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This is essentially a rebased and squashed pandas-dev#17054 (mad props to @jowens for doing all the hard thinking). My tweaks: * test_computer_sales_page (see pandas-dev#17074) no longer tests for ParserError, because the ParserError was a bug caused by missing colspan support. Now, test that MultiIndex works as expected. * I respectfully removed the fill_rowspan argument from pandas-dev#17073. Instead, the virtual cells created by rowspan/colspan are always copies of the real cells' text. This prevents _infer_columns() from naming virtual cells as "Unnamed: ..." * I removed a small layer of abstraction to respect pandas-dev#20891 (multiple <tbody> support), which was implemented after @jowens' pull request. Now _HtmlFrameParser has _parse_thead_trs, _parse_tbody_trs and _parse_tfoot_trs, each returning a list of <tr>s. That let me remove _parse_tr, Making All The Tests Pass. * That caused a snowball effect. lxml does not fix malformed <thead>, as tested by spam.html. The previous hacky workaround was in _parse_raw_thead, but the new _parse_thead_trs signature returns nodes instead of text. The new hacky solution: return the <thead> itself, pretending it's a <tr>. This works in all the tests. A better solution is to use html5lib with lxml; but that might belong in a separate pull request.
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you're a hero, @adamhooper