TST: Catch Warnings in tests

[TomAugspurger]

If only to have nicer looking test output.

.../Users/tom/Envs/py3/lib/python3.4/site-packages/pandas/pandas/tools/plotting.py:3229: UserWarning: To output multiple subplots, the figure containing the passed axes is being cleared
  "is being cleared", UserWarning)
../Users/tom/Envs/py3/lib/python3.4/site-packages/pandas/pandas/tools/plotting.py:3212: UserWarning: When passing multiple axes, sharex and sharey are ignored.These settings must be specified when creating axes
  "These settings must be specified when creating axes", UserWarning)
............................S..S.../Users/tom/Envs/py3/lib/python3.4/site-packages/matplotlib-1.5.x-py3.4-macosx-10.9-x86_64.egg/matplotlib/axes/_axes.py:475: UserWarning: No labelled objects found. Use label='...' kwarg on individual plots.
  warnings.warn("No labelled objects found. "
.S.............................................../Users/tom/Envs/py3/lib/python3.4/site-packages/pandas/pandas/tools/plotting.py:3209: UserWarning: When passing multiple axes, layout keyword is ignored
  warnings.warn("When passing multiple axes, layout keyword is ignored", UserWarning)

[jreback]

yep, these should be explicity tested/caught. Maybe add checkboxes to list them out ?

[TomAugspurger]

I'm doing graphics right now. Will tick them off by module as I go.

[jankatins]

Isn't there some way to make all uncaught warnings failures?

[jreback]

warnings.simplefilter('error',Warning) I think works (to sort of figure this out)

Sort of do this here: (this is for the experimental builds): https://github.com/pydata/pandas/blob/master/pandas/util/testing.py#L62

[TomAugspurger]

@jreback I just found out that you can do that and came here to post it :)

I'll get back to this soon. It'll be so much easier now that it raises.