ERR: Raise ImportError when xlrd is not present

Related issues: #8515, #14673

Author: Guilherme Beltramini <[email protected]>

Closes #17613 from gcbeltramini/xlrd-import and squashes the following commits:

dee1998 [Guilherme Beltramini] Add PR number and blank line
c2759cb [Guilherme Beltramini] Throw ImportError

Author: Guilherme Beltramini

doc/source/whatsnew/v0.21.0.txt

@@ -116,6 +116,7 @@ Other Enhancements
 - :func:`Styler.where` has been implemented. It is as a convenience for :func:`Styler.applymap` and enables simple DataFrame styling on the Jupyter notebook (:issue:`17474`).
 - :func:`MultiIndex.is_monotonic_decreasing` has been implemented.  Previously returned ``False`` in all cases. (:issue:`16554`)
 - :func:`Categorical.rename_categories` now accepts a dict-like argument as `new_categories` and only updates the categories found in that dict. (:issue:`17336`)
+- :func:`read_excel` raises ``ImportError`` with a better message if ``xlrd`` is not installed. (:issue:`17613`)
 
 
 .. _whatsnew_0210.api_breaking:
@@ -523,7 +524,7 @@ I/O
 - Bug in :func:`read_stata` where the index was not set (:issue:`16342`)
 - Bug in :func:`read_html` where import check fails when run in multiple threads (:issue:`16928`)
 - Bug in :func:`read_csv` where automatic delimiter detection caused a ``TypeError`` to be thrown when a bad line was encountered rather than the correct error message (:issue:`13374`)
-- Bug in ``DataFrame.to_html()`` with ``notebook=True`` where DataFrames with named indices or non-MultiIndex indices had undesired horizontal or vertical alignment for column or row labels, respectively (:issue:`16792`) 
+- Bug in ``DataFrame.to_html()`` with ``notebook=True`` where DataFrames with named indices or non-MultiIndex indices had undesired horizontal or vertical alignment for column or row labels, respectively (:issue:`16792`)
 
 Plotting
 ^^^^^^^^

pandas/io/excel.py

@@ -239,12 +239,17 @@ class ExcelFile(object):
 
     def __init__(self, io, **kwds):
 
-        import xlrd  # throw an ImportError if we need to
+        err_msg = "Install xlrd >= 0.9.0 for Excel support"
 
-        ver = tuple(map(int, xlrd.__VERSION__.split(".")[:2]))
-        if ver < (0, 9):  # pragma: no cover
-            raise ImportError("pandas requires xlrd >= 0.9.0 for excel "
-                              "support, current version " + xlrd.__VERSION__)
+        try:
+            import xlrd
+        except ImportError:
+            raise ImportError(err_msg)
+        else:
+            ver = tuple(map(int, xlrd.__VERSION__.split(".")[:2]))
+            if ver < (0, 9):  # pragma: no cover
+                raise ImportError(err_msg +
+                                  ". Current version " + xlrd.__VERSION__)
 
         # could be a str, ExcelFile, Book, etc.
         self.io = io