DOC: added type annotations and tests to check for multiple warning match

pandas/_testing/_warnings.py

@@ -9,6 +9,7 @@
 from typing import (
     Literal,
     Sequence,
+    Tuple,
     Type,
     cast,
 )
@@ -17,7 +18,7 @@
 
 @contextmanager
 def assert_produces_warning(
-    expected_warning: type[Warning] | bool | None = Warning,
+    expected_warning: type[Warning] | bool | Tuple[type[Warning], ...] | None = Warning,
     filter_level: Literal[
         "error", "ignore", "always", "default", "module", "once"
     ] = "always",
@@ -157,7 +158,7 @@ def _assert_caught_expected_warning(
 def _assert_caught_no_extra_warnings(
     *,
     caught_warnings: Sequence[warnings.WarningMessage],
-    expected_warning: type[Warning] | bool | None,
+    expected_warning: type[Warning] | bool | Tuple[type[Warning], ...] | None,
 ) -> None:
     """Assert that no extra warnings apart from the expected ones are caught."""
     extra_warnings = []
@@ -195,7 +196,7 @@ def _assert_caught_no_extra_warnings(
 
 def _is_unexpected_warning(
     actual_warning: warnings.WarningMessage,
-    expected_warning: type[Warning] | bool | None,
+    expected_warning: type[Warning] | bool | Tuple[type[Warning], ...] |  None,
 ) -> bool:
     """Check if the actual warning issued is unexpected."""
     if actual_warning and not expected_warning:

pandas/tests/util/test_assert_produces_warning.py

@@ -178,6 +178,14 @@ def test_same_category_different_messages_last_match():
         warnings.warn("Do not match that either", category)
         warnings.warn("Match this", category)
 
+def test_match_multiple_warnings():
+    #https://github.com/pandas-dev/pandas/issues/47829
+    category = (FutureWarning, UserWarning)
+    with tm.assert_produces_warning(category, match=r"^Match this"):
+        warnings.warn("Match this",FutureWarning )
+        warnings.warn("Match this too", UserWarning)
+
+
 
 def test_right_category_wrong_match_raises(pair_different_warnings):
     target_category, other_category = pair_different_warnings