ENH: match warning messages

[ivanovmg]

Is your feature request related to a problem?

I wish we could match warning messages using pandas._testing.assert_produces_warning.
Currently it catches the warning category, but does not match the message.
Recently (#36982) I stumbled upon the need for this feature.

Describe the solution you'd like

pandas._testing.assert_produces_warning should take optional keyword argument match, to make it look similar to pytest.warns.

API breaking implications

Should not break existing API, as match would be an optional argument.

Describe alternatives you've considered

I used custom way of catching warnings (via warnings.catch_warnings) and matching their messages, but was suggested to give preference to assert_produces_warning.