TST: catch performance warnings

[jreback]

xref #18849

need to assert these PerformanceWarnings

cc @jbrockmendel

pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[Asia/Tokyo-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[Asia/Tokyo-Index]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[US/Eastern-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[US/Eastern-Index]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[dateutil/Asia/Singapore-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized

[jreback]

cc @jbrockmendel if we can address this before anything else

[jbrockmendel]

Sure, will pin this on to #18884 to avoid breaking the self-imposed moratorium on new PRs.

Out of curiosity, how does pytest to label test_dti_sub_offset_array[US/Eastern-Index] with Index but not test_dti_sub_offset_array[US/Eastern-box0] with array?

[jreback]

see how ids are computed in pytest. you can specify them (with the ids in paramertize), but usually not that useful.