Add a DeprecationWarning to set_config_directly

[DanielNoord]

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Type of Changes

	Type
✓	🔨 Refactoring

Description

See #5509 (comment)

[Pierre-Sassoulas]

LGTM. Maybe this is something to add to a TODO list for 2.14 ?

[coveralls]

Pull Request Test Coverage Report for Build 1572789916

• 2 of 2 (100.0%) changed or added relevant lines in 1 file are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.01%) to 93.655%

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Totals
Change from base Build 1572737221:	0.01%
Covered Lines:	14185
Relevant Lines:	15146

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💛 - Coveralls

[cdce8p]

I haven't followed the discussions around test functions, just an observation.
Even for test code, is a one release-cycle deprecation / removal appropriate?
(IMO it's okay to do in a minor release, but 2.14.0 seems a bit close.)

[DanielNoord]

I haven't followed the discussions around test functions, just an observation.

Even for test code, is a one release-cycle deprecation / removal appropriate?

(IMO it's okay to do in a minor release, but 2.14.0 seems a bit close.)

Since it was only added in 2.12.0 I think this might be okay. But I'll happily change this to 2.15/16 if you think that is better.

[cdce8p]

I don't really care about it tbh. Just wanted to point out that we should think a bit about deprecation periods in the future.