BUG: close hdf store on any error

In `read_hdf`, if the `store.select()` call throws either a
`ValueError`, a `TypeError` or a `KeyError` then the store is closed.

However, if any other exception is thrown (e.g. an `AssertionError` if
there are gaps in blocks ref_loc) , the store is not closed and some
client code could end up trying to reopen the store and hit an
error like: `the file XXX is already opened. Please close it before
reopening in write mode`. Furthermore, the exception is re-raised in all
cases.

This commit just closes store in all cases.

Closes #28430

Author: Adrien Di Mascio

pandas/io/pytables.py

@@ -404,7 +404,7 @@ def read_hdf(path_or_buf, key=None, mode="r", **kwargs):
                     )
             key = candidate_only_group._v_pathname
         return store.select(key, auto_close=auto_close, **kwargs)
-    except (ValueError, TypeError, KeyError):
+    finally:
         # if there is an error, close the store
         try:
             store.close()

pandas/tests/io/pytables/test_pytables.py

@@ -562,6 +562,25 @@ def check_default_mode():
         check("w")
         check_default_mode()
 
+    def test_store_closed_on_error(self, mocker):
+        """check hdf store is closed whichever error occurs"""
+        mocker.patch("pandas.io.pytables.HDFStore.select").side_effect = AssertionError(
+            "Gaps in blk ref_locs"
+        )
+        df = tm.makeDataFrame()
+        with ensure_clean_path(self.path) as path:
+            df.to_hdf(path, "df")
+            try:
+                pd.read_hdf(path, "df")
+            except AssertionError:  # this is expected, because of our mock
+                pass
+            try:
+                HDFStore(path, mode="w")
+            except ValueError as exc:
+                pytest.fail(
+                    "store not closed properly, got error {exc}".format(exc=exc)
+                )
+
     def test_reopen_handle(self):
 
         with ensure_clean_path(self.path) as path: