use ensure_clean rather than explicit os.remove #34384

ci/code_checks.sh

@@ -266,12 +266,11 @@ if mods:
     sys.exit(len(mods))
     "
     RET=$(($RET + $?)) ; echo $MSG "DONE"
-
-	MSG='Check code for instances of os.remove' ; echo $MSG
-	#TODO: insert check here Issue #34384
-	RET=$(($RET + $?)) ; echo $MSG "DONE"
-
-
+
+    MSG='Check code for instances of os.remove' ; echo $MSG
+    invgrep -R --include="*.py*" -E "os.remove" pandas
+    RET=$(($RET + $?)) ; echo $MSG "DONE"
+
 fi
 
 ### DOCTESTS ###

pandas/tests/io/excel/test_openpyxl.py

@@ -8,7 +8,7 @@
 import pandas._testing as tm
 
 from pandas.io.excel import ExcelWriter, _OpenpyxlWriter
-from pandas.testing import ensure_clean
+from pandas._testing import ensure_clean
 
 openpyxl = pytest.importorskip("openpyxl")
 
@@ -109,16 +109,17 @@ def test_write_append_mode(ext, mode, expected):
 
 
 def test_to_excel_with_openpyxl_engine(ext, tmpdir):
-    # GH 29854
-    df1 = DataFrame({"A": np.linspace(1, 10, 10)})
-    df2 = DataFrame({"B": np.linspace(1, 20, 10)})
-    df = pd.concat([df1, df2], axis=1)
-    styled = df.style.applymap(
-        lambda val: "color: %s" % ("red" if val < 0 else "black")
-    ).highlight_max()
-
-    filename = tmpdir / "styled.xlsx"
-    styled.to_excel(filename, engine="openpyxl")
-
-    assert filename.exists()
-    ensure_clean(filename)
+
+    with ensure_clean('styled.xlsx') as filename:
+        # GH 29854
+        df1 = DataFrame({"A": np.linspace(1, 10, 10)})
+        df2 = DataFrame({"B": np.linspace(1, 20, 10)})
+        df = pd.concat([df1, df2], axis=1)
+        styled = df.style.applymap(
+            lambda val: "color: %s" % ("red" if val < 0 else "black")
+        ).highlight_max()
+
+        styled.to_excel(filename, engine="openpyxl")
+
+        assert filename.exists()
+

pandas/tests/io/pytables/common.py

@@ -5,7 +5,7 @@
 import pytest
 
 from pandas.io.pytables import HDFStore
-from pandas.testing import ensure_clean
+from pandas._testing import ensure_clean
 
 tables = pytest.importorskip("tables")
 # set these parameters so we don't have file sharing
@@ -17,7 +17,8 @@
 def safe_remove(path):
     if path is not None:
         try:
-            ensure_clean(path)
+            with ensure_clean(path) as filename:
+                ensure_clean(filename)
         except OSError:
             pass