CI: Fix pytest scripts and doc failure (pandas-dev#53888)

Author: mroeschke

doc/source/whatsnew/v0.10.0.rst

@@ -181,7 +181,7 @@ labeled the aggregated group with the end of the interval: the next day).
   ``X0``, ``X1``, ...) can be reproduced by specifying ``prefix='X'``:
 
 .. ipython:: python
-   :okwarning:
+   :okexcept:
 
     import io
 

scripts/tests/conftest.py

@@ -0,0 +1,8 @@
+# pyproject.toml defines addopts: --strict-data-files
+# strict-data-files is defined & used in pandas/conftest.py
+def pytest_addoption(parser):
+    parser.addoption(
+        "--strict-data-files",
+        action="store_true",
+        help="Unused",
+    )