fix deprecation messages

pymc/backends/ndarray.py

@@ -58,29 +58,35 @@ def save_trace(trace: MultiTrace, directory: Optional[str] = None, overwrite=Fal
     warnings.warn(
         "The `save_trace` function will soon be removed."
         "Instead, use `arviz.to_netcdf` to save traces.",
-        DeprecationWarning,
+        FutureWarning,
     )
 
-    if directory is None:
-        directory = ".pymc_{}.trace"
-        idx = 1
-        while os.path.exists(directory.format(idx)):
-            idx += 1
-        directory = directory.format(idx)
-
-    if os.path.isdir(directory):
-        if overwrite:
-            shutil.rmtree(directory)
-        else:
-            raise OSError(
-                "Cautiously refusing to overwrite the already existing {}! Please supply "
-                "a different directory, or set `overwrite=True`".format(directory)
-            )
-    os.makedirs(directory)
-
-    for chain, ndarray in trace._straces.items():
-        SerializeNDArray(os.path.join(directory, str(chain))).save(ndarray)
-    return directory
+    if isinstance(trace, MultiTrace):
+        if directory is None:
+            directory = ".pymc_{}.trace"
+            idx = 1
+            while os.path.exists(directory.format(idx)):
+                idx += 1
+            directory = directory.format(idx)
+
+        if os.path.isdir(directory):
+            if overwrite:
+                shutil.rmtree(directory)
+            else:
+                raise OSError(
+                    "Cautiously refusing to overwrite the already existing {}! Please supply "
+                    "a different directory, or set `overwrite=True`".format(directory)
+                )
+        os.makedirs(directory)
+
+        for chain, ndarray in trace._straces.items():
+            SerializeNDArray(os.path.join(directory, str(chain))).save(ndarray)
+        return directory
+    else:
+        raise TypeError(
+            f"You are attempting to save an InferenceData object but this function "
+            "works only for MultiTrace objects. Use `arviz.to_netcdf` instead"
+        )
 
 
 def load_trace(directory: str, model=None) -> MultiTrace:
@@ -103,7 +109,7 @@ def load_trace(directory: str, model=None) -> MultiTrace:
     warnings.warn(
         "The `load_trace` function will soon be removed."
         "Instead, use `arviz.from_netcdf` to load traces.",
-        DeprecationWarning,
+        FutureWarning,
     )
     straces = []
     for subdir in glob.glob(os.path.join(directory, "*")):
@@ -125,7 +131,7 @@ def __init__(self, directory: str):
         warnings.warn(
             "The `SerializeNDArray` class will soon be removed. "
             "Instead, use ArviZ to save/load traces.",
-            DeprecationWarning,
+            FutureWarning,
         )
         self.directory = directory
         self.metadata_path = os.path.join(self.directory, self.metadata_file)