BUG: warning when using colors 'CN'

[ivanovmg]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

import matplotlib.pyplot as plt
import numpy as np
import pandas as pd


df = pd.DataFrame(np.random.randn(10, 3), columns=["a", "b", "c"])
df.plot(color='C0')
plt.show()

Problem description

On master branch when executing the code above the following warning is raised.

workspaces/pandas/pandas/plotting/_matplotlib/style.py:64: MatplotlibDeprecationWarning: Support for uppercase single-letter colors is deprecated since Matplotlib 3.1 and will be removed in 3.3; please use lowercase instead.
  [conv.to_rgba(c) for c in colors]

Expected Output

Expected no warnings.

Related issue: #15516. The feature with "CN"-like colors was introduced in #15873.

I figured out that the problem lies in the line

        maybe_color_cycle = _maybe_valid_colors(list(colors))

So, if colors is "C0", then it is split into ["C", "0"].

I will fix it.

Output of pd.show_versions()

INSTALLED VERSIONS

commit : None
python : 3.8.3.final.0
python-bits : 32
OS : Windows
OS-release : 10
machine : AMD64
processor : Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : English_United States.1251

pandas : 1.0.5
numpy : 1.19.0
pytz : 2020.1
dateutil : 2.8.1
pip : 19.2.3
setuptools : 41.2.0
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
fastparquet : None
gcsfs : None
lxml.etree : None
matplotlib : 3.2.2
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pytables : None
pytest : None
pyxlsb : None
s3fs : None
scipy : 1.5.1
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : 1.2.0
xlwt : None
xlsxwriter : None
numba : None