DOC: added type annotations and tests to check for multiple warning match

pandas/_testing/_warnings.py

@@ -17,7 +17,7 @@
 
 @contextmanager
 def assert_produces_warning(
-    expected_warning: type[Warning] | bool | None = Warning,
+    expected_warning: type[Warning] | bool | tuple[type[Warning], ...] | None = Warning,
     filter_level: Literal[
         "error", "ignore", "always", "default", "module", "once"
     ] = "always",
@@ -26,16 +26,17 @@ def assert_produces_warning(
     match: str | None = None,
 ):
     """
-    Context manager for running code expected to either raise a specific
-    warning, or not raise any warnings. Verifies that the code raises the
-    expected warning, and that it does not raise any other unexpected
+    Context manager for running code expected to either raise a specific warning,
+    multiple specific warnings, or not raise any warnings. Verifies that the code
+    raises the expected warning(s), and that it does not raise any other unexpected
     warnings. It is basically a wrapper around ``warnings.catch_warnings``.
 
     Parameters
     ----------
-    expected_warning : {Warning, False, None}, default Warning
+    expected_warning : {Warning, False, tuple[Warning, ...], None}, default Warning
         The type of Exception raised. ``exception.Warning`` is the base
-        class for all warnings. To check that no warning is returned,
+        class for all warnings. To raise multiple types of exceptions,
+        pass them as a tuple. To check that no warning is returned,
         specify ``False`` or ``None``.
     filter_level : str or None, default "always"
         Specifies whether warnings are ignored, displayed, or turned
@@ -157,7 +158,7 @@ def _assert_caught_expected_warning(
 def _assert_caught_no_extra_warnings(
     *,
     caught_warnings: Sequence[warnings.WarningMessage],
-    expected_warning: type[Warning] | bool | None,
+    expected_warning: type[Warning] | bool | tuple[type[Warning], ...] | None,
 ) -> None:
     """Assert that no extra warnings apart from the expected ones are caught."""
     extra_warnings = []
@@ -195,7 +196,7 @@ def _assert_caught_no_extra_warnings(
 
 def _is_unexpected_warning(
     actual_warning: warnings.WarningMessage,
-    expected_warning: type[Warning] | bool | None,
+    expected_warning: type[Warning] | bool | tuple[type[Warning], ...] | None,
 ) -> bool:
     """Check if the actual warning issued is unexpected."""
     if actual_warning and not expected_warning:

pandas/tests/util/test_assert_produces_warning.py

@@ -179,6 +179,14 @@ def test_same_category_different_messages_last_match():
         warnings.warn("Match this", category)
 
 
+def test_match_multiple_warnings():
+    # https://github.com/pandas-dev/pandas/issues/47829
+    category = (FutureWarning, UserWarning)
+    with tm.assert_produces_warning(category, match=r"^Match this"):
+        warnings.warn("Match this", FutureWarning)
+        warnings.warn("Match this too", UserWarning)
+
+
 def test_right_category_wrong_match_raises(pair_different_warnings):
     target_category, other_category = pair_different_warnings
     with pytest.raises(AssertionError, match="Did not see warning.*matching"):