ENH: improve 'incompatible tolerance' error message in merge_asof (#17260)

(cherry picked from commit f68bf25)

Author: leifwalsh

pandas/core/reshape/merge.py

@@ -126,7 +126,7 @@ def _groupby_and_merge(by, on, left, right, _merge_pieces,
             try:
                 if k in merged:
                     merged[k] = key
-            except:
+            except KeyError:
                 pass
 
         pieces.append(merged)
@@ -1268,8 +1268,10 @@ def _get_merge_keys(self):
             else:
                 lt = left_join_keys[-1]
 
-            msg = "incompatible tolerance, must be compat " \
-                  "with type {lt}".format(lt=type(lt))
+            msg = ("incompatible tolerance {tolerance}, must be compat "
+                   "with type {lkdtype}".format(
+                       tolerance=type(self.tolerance),
+                       lkdtype=lt.dtype))
 
             if is_datetime64_dtype(lt) or is_datetime64tz_dtype(lt):
                 if not isinstance(self.tolerance, Timedelta):
@@ -1505,12 +1507,12 @@ def _sort_labels(uniques, left, right):
         # tuplesafe
         uniques = Index(uniques).values
 
-    l = len(left)
+    llength = len(left)
     labels = np.concatenate([left, right])
 
     _, new_labels = sorting.safe_sort(uniques, labels, na_sentinel=-1)
     new_labels = _ensure_int64(new_labels)
-    new_left, new_right = new_labels[:l], new_labels[l:]
+    new_left, new_right = new_labels[:llength], new_labels[llength:]
 
     return new_left, new_right