ENH: Add all warnings check to the assert_produces_warnings, and separate messages for each warning.

pandas/_testing/_warnings.py

@@ -32,7 +32,8 @@ def assert_produces_warning(
     ] = "always",
     check_stacklevel: bool = True,
     raise_on_extra_warnings: bool = True,
-    match: str | None = None,
+    match: str | tuple[str | None, ...] | None = None,
+    must_find_all_warnings: bool = True,
 ) -> Generator[list[warnings.WarningMessage], None, None]:
     """
     Context manager for running code expected to either raise a specific warning,
@@ -68,8 +69,15 @@ class for all warnings. To raise multiple types of exceptions,
     raise_on_extra_warnings : bool, default True
         Whether extra warnings not of the type `expected_warning` should
         cause the test to fail.
-    match : str, optional
-        Match warning message.
+    match : {str, tuple[str, ...]}, optional
+        Match warning message. If it's a tuple, it has to be the size of
+        `expected_warning`. If additionally `must_find_all_warnings` is
+        True, each expected warning's message gets matched with a respective
+        match. Otherwise, multiple values get treated as an alternative.
+    must_find_all_warnings : bool, default True
+        If True and `expected_warning` is a tuple, each expected warning
+        type must get encountered. Otherwise, even one expected warning
+        results in success.
 
     Examples
     --------
@@ -97,13 +105,32 @@ class for all warnings. To raise multiple types of exceptions,
             yield w
         finally:
             if expected_warning:
-                expected_warning = cast(type[Warning], expected_warning)
-                _assert_caught_expected_warning(
-                    caught_warnings=w,
-                    expected_warning=expected_warning,
-                    match=match,
-                    check_stacklevel=check_stacklevel,
-                )
+                if isinstance(expected_warning, tuple) and must_find_all_warnings:
+                    match = (
+                        match
+                        if isinstance(match, tuple)
+                        else tuple(match for i in range(len(expected_warning)))
+                    )
+                    for warning_type, warning_match in zip(expected_warning, match):
+                        _assert_caught_expected_warning(
+                            caught_warnings=w,
+                            expected_warning=warning_type,
+                            match=warning_match,
+                            check_stacklevel=check_stacklevel,
+                        )
+                else:
+                    expected_warning = cast(type[Warning], expected_warning)
+                    match = (
+                        "|".join(m for m in match if m)
+                        if isinstance(match, tuple)
+                        else match
+                    )
+                    _assert_caught_expected_warning(
+                        caught_warnings=w,
+                        expected_warning=expected_warning,
+                        match=match,
+                        check_stacklevel=check_stacklevel,
+                    )
             if raise_on_extra_warnings:
                 _assert_caught_no_extra_warnings(
                     caught_warnings=w,

pandas/_testing/contexts.py

@@ -209,7 +209,7 @@ def raises_chained_assignment_error(warn=True, extra_warnings=(), extra_match=()
     elif PYPY and extra_warnings:
         return assert_produces_warning(
             extra_warnings,
-            match="|".join(extra_match),
+            match=extra_match,
         )
     else:
         if using_copy_on_write():
@@ -226,5 +226,5 @@ def raises_chained_assignment_error(warn=True, extra_warnings=(), extra_match=()
             warning = (warning, *extra_warnings)  # type: ignore[assignment]
         return assert_produces_warning(
             warning,
-            match="|".join((match, *extra_match)),
+            match=(match, *extra_match),
         )

pandas/tests/extension/test_sparse.py

@@ -237,7 +237,7 @@ def test_isna(self, data_missing):
         tm.assert_equal(sarr.isna(), expected)
 
     def test_fillna_limit_backfill(self, data_missing):
-        warns = (PerformanceWarning, FutureWarning)
+        warns = FutureWarning
         with tm.assert_produces_warning(warns, check_stacklevel=False):
             super().test_fillna_limit_backfill(data_missing)
 

pandas/tests/indexing/test_chaining_and_caching.py

@@ -289,7 +289,9 @@ def test_detect_chained_assignment_changing_dtype(self):
         with tm.raises_chained_assignment_error():
             df.loc[2]["C"] = "foo"
         tm.assert_frame_equal(df, df_original)
-        with tm.raises_chained_assignment_error(extra_warnings=(FutureWarning,)):
+        with tm.raises_chained_assignment_error(
+            extra_warnings=(FutureWarning,), extra_match=(None,)
+        ):
             df["C"][2] = "foo"
         tm.assert_frame_equal(df, df_original)
 

pandas/tests/io/parser/common/test_read_errors.py

@@ -192,7 +192,6 @@ def test_warn_bad_lines(all_parsers):
     expected_warning = ParserWarning
     if parser.engine == "pyarrow":
         match_msg = "Expected 1 columns, but found 3: 1,2,3"
-        expected_warning = (ParserWarning, DeprecationWarning)
 
     with tm.assert_produces_warning(
         expected_warning, match=match_msg, check_stacklevel=False
@@ -311,7 +310,6 @@ def test_on_bad_lines_warn_correct_formatting(all_parsers):
     expected_warning = ParserWarning
     if parser.engine == "pyarrow":
         match_msg = "Expected 2 columns, but found 3: a,b,c"
-        expected_warning = (ParserWarning, DeprecationWarning)
 
     with tm.assert_produces_warning(
         expected_warning, match=match_msg, check_stacklevel=False

pandas/tests/io/parser/test_parse_dates.py

@@ -343,7 +343,7 @@ def test_multiple_date_col(all_parsers, keep_date_col, request):
         "names": ["X0", "X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8"],
     }
     with tm.assert_produces_warning(
-        (DeprecationWarning, FutureWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(StringIO(data), **kwds)
 
@@ -724,7 +724,7 @@ def test_multiple_date_col_name_collision(all_parsers, data, parse_dates, msg):
     )
     with pytest.raises(ValueError, match=msg):
         with tm.assert_produces_warning(
-            (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+            FutureWarning, match=depr_msg, check_stacklevel=False
         ):
             parser.read_csv(StringIO(data), parse_dates=parse_dates)
 
@@ -1248,14 +1248,14 @@ def test_multiple_date_col_named_index_compat(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         with_indices = parser.read_csv(
             StringIO(data), parse_dates={"nominal": [1, 2]}, index_col="nominal"
         )
 
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         with_names = parser.read_csv(
             StringIO(data),
@@ -1280,13 +1280,13 @@ def test_multiple_date_col_multiple_index_compat(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data), index_col=["nominal", "ID"], parse_dates={"nominal": [1, 2]}
         )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         expected = parser.read_csv(StringIO(data), parse_dates={"nominal": [1, 2]})
 
@@ -2267,7 +2267,7 @@ def test_parse_dates_dict_format_two_columns(all_parsers, key, parse_dates):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data), date_format={key: "%d- %m-%Y"}, parse_dates=parse_dates

pandas/tests/io/parser/usecols/test_parse_dates.py

@@ -145,7 +145,7 @@ def test_usecols_with_parse_dates4(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data),
@@ -186,7 +186,7 @@ def test_usecols_with_parse_dates_and_names(all_parsers, usecols, names, request
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(s), names=names, parse_dates=parse_dates, usecols=usecols