ARROW-6556: [Python] Fix warning for pandas SparseDataFrame removal #5438
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Follow-up on https://issues.apache.org/jira/browse/ARROW-6556 / #5377.
We were a bit fast with merging the other PR, as pandas changed the removal slightly (it added back a dummy SparseDataFrame object which triggers a warning upon access, but this means that
hasattr(pd, 'SparseDataFrame)
or try/except on import is not a good check to know if the actual class still exists or not).Using pytests warnings filter I now ensure no such warning is raised in our test suite.