nan as missing value.
@@ -136,6 +138,18 @@ def test_read_dta1(self, file, datapath):
         # the casting doesn't fail so need to match stata here
         expected["float_miss"] = expected["float_miss"].astype(np.float32)
 
+        # Column names too long for older Stata formats
+        if version <= 108:
+            expected = expected.rename(
+                columns={
+                    "float_miss": "f_miss",
+                    "double_miss": "d_miss",
+                    "byte_miss": "b_miss",
+                    "int_miss": "i_miss",
+                    "long_miss": "l_miss",
+                }
+            )
+
         tm.assert_frame_equal(parsed, expected)
 
     def test_read_dta2(self, datapath):
@@ -920,6 +934,23 @@ def test_missing_value_conversion(self, file, datapath):
         )
         tm.assert_frame_equal(parsed, expected)
 
+    # Note this test starts at format version 108 as the missing code for double
+    # was different prior to this (see GH 58149) and would therefore fail
+    @pytest.mark.parametrize("file", ["stata8_108", "stata8_110", "stata8_111"])
+    def test_missing_value_conversion_compat(self, file, datapath):
+        columns = ["int8_", "int16_", "int32_", "float32_", "float64_"]
+        smv = StataMissingValue(101)
+        keys = sorted(smv.MISSING_VALUES.keys())
+        data = []
+        row = [StataMissingValue(keys[j * 27]) for j in range(5)]
+        data.append(row)
+        expected = DataFrame(data, columns=columns)
+
+        parsed = read_stata(
+            datapath("io", "data", "stata", f"{file}.dta"), convert_missing=True
+        )
+        tm.assert_frame_equal(parsed, expected)
+
     def test_big_dates(self, datapath, temp_file):
         yr = [1960, 2000, 9999, 100, 2262, 1677]
         mo = [1, 1, 12, 1, 4, 9]
@@ -2035,6 +2066,52 @@ def test_read_write_ea_dtypes(self, dtype_backend, temp_file, tmp_path):
 
         tm.assert_frame_equal(written_and_read_again.set_index("index"), expected)
 
+    @pytest.mark.parametrize("version", [113, 114, 115, 117, 118, 119])
+    def test_read_data_int_validranges(self, version, datapath):
+        expected = DataFrame(
+            {
+                "byte": np.array([-127, 100], dtype=np.int8),
+                "int": np.array([-32767, 32740], dtype=np.int16),
+                "long": np.array([-2147483647, 2147483620], dtype=np.int32),
+            }
+        )
+
+        parsed = read_stata(
+            datapath("io", "data", "stata", f"stata_int_validranges_{version}.dta")
+        )
+        tm.assert_frame_equal(parsed, expected)
+
+    @pytest.mark.parametrize("version", [104, 105, 108, 110, 111])
+    def test_read_data_int_validranges_compat(self, version, datapath):
+        expected = DataFrame(
+            {
+                "byte": np.array([-128, 126], dtype=np.int8),
+                "int": np.array([-32768, 32766], dtype=np.int16),
+                "long": np.array([-2147483648, 2147483646], dtype=np.int32),
+            }
+        )
+
+        parsed = read_stata(
+            datapath("io", "data", "stata", f"stata_int_validranges_{version}.dta")
+        )
+        tm.assert_frame_equal(parsed, expected)
+
+    # The byte type was not supported prior to the 104 format
+    @pytest.mark.parametrize("version", [102, 103])
+    def test_read_data_int_validranges_compat_nobyte(self, version, datapath):
+        expected = DataFrame(
+            {
+                "byte": np.array([-128, 126], dtype=np.int16),
+                "int": np.array([-32768, 32766], dtype=np.int16),
+                "long": np.array([-2147483648, 2147483646], dtype=np.int32),
+            }
+        )
+
+        parsed = read_stata(
+            datapath("io", "data", "stata", f"stata_int_validranges_{version}.dta")
+        )
+        tm.assert_frame_equal(parsed, expected)
+
 
 @pytest.mark.parametrize("version", [105, 108, 110, 111, 113, 114])
 def test_backward_compat(version, datapath):