deprecation warning filter to error

Author: jreback

appveyor.yml

@@ -15,6 +15,7 @@ environment:
     # See: http://stackoverflow.com/a/13751649/163740
     CMD_IN_ENV: "cmd /E:ON /V:ON /C .\\ci\\run_with_env.cmd"
     clone_folder: C:\projects\pandas
+    PANDAS_TESTING_MODE: "deprecate"
 
   matrix:
 

pandas/util/testing.py

@@ -60,7 +60,7 @@ def set_testing_mode():
     # set the testing mode filters
     testing_mode = os.environ.get('PANDAS_TESTING_MODE', 'None')
     if 'deprecate' in testing_mode:
-        warnings.simplefilter('always', _testing_mode_warnings)
+        warnings.simplefilter('error', _testing_mode_warnings)
 
 
 def reset_testing_mode():