pandas.options.__getattr__ raises KeyError instead of AttributeError

[jayfoad]

Code Sample, a copy-pastable example if possible

import pandas as pd
hasattr(pd.options,'bananas') # should return False but instead raises KeyError: 'bananas'
getattr(pd.options,'bananas') # should raise AttributeError but ...
pd.options.__getattr__('bananas') # should raise AttributeError but ...

Problem description

The docs are clear that custom __getattr__ methods should return a value or raise AttributeError. pandas.options seems to raise KeyError instead. This can be a problem for generic code that iterates through the attributes of any object and expects hasattr() to behave sanely, e.g. https://github.com/Dyalog/pynapl/blob/c6f34d0323aa7370582204c73757f9cea1072794/pynapl/ObjectWrapper.py#L86

Expected Output

False
AttributeError: 'bananas'
AttributeError: 'bananas'

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.13.0-35-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8
LOCALE: en_GB.UTF-8

pandas: 0.22.0
pytest: None
pip: 9.0.1
setuptools: 36.2.7
Cython: None
numpy: 1.14.0
scipy: 0.18.1
pyarrow: None
xarray: None
IPython: 5.1.0
sphinx: None
patsy: None
dateutil: 2.6.1
pytz: 2018.3
blosc: None
bottleneck: None
tables: 3.3.0
numexpr: 2.6.2
feather: None
matplotlib: 2.0.0
openpyxl: None
xlrd: 1.0.0
xlwt: None
xlsxwriter: 0.9.6
lxml: None
bs4: 4.6.0
html5lib: 0.999999999
sqlalchemy: None
pymysql: 0.7.11.None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

[chris-b1]

Sure, as pointed out in that issue I think we could raise an OptionError in that case as well - want to do a PR?

63fc8af