TST: Add unmatched warning messages to assert_produces_warning() error

pandas/_testing/_warnings.py

@@ -106,6 +106,7 @@ def _assert_caught_expected_warning(
     """Assert that there was the expected warning among the caught warnings."""
     saw_warning = False
     matched_message = False
+    unmatched_messages = []
 
     for actual_warning in caught_warnings:
         if issubclass(actual_warning.category, expected_warning):
@@ -116,8 +117,11 @@ def _assert_caught_expected_warning(
             ):
                 _assert_raised_with_correct_stacklevel(actual_warning)
 
-            if match is not None and re.search(match, str(actual_warning.message)):
-                matched_message = True
+            if match is not None:
+                if re.search(match, str(actual_warning.message)):
+                    matched_message = True
+                else:
+                    unmatched_messages.append(actual_warning.message)
 
     if not saw_warning:
         raise AssertionError(
@@ -128,7 +132,8 @@ def _assert_caught_expected_warning(
     if match and not matched_message:
         raise AssertionError(
             f"Did not see warning {repr(expected_warning.__name__)} "
-            f"matching {match}"
+            f"matching '{match}'. The emitted warning messages are "
+            f"{unmatched_messages}"
         )
 
 

pandas/tests/util/test_assert_produces_warning.py

@@ -95,18 +95,21 @@ def test_catch_warning_category_and_match(category, message, match):
 
 
 @pytest.mark.parametrize(
-    "message, match",
+    "match",
     [
-        ("Warning message", "Not this message"),
-        ("Warning message", "warning"),
-        ("Warning message", r"\d+"),
+        ("Not this message"),
+        ("Warning"),
+        (r"\d+"),
     ],
 )
-def test_fail_to_match(category, message, match):
-    msg = f"Did not see warning {repr(category.__name__)} matching"
-    with pytest.raises(AssertionError, match=msg):
+def test_fail_to_match(category, match):
+    msg1 = "This is not a match."
+    msg2 = "Another unmatched warning."
+    unmatched = rf"{category.__name__}\('{msg1}'\), {category.__name__}\('{msg2}'\)"
+    with pytest.raises(AssertionError, match=unmatched):
         with tm.assert_produces_warning(category, match=match):
-            warnings.warn(message, category)
+            warnings.warn(msg1, category)
+            warnings.warn(msg2, category)
 
 
 def test_fail_to_catch_actual_warning(pair_different_warnings):