REGR: Better warning in pivot_table when dropping nuisance columns

pandas/core/reshape/pivot.py

@@ -21,6 +21,7 @@
     Appender,
     Substitution,
 )
+from pandas.util._exceptions import rewrite_warning
 
 from pandas.core.dtypes.cast import maybe_downcast_to_dtype
 from pandas.core.dtypes.common import (
@@ -164,7 +165,18 @@ def __internal_pivot_table(
         values = list(values)
 
     grouped = data.groupby(keys, observed=observed, sort=sort)
-    agged = grouped.agg(aggfunc)
+    msg = (
+        "pivot_table dropped a column because it failed to aggregate. This behavior "
+        "is deprecated and will raise in a future version of pandas. Select only the "
+        "columns that can be aggregated."
+    )
+    with rewrite_warning(
+        target_message="The default value of numeric_only",
+        target_category=FutureWarning,
+        new_message=msg,
+    ):
+        agged = grouped.agg(aggfunc)
+
     if dropna and isinstance(agged, ABCDataFrame) and len(agged.columns):
         agged = agged.dropna(how="all")
 

pandas/tests/reshape/test_pivot.py

@@ -147,7 +147,7 @@ def test_pivot_table_nocols(self):
         df = DataFrame(
             {"rows": ["a", "b", "c"], "cols": ["x", "y", "z"], "values": [1, 2, 3]}
         )
-        msg = "The default value of numeric_only"
+        msg = "pivot_table dropped a column because it failed to aggregate"
         with tm.assert_produces_warning(FutureWarning, match=msg):
             rs = df.pivot_table(columns="cols", aggfunc=np.sum)
             xp = df.pivot_table(index="cols", aggfunc=np.sum).T
@@ -911,7 +911,7 @@ def test_no_col(self, data):
 
         # to help with a buglet
         data.columns = [k * 2 for k in data.columns]
-        msg = "The default value of numeric_only"
+        msg = "pivot_table dropped a column because it failed to aggregate"
         with tm.assert_produces_warning(FutureWarning, match=msg):
             table = data.pivot_table(index=["AA", "BB"], margins=True, aggfunc=np.mean)
         for value_col in table.columns:
@@ -975,7 +975,7 @@ def test_margin_with_only_columns_defined(
             }
         )
 
-        msg = "The default value of numeric_only"
+        msg = "pivot_table dropped a column because it failed to aggregate"
         with tm.assert_produces_warning(FutureWarning, match=msg):
             result = df.pivot_table(columns=columns, margins=True, aggfunc=aggfunc)
         expected = DataFrame(values, index=Index(["D", "E"]), columns=expected_columns)
@@ -2004,7 +2004,7 @@ def test_pivot_string_func_vs_func(self, f, f_numpy, data):
         # GH #18713
         # for consistency purposes
 
-        msg = "The default value of numeric_only"
+        msg = "pivot_table dropped a column because it failed to aggregate"
         with tm.assert_produces_warning(FutureWarning, match=msg):
             result = pivot_table(data, index="A", columns="B", aggfunc=f)
             expected = pivot_table(data, index="A", columns="B", aggfunc=f_numpy)

pandas/tests/util/test_rewrite_warning.py

@@ -0,0 +1,39 @@
+import warnings
+
+import pytest
+
+from pandas.util._exceptions import rewrite_warning
+
+import pandas._testing as tm
+
+
+@pytest.mark.parametrize(
+    "target_category, target_message, hit",
+    [
+        (FutureWarning, "Target message", True),
+        (FutureWarning, "Target", True),
+        (FutureWarning, "get mess", True),
+        (FutureWarning, "Missed message", False),
+        (DeprecationWarning, "Target message", False),
+    ],
+)
+@pytest.mark.parametrize(
+    "new_category",
+    [
+        None,
+        DeprecationWarning,
+    ],
+)
+def test_rewrite_warning(target_category, target_message, hit, new_category):
+    new_message = "Rewritten message"
+    if hit:
+        expected_category = new_category if new_category else target_category
+        expected_message = new_message
+    else:
+        expected_category = FutureWarning
+        expected_message = "Target message"
+    with tm.assert_produces_warning(expected_category, match=expected_message):
+        with rewrite_warning(
+            target_message, target_category, new_message, new_category
+        ):
+            warnings.warn(message="Target message", category=FutureWarning)

pandas/util/_exceptions.py

@@ -3,7 +3,9 @@
 import contextlib
 import inspect
 import os
+import re
 from typing import Generator
+import warnings
 
 
 @contextlib.contextmanager
@@ -47,3 +49,46 @@ def find_stack_level() -> int:
         else:
             break
     return n
+
+
+@contextlib.contextmanager
+def rewrite_warning(
+    target_message: str,
+    target_category: type[Warning],
+    new_message: str,
+    new_category: type[Warning] | None = None,
+) -> Generator[None, None, None]:
+    """
+    Rewrite the message of a warning.
+
+    Parameters
+    ----------
+    target_message : str
+        Warning message to match.
+    target_category : Warning
+        Warning type to match.
+    new_message : str
+        New warning message to emit.
+    new_category : Warning or None, default None
+        New warning type to emit. When None, will be the same as target_category.
+    """
+    if new_category is None:
+        new_category = target_category
+    with warnings.catch_warnings(record=True) as record:
+        yield
+    if len(record) > 0:
+        match = re.compile(target_message)
+        for warning in record:
+            if warning.category is target_category and re.search(
+                match, str(warning.message)
+            ):
+                category = new_category
+                message: Warning | str = new_message
+            else:
+                category, message = warning.category, warning.message
+            warnings.warn_explicit(
+                message=message,
+                category=category,
+                filename=warning.filename,
+                lineno=warning.lineno,
+            )