CNL: remove the io.data and io.wb modules

[jorisvandenbossche]

Closes #13724

[jreback]

need an issue to remove this in the future :>

[jorisvandenbossche]

yep, added an entry in the overview at #6581

[jreback]

@jorisvandenbossche ok lgtm (and fine to have error on both).

[jreback]

whoo hoo!

[gfyoung]

@jorisvandenbossche : any reason why we just didn't add pandas-datareader as a dependency and do a try-except block with import pandas-datareader? I ask because in the README for pandas-datareader, it seems to imply that pandas should be dependent on pandas-datareader by now.

[jreback]

the dependency is the other way
u can submit a PR to pandas-datareader if you want to change the wording

[gfyoung]

@jreback : fair enough, but I still don't get why we didn't do try-except with pandas-datareader, or rather, why we even have these files (wb.py and data.py) at all in the pandas library still.

[jreback]

they raise a more helpful message

[gfyoung]

@jreback : Ah, so we're helping people with transitioning from io.data to pandas-datareader?

[jreback]

of course -

[jorisvandenbossche]

Hmm, didn't see that in the readme of pandas-datareader (and it's not how it is phrased in the pandas docs). Anyway, I see that your PR over there has already been merged.
As I said in the issue #13724, there was some unresolved discussion about this at the time we deprecated it and created pandas-datareader (I think @hayd was in favor of doing it like you say).

Keeping the file with the custom import error is indeed to have a more helpful error for transitioning to pandas-datareader.