BLD: wheel building is now failing

[jreback]

start 3 days ago: https://travis-ci.org/MacPython/pandas-wheels/builds/348053404

I think something is showing a UserWarning that didn't before.

like between master and: 52559f5

[jreback]

cc @jbrockmendel @WillAyd @Liam3851 @mroeschke @topper-123

(you had non-trivial changes since then)

[jreback]

builds for wheels are on numpy 1.9.3

[WillAyd]

Kind of strange that the error getting thrown is a ResourceWarning. Checking the Python docs this is typically ignored unless Python is built in debug mode. I don't see anything in the pandas codebase that would explicitly set that save when PANDAS_TESTING_MODE contains "deprecate". Unless I'm overlooking it though I don't see that env variable set for this build

[jbrockmendel]

Is it happening consistently? Could be a file handle leak? If so, maybe try just instantiating/reading the StringIO obj without the rest of the test?

[jreback]

no this is new

there is a warning that is not being caught

[jreback]

this is ok now