Add CHANGELOG for the py.code merge

Author: nicoddemus

CHANGELOG.rst

@@ -30,6 +30,15 @@
   found in the environment, even when -vv isn't used.
   Thanks `@The-Compiler`_ for the PR.
 
+* `py.code <http://pylib.readthedocs.org/en/latest/code.html>`_ has been
+  merged into the ``pytest`` repository. This decision was made because
+  ``py.code`` had very few uses outside ``pytest`` and the fact that it was
+  in a different repository made it difficult to fix bugs on its code in a
+  timely manner. The team hopes with this to be able to better refactor out
+  and improve that code.
+  This change shouldn't affect users, but it is useful to let users aware
+  if they encounter any strange behavior.
+
 
 **Bug Fixes**