Deprecate using xlrd engine

Author: cruzzoe

pandas/io/excel/_base.py

@@ -4,6 +4,7 @@
 from io import BytesIO
 import os
 from textwrap import fill
+import warnings
 
 from pandas._config import config
 
@@ -791,7 +792,7 @@ def close(self):
 class ExcelFile:
     """
     Class for parsing tabular excel sheets into DataFrame objects.
-    Uses xlrd. See read_excel for more documentation
+    Uses xlrd, openpyxl or odf. See read_excel for more documentation
 
     Parameters
     ----------
@@ -811,8 +812,13 @@ class ExcelFile:
     _engines = {"xlrd": _XlrdReader, "openpyxl": _OpenpyxlReader, "odf": _ODFReader}
 
     def __init__(self, io, engine=None):
-        if engine is None:
+        if engine == "xlrd" or engine is None:
             engine = "xlrd"
+            warnings.warn(
+                "xlrd is deprecated. Alternative supported engines: 'openpyxl' or 'odf'.",
+                FutureWarning,
+                stacklevel=2,
+            )
         if engine not in self._engines:
             raise ValueError("Unknown engine: {engine}".format(engine=engine))
 

pandas/tests/io/excel/test_xlrd.py

@@ -39,3 +39,19 @@ def test_excel_table_sheet_by_index(datapath, read_ext):
     with pd.ExcelFile(path) as excel:
         with pytest.raises(xlrd.XLRDError):
             pd.read_excel(excel, "asdf")
+
+
+def test_excel_file_warning_with_default_engine(datapath):
+    path = datapath("io", "data", "test1.xls")
+    with tm.assert_produces_warning(
+        FutureWarning, check_stacklevel=False, raise_on_extra_warnings=False
+    ):
+        pd.ExcelFile(path)
+
+
+def test_read_excel_warning_with_default_engine(tmpdir, datapath):
+    path = datapath("io", "data", "test1.xls")
+    with tm.assert_produces_warning(
+        FutureWarning, check_stacklevel=False, raise_on_extra_warnings=False
+    ):
+        pd.read_excel(path, "Sheet1")