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Inconsistent exception handling #881

Description

@FlorianBracq

Depending on the support of async queries by the driver, exceptions during query time are handled differently:

in _exec_synchronous_queries, the only exception being caught is MsticpyDataQueryError, anything else is directly raised to the user.

on the other hand, in _exec_queries_threaded,
we have a blanket try/catch exception and a retry mechanism

What I would suggest is to add a parameter to decide how exceptions should be handled.
Similarly to what is being done in pandas when trying to convert data types:

  • "coerce" to catch MsticpyDataQueryError, log it and return the (truncated) result of the queries that worked
  • "raise" to raise all exceptions
    This would assume that all drivers properly handle exceptions and raise MsticpyDataQueryError. It may not be the case today, but I think it would make sense nonetheless

For retry, I would be tempted to remove it and leave its implementation up to the driver.

I can work on that PR if we agree on the right way forward :)

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