BUG: Fix to_latex with longtable (#17959)

pandas.DataFrame.to_latex(longtable=True) always contained
\multicolumn{3}{r}{{Continued on next page}}
regardless of the number of columns in the output.

doc/source/whatsnew/v0.21.0.txt

@@ -998,6 +998,7 @@ I/O
 - Bug in :meth:`DataFrame.to_html` in which there was no validation of the ``justify`` parameter (:issue:`17527`)
 - Bug in :func:`HDFStore.select` when reading a contiguous mixed-data table featuring VLArray (:issue:`17021`)
 - Bug in :func:`to_json` where several conditions (including objects with unprintable symbols, objects with deep recursion, overlong labels) caused segfaults instead of raising the appropriate exception (:issue:`14256`)
+- Bug in :meth:`DataFrame.to_latex` with ``longtable=True`` where a latex multicolumn always spanned over three columns (:issue:`17959`)
 
 Plotting
 ^^^^^^^^

pandas/io/formats/format.py

@@ -942,8 +942,8 @@ def get_col_type(dtype):
                 if self.longtable:
                     buf.write('\\endhead\n')
                     buf.write('\\midrule\n')
-                    buf.write('\\multicolumn{3}{r}{{Continued on next '
-                              'page}} \\\\\n')
+                    buf.write('\\multicolumn{{{n}}}{{r}}{{{{Continued on next '
+                              'page}}}} \\\\\n'.format(n=len(row)))
                     buf.write('\\midrule\n')
                     buf.write('\\endfoot\n\n')
                     buf.write('\\bottomrule\n')

pandas/tests/io/formats/test_to_latex.py

@@ -365,7 +365,7 @@ def test_to_latex_longtable(self, frame):
 \midrule
 \endhead
 \midrule
-\multicolumn{3}{r}{{Continued on next page}} \\
+\multicolumn{2}{r}{{Continued on next page}} \\
 \midrule
 \endfoot