BUG: Missing value code not recognised for Stata format version 105 a… (#59325)

* BUG: Missing value code not recognised for Stata format version 105 and earlier

* Move definition of the old missing value constant for the double type out of the loop

Author: cmjcharlton

doc/source/whatsnew/v3.0.0.rst

@@ -584,6 +584,7 @@ I/O
 - 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`)
+- Bug in :meth:`read_stata` where the missing code for double was not recognised for format versions 105 and prior (:issue:`58149`)
 
 Period
 ^^^^^^

pandas/io/stata.py

@@ -1817,10 +1817,19 @@ def read(
         return data
 
     def _do_convert_missing(self, data: DataFrame, convert_missing: bool) -> DataFrame:
+        # missing code for double was different in version 105 and prior
+        old_missingdouble = float.fromhex("0x1.0p333")
+
         # Check for missing values, and replace if found
         replacements = {}
         for i in range(len(data.columns)):
             fmt = self._typlist[i]
+            # recode instances of the old missing code to the currently used value
+            if self._format_version <= 105 and fmt == "d":
+                data.iloc[:, i] = data.iloc[:, i].replace(
+                    old_missingdouble, self.MISSING_VALUES["d"]
+                )
+
             if self._format_version <= 111:
                 if fmt not in self.OLD_VALID_RANGE:
                     continue