Check for pyarrow not feather before pyarrow tests
read_feather/to_feather now use pyarrow.feather, not top-level (feather-format) feather, but some of their tests were still looking for top-level feather.

Two of them that deliberately cause a file not found error were also looking for the wrong form of error message.  (Probably nobody noticed because the above was skipping them.)
Hello @rebecca-palmer! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-01-21 22:13:53 UTC The build failures were because my system quotes the filename in the error message and some of yours don't; should be fixed now. lgtm. ping on green. Versions of this error message from the failed CI runs:
"Failed to open local file 'foo/\~/does_not_exist.feather', error: 没有那个文件或目录"
"Failed to open local file '/home/vsts/work/1/s/pandas/tests/io/data/does_not_exist.feather', error: 没有那个文件或目录"
"Failed to open local file 'foo/\~/does_not_exist.feather', error: The system cannot find the path specified.\r\n"
"Failed to open local file 'D:/a/1/s/pandas/tests/io/data/does_not_exist.feather', error: The system cannot find the file specified.\r\n"
'Failed to open local file: foo/\~/does_not_exist.feather , error: File o directory non esistente'
'Failed to open local file: /home/vsts/work/1/s/pandas/tests/io/data/does_not_exist.feather , error: File o directory non esistente'
'Failed to open local file: /Users/runner/runners/2.164.3/work/1/s/pandas/tests/io/data/does_not_exist.feather , error: No such file or directory'
'Failed to open local file: foo/~/does_not_exist.feather , error: No such file or directory'
(My local error, that I first wrote msg8 to accept, was in the first one's format but in English.)

History: This test was added in https://github.com/pandas-dev/pandas/pull/16523 (because read_msgpack was returning garbage instead of an exception), initially checking only the exception type.  It began checking the error message in https://github.com/pandas-dev/pandas/pull/24676

My latest version changes the pattern to "Failed to open local file.+does_not_exist\.{fn_ext}.?, error: .*", i.e. gives up on matching the last part of the message. green @jreback thanks @rebecca-palmer very nice