[tests] Fix cpp streaming data tests (#5481)

tests/cpp_tests/test_stream.cpp

@@ -35,6 +35,9 @@ void test_stream_dense(
   int has_init_scores = init_scores != nullptr;
   int has_queries = groups != nullptr;
 
+  bool succeeded = true;
+  std::string exceptionText("");
+
   try {
     int result = 0;
     switch (creation_type) {
@@ -111,13 +114,19 @@ void test_stream_dense(
                               init_scores,
                               groups);
   }
-  catch (...) {
+  catch (std::exception& ex) {
+    succeeded = false;
+    exceptionText = std::string(ex.what());
   }
 
   if (dataset_handle) {
     int result = LGBM_DatasetFree(dataset_handle);
     EXPECT_EQ(0, result) << "LGBM_DatasetFree result code: " << result;
   }
+
+  if (!succeeded) {
+    FAIL() << "Test Dense Stream failed with exception: " << exceptionText;
+  }
 }
 
 void test_stream_sparse(
@@ -142,6 +151,9 @@ void test_stream_sparse(
   int has_init_scores = init_scores != nullptr;
   int has_queries = groups != nullptr;
 
+  bool succeeded = true;
+  std::string exceptionText("");
+
   try {
     int result = 0;
     switch (creation_type) {
@@ -220,13 +232,19 @@ void test_stream_sparse(
                               init_scores,
                               groups);
   }
-  catch (...) {
+  catch (std::exception& ex) {
+    succeeded = false;
+    exceptionText = std::string(ex.what());
   }
 
   if (dataset_handle) {
     int result = LGBM_DatasetFree(dataset_handle);
     EXPECT_EQ(0, result) << "LGBM_DatasetFree result code: " << result;
   }
+
+  if (!succeeded) {
+    FAIL() << "Test Sparse Stream failed with exception: " << exceptionText;
+  }
 }
 
 TEST(Stream, PushDenseRowsWithMetadata) {