fix test test warnings (pandas-dev#36640)

Author: jbrockmendel

pandas/tests/io/excel/test_writers.py

@@ -1286,10 +1286,9 @@ def test_merged_cell_custom_objects(self, merge_cells, path):
         expected.to_excel(path)
         result = pd.read_excel(path, header=[0, 1], index_col=0, convert_float=False)
         # need to convert PeriodIndexes to standard Indexes for assert equal
-        expected.columns.set_levels(
+        expected.columns = expected.columns.set_levels(
             [[str(i) for i in mi.levels[0]], [str(i) for i in mi.levels[1]]],
             level=[0, 1],
-            inplace=True,
         )
         expected.index = expected.index.astype(np.float64)
         tm.assert_frame_equal(expected, result)

pandas/tests/series/apply/test_series_transform.py

@@ -121,15 +121,20 @@ def test_transform_bad_dtype(op):
     s = Series(3 * [object])  # Series that will fail on most transforms
     if op in ("backfill", "shift", "pad", "bfill", "ffill"):
         pytest.xfail("Transform function works on any datatype")
+
     msg = "Transform function failed"
-    with pytest.raises(ValueError, match=msg):
-        s.transform(op)
-    with pytest.raises(ValueError, match=msg):
-        s.transform([op])
-    with pytest.raises(ValueError, match=msg):
-        s.transform({"A": op})
-    with pytest.raises(ValueError, match=msg):
-        s.transform({"A": [op]})
+
+    # tshift is deprecated
+    warn = None if op != "tshift" else FutureWarning
+    with tm.assert_produces_warning(warn, check_stacklevel=False):
+        with pytest.raises(ValueError, match=msg):
+            s.transform(op)
+        with pytest.raises(ValueError, match=msg):
+            s.transform([op])
+        with pytest.raises(ValueError, match=msg):
+            s.transform({"A": op})
+        with pytest.raises(ValueError, match=msg):
+            s.transform({"A": [op]})
 
 
 @pytest.mark.parametrize("use_apply", [True, False])