CLN/BUG: remove bare excepts

[jburroni]

Using KeyError may prevent the system to show system error, and thus make the error hard to find

df = pd.DataFrame({'a':[1,]}, index=['a'])
def bla(a):
    return bla(df.loc[['a'], ['a']])
bla(1)

Expected Output

Max recursion limit exception. Got key error

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 2.7.12.final.0 python-bits: 64 OS: Darwin OS-release: 15.6.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: en_US.UTF-8 LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: None
setuptools: None
Cython: None
numpy: 1.11.2
scipy: 0.18.1
statsmodels: None
xarray: None
IPython: 5.1.0
sphinx: None
patsy: None
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.5.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.8
boto: None
pandas_datareader: None

[jreback]

what exactly is a KeyError?

This evaluates correctly to an infinite recursion.

[jburroni]

This is the KeyError (there was a little bug in the code snippet).
I'm using python 2.7
/../Library/Python/2.7/lib/python/site-packages/pandas/core/indexing.pyc in _multi_take(self, tup)
838 return o.reindex(**d)
839 except:
--> 840 raise self._exception
841
842 def _convert_for_reindex(self, key, axis=0):

KeyError: 

[jreback]

and?

[jburroni]

That there is no key error. The exception should be "max recursion limit",
but it was hid by the indexer. This makes the situation very hard to debug

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[jreback]

I am still not clear what exactly is the issue. you have a recursion issue. This pandas call returns a valid value. What do you think this should do?

[jburroni]

Part of the issue is in here:
https://github.com/pandas-dev/pandas/blob/master/pandas/core/indexing.py#L55
where the default exception is set to KeyError
Then, in
https://github.com/pandas-dev/pandas/blob/master/pandas/core/indexing.py#L850
all exception are caught and converted to KeyError. In the example above, the previous line will rise a RuntimeError with 'maximum recursion depth exceeded' but it will be caught and transformed in KeyError, which is incorrect (and misleading).
There are 6 extra 'except:' in that file. (And those are not recommended)

[jreback]

sure. bare excepts are not recommended
submitting a pr is the best way to fix