TST: assert_produces_warning works with filterwarnings

Previously, assert_produces_warning did not play well with pytest's
filterwarnings.

```
===================================================================================== FAILURES ======================================================================================
____________________________________________________________________ test_assert_produces_warning_honors_filter _____________________________________________________________________

    @pytest.mark.filterwarnings('ignore:f1:FutureWarning')
    def test_assert_produces_warning_honors_filter():
        with tm.assert_produces_warning(RuntimeWarning):
>           f()

pandas/tests/util/test_assert_produces_warning.py:17:
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

self = <contextlib._GeneratorContextManager object at 0x11dd61128>, type = None, value = None, traceback = None

    def __exit__(self, type, value, traceback):
        if type is None:
            try:
>               next(self.gen)
E               AssertionError: Caused unexpected warning(s): [('FutureWarning', FutureWarning('f1'), '/Users/taugspurger/sandbox/pandas/pandas/tests/util/test_assert_produces_warni
ng.py', 10)].

/usr/local/Cellar/python/3.7.2_2/Frameworks/Python.framework/Versions/3.7/lib/python3.7/contextlib.py:119: AssertionError
============================================================================= 1 failed in 0.20 seconds ==============================================================================```

Internally, `assert_produces_warning` sets a new `filter`, which
overrides any filters set by pytest. We allow for `filter_level=None` to
not set a filter.

Author: TomAugspurger

pandas/tests/util/test_assert_produces_warning.py

@@ -0,0 +1,16 @@
+import warnings
+
+import pytest
+
+import pandas.util.testing as tm
+
+
+def f():
+    warnings.warn('f1', FutureWarning)
+    warnings.warn('f2', RuntimeWarning)
+
+
+@pytest.mark.filterwarnings('ignore:f1:FutureWarning')
+def test_assert_produces_warning_honors_filter():
+    with tm.assert_produces_warning(RuntimeWarning, filter_level=None):
+        f()

pandas/util/testing.py

@@ -2584,7 +2584,7 @@ def assert_produces_warning(expected_warning=Warning, filter_level="always",
         The type of Exception raised. ``exception.Warning`` is the base
         class for all warnings. To check that no warning is returned,
         specify ``False`` or ``None``.
-    filter_level : str, default "always"
+    filter_level : str or None, default "always"
         Specifies whether warnings are ignored, displayed, or turned
         into errors.
         Valid values are:
@@ -2597,6 +2597,7 @@ class for all warnings. To check that no warning is returned,
         * "module" - print the warning the first time it is generated
           from each module
         * "once" - print the warning the first time it is generated
+        * None - do not apply a new filter
 
     clear : str, default None
         If not ``None`` then remove any previously raised warnings from
@@ -2646,7 +2647,8 @@ class for all warnings. To check that no warning is returned,
                     pass
 
         saw_warning = False
-        warnings.simplefilter(filter_level)
+        if filter_level:
+            warnings.simplefilter(filter_level)
         yield w
         extra_warnings = []