TST: test for warnings using tm.assert_produces_warning()

Fix tests that used `pytest.raises()` to check for warnings, to use
`tm.assert_produces_warning()` instead.  This is more correct, and it
fixes running the test suite without `-Werror`.  This is how Gentoo runs
it, to avoid sudden test failures due to new deprecation warnings from
upgraded dependencies.

Author: mgorny

pandas/tests/io/xml/test_xml.py

@@ -1361,16 +1361,18 @@ def test_stylesheet_with_etree(kml_cta_rail_lines, xsl_flatten_doc):
 
 @pytest.mark.parametrize("val", ["", b""])
 def test_empty_stylesheet(val):
-    pytest.importorskip("lxml")
+    lxml_etree = pytest.importorskip("lxml.etree")
+
     msg = (
         "Passing literal xml to 'read_xml' is deprecated and "
         "will be removed in a future version. To read from a "
         "literal string, wrap it in a 'StringIO' object."
     )
     kml = os.path.join("data", "xml", "cta_rail_lines.kml")
 
-    with pytest.raises(FutureWarning, match=msg):
-        read_xml(kml, stylesheet=val)
+    with pytest.raises(lxml_etree.XMLSyntaxError):
+        with tm.assert_produces_warning(FutureWarning, match=msg):
+            read_xml(kml, stylesheet=val)
 
 
 # ITERPARSE

pandas/tests/tslibs/test_to_offset.py

@@ -7,6 +7,7 @@
     offsets,
     to_offset,
 )
+import pandas._testing as tm
 
 
 @pytest.mark.parametrize(
@@ -194,7 +195,7 @@ def test_to_offset_lowercase_frequency_deprecated(freq_depr):
     depr_msg = f"'{freq_depr[1:]}' is deprecated and will be removed in a "
     f"future version, please use '{freq_depr.upper()[1:]}' instead."
 
-    with pytest.raises(FutureWarning, match=depr_msg):
+    with tm.assert_produces_warning(FutureWarning, match=depr_msg):
         to_offset(freq_depr)
 
 
@@ -214,5 +215,5 @@ def test_to_offset_uppercase_frequency_deprecated(freq_depr):
     depr_msg = f"'{freq_depr[1:]}' is deprecated and will be removed in a "
     f"future version, please use '{freq_depr.lower()[1:]}' instead."
 
-    with pytest.raises(FutureWarning, match=depr_msg):
+    with tm.assert_produces_warning(FutureWarning, match=depr_msg):
         to_offset(freq_depr)