Fix traceback.format_exc(e) call
As of https://docs.python.org/2/library/traceback.html#traceback.format_exc , format_exc() accepts an integer for traceback depth limit, not the traceback itself.

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
