MAINT: Address reviewer comments

* Move whatsnew to 0.21.1.txt
* Empty tests for empty DataFrame in to_latex

doc/source/whatsnew/v0.21.0.txt

@@ -1089,7 +1089,6 @@ 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
 ^^^^^^^^

doc/source/whatsnew/v0.21.1.txt

@@ -127,6 +127,7 @@ I/O
 - Bug in :func:`pandas.io.json.json_normalize` to avoid modification of ``meta`` (:issue:`18610`)
 - Bug in :func:`to_latex` where repeated multi-index values were not printed even though a higher level index differed from the previous row (:issue:`14484`)
 - Bug when reading NaN-only categorical columns in :class:`HDFStore` (:issue:`18413`)
+- Bug in :meth:`DataFrame.to_latex` with ``longtable=True`` where a latex multicolumn always spanned over three columns (:issue:`17959`)
 
 Plotting
 ^^^^^^^^

pandas/tests/io/formats/expected.txt

@@ -0,0 +1,15 @@
+\begin{longtable}{lrl}
+\toprule
+{} &  a &   b \\
+\midrule
+\endhead
+\midrule
+\multicolumn{3}{r}{{Continued on next page}} \\
+\midrule
+\endfoot
+
+\bottomrule
+\endlastfoot
+0 &  1 &  b1 \\
+1 &  2 &  b2 \\
+\end{longtable}

pandas/tests/io/formats/test_to_latex.py

@@ -91,6 +91,29 @@ def test_to_latex_format(self, frame):
 
         assert withindex_result == withindex_expected
 
+    def test_to_latex_empty(self):
+        df = DataFrame()
+        result = df.to_latex()
+        expected = r"""\begin{tabular}{l}
+\toprule
+Empty DataFrame
+Columns: Index([], dtype='object')
+Index: Index([], dtype='object') \\
+\bottomrule
+\end{tabular}
+"""
+        assert result == expected
+
+        result = df.to_latex(longtable=True)
+        expected = r"""\begin{longtable}{l}
+\toprule
+Empty DataFrame
+Columns: Index([], dtype='object')
+Index: Index([], dtype='object') \\
+\end{longtable}
+"""
+        assert result == expected
+
     def test_to_latex_with_formatters(self):
         df = DataFrame({'int': [1, 2, 3],
                         'float': [1.0, 2.0, 3.0],
@@ -367,7 +390,7 @@ def test_to_latex_longtable(self, frame):
 \midrule
 \endhead
 \midrule
-\multicolumn{2}{r}{{Continued on next page}} \\
+\multicolumn{3}{r}{{Continued on next page}} \\
 \midrule
 \endfoot
 
@@ -377,7 +400,7 @@ def test_to_latex_longtable(self, frame):
 1 &  2 &  b2 \\
 \end{longtable}
 """
-
+        open("expected.txt", "w").write(withindex_result)
         assert withindex_result == withindex_expected
 
         withoutindex_result = df.to_latex(index=False, longtable=True)
@@ -387,7 +410,7 @@ 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