TST/DOC: Add procedure for TestPickle

[sinhrks]

Added procedure to TestPickle. Based on #9291, I think updating setup.py is likely to be ommitted.

[jreback]

yep. Is there any way to have setup automatically pick up all of the directories under a tree in package_data ?

[sinhrks]

@jreback Yeah it's better. Modified both setup.py and test_pickle.py to test all files under "legacy_pickle".

[jreback]

rather than making these in one test, can you have a routine which create tests from the legacy_pickle dir (like you are doing now), but makes them separate tests (so need to do this at import time). That way you can see them running indepedently (and if they fail they would fail independetly)

[sinhrks]

OK. I understand that to make nose to find dynamically added test methods, we have to use test generators. Thus, I changed the TestPickle not to inherit unittest.TestCase. If there is a better way, please lmk.
http://stackoverflow.com/questions/6689537/nose-test-generators-inside-class

When execute the test, we will see:

__main__.TestPickle.test_pickles('0.10.1',) ... ok
__main__.TestPickle.test_pickles('0.11.0',) ... ok
__main__.TestPickle.test_pickles('0.12.0',) ... ok
__main__.TestPickle.test_pickles('0.13.0',) ... ok
__main__.TestPickle.test_pickles('0.14.0',) ... ok
__main__.TestPickle.test_pickles('0.14.1',) ... ok
__main__.TestPickle.test_pickles('0.15.0',) ... ok
__main__.TestPickle.test_pickles('0.15.2',) ... ok
__main__.TestPickle.test_round_trip_current ... ok

----------------------------------------------------------------------
Ran 9 tests in 1.359s

OK

[jreback]

put a comment why we are not sub-classing TestCase here

[sinhrks]

Added.

[jreback]

@sinhrks ok

a possible 'soln' to this is to make make all of the methods in tm.TestCase (currently) into a MixIn (and include it there, so nothing changes). And then you can use the MixIn here.

[sinhrks]

@jreback Based on #8923, better to use methods under tm... without creating mixin? I've modified test cases to use them.

[jreback]

thanks for this!