TST: Pytest warning

[TomAugspurger]

xref #16225 probably

WC1 /Users/taugspurger/Envs/pandas-dev/lib/python3.6/site-packages/pandas/pandas/tests/test_config.py cannot collect test class 'TestConfig' because it hasa __init__ constructor

[jreback]

cc @gfyoung

[gfyoung]

That's always been there but probably was surfaced with my PR. Should just change that to setup_class (with no *args), and that should remove the warning.

I can patch that pretty quickly.