ARROW-6674: [Python] Fix or ignore the test warnings

[jorisvandenbossche]

https://issues.apache.org/jira/browse/ARROW-6674

[jorisvandenbossche]

(there are still a few warnings left on CI that I want to look at)

[codecov-io]

Codecov Report

❗ No coverage uploaded for pull request base (master@c6faaed). Click here to learn what that means.
The diff coverage is 100%.

@@           Coverage Diff            @@
##             master   #5489   +/-   ##
========================================
  Coverage          ?   66.3%           
========================================
  Files             ?     507           
  Lines             ?   70042           
  Branches          ?       0           
========================================
  Hits              ?   46444           
  Misses            ?   23598           
  Partials          ?       0

Impacted Files	Coverage Δ
python/pyarrow/tests/conftest.py	69.15% <ø> (ø)
python/pyarrow/tests/test_parquet.py	96.15% <100%> (ø)
python/pyarrow/tests/test_io.py	96.95% <100%> (ø)
python/pyarrow/tests/test_serialization.py	89.4% <100%> (ø)
python/pyarrow/tests/test_array.py	93.56% <100%> (ø)

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update c6faaed...2a2bb14. Read the comment docs.

[wesm]

+1