Fix mFi error handling in setup_platform

The exception we were catching incorrectly referenced the client variable
in local scope instead of the module. Also, if we fail to connect we can
get a requests exception, so catch and handle that as well.

tests/components/sensor/test_mfi.py

@@ -7,6 +7,8 @@ Tests mFi sensor.
 import unittest
 import unittest.mock as mock
 
+import requests
+
 import homeassistant.components.sensor as sensor
 import homeassistant.components.sensor.mfi as mfi
 from homeassistant.const import TEMP_CELCIUS
@@ -54,6 +56,15 @@ class TestMfiSensorSetup(unittest.TestCase):
                                          dict(self.GOOD_CONFIG),
                                          None))
 
+    @mock.patch('mficlient.client')
+    def test_setup_failed_connect(self, mock_client):
+        mock_client.FailedToLogin = Exception()
+        mock_client.MFiClient.side_effect = requests.exceptions.ConnectionError
+        self.assertFalse(
+            self.PLATFORM.setup_platform(self.hass,
+                                         dict(self.GOOD_CONFIG),
+                                         None))
+
     @mock.patch('mficlient.client.MFiClient')
     def test_setup_minimum(self, mock_client):
         config = dict(self.GOOD_CONFIG)