Fix test issue where warning was being raised but not captured

[samaloney]

So if you look at the test output the warning is raised but pytest.warn doesn't seem to capture it but recwarn does?

pytest  -k test_download_out_of_main_thread                                                                                                                                                                   1 ✘  parfive 
============================================================================================================================= test session starts ==============================================================================================================================
platform darwin -- Python 3.11.7, pytest-8.1.1, pluggy-1.4.0
rootdir: /Users/sm/Projects/parfive
configfile: setup.cfg
plugins: cov-5.0.0, socket-0.7.0, asyncio-0.23.6, localserver-0.8.1
asyncio: mode=Mode.STRICT
collected 60 items / 59 deselected / 1 selected

parfive/tests/test_downloader.py F                                                                                                                                                                                                                                       [100%]

=================================================================================================================================== FAILURES ===================================================================================================================================
_______________________________________________________________________________________________________________________ test_download_out_of_main_thread _______________________________________________________________________________________________________________________

httpserver = <ContentServer(<class 'pytest_localserver.http.ContentServer'>, started 6117765120)>, tmpdir = '/private/var/folders/h1/wy_cdhsj1c9_9pr0x9shjrcr0000gp/T/pytest-of-sm/pytest-111/test_download_out_of_main_thre0'

    @skip_windows
    def test_download_out_of_main_thread(httpserver, tmpdir):
        tmpdir = str(tmpdir)
        httpserver.serve_content(
            "SIMPLE  = T", headers={"Content-Disposition": "attachment; filename=testfile.fits"}
        )
        dl = Downloader()

        dl.enqueue_file(httpserver.url, path=Path(tmpdir), max_splits=None)

        thread = CustomThread(target=dl.download)
        thread.start()

>       with pytest.warns(
            UserWarning,
            match="This download has been started in a thread*.",
        ):
E       Failed: DID NOT WARN. No warnings of type (<class 'UserWarning'>,) were emitted.
E        Emitted warnings: [].

parfive/tests/test_downloader.py:545: Failed
----------------------------------------------------------------------------------------------------------------------------- Captured stderr call -----------------------------------------------------------------------------------------------------------------------------
Files Downloaded: 100%|██████████| 1/1 [00:00<00:00, 287.03file/s]
------------------------------------------------------------------------------------------------------------------------------ Captured log call -------------------------------------------------------------------------------------------------------------------------------
INFO     werkzeug:_internal.py:96 127.0.0.1 - - [04/Apr/2024 18:20:57] "GET / HTTP/1.1" 200 -
INFO     werkzeug:_internal.py:96 127.0.0.1 - - [04/Apr/2024 18:20:57] "GET / HTTP/1.1" 200 -
=============================================================================================================================== warnings summary ===============================================================================================================================
parfive/tests/test_downloader.py::test_download_out_of_main_thread
  /Users/sm/Projects/parfive/parfive/downloader.py:230: UserWarning: This download has been started in a thread which is not the main thread. You will not be able to interrupt the download.
    warnings.warn(

-- Docs: https://docs.pytest.org/en/stable/how-to/capture-warnings.html
=========================================================================================================================== short test summary info ============================================================================================================================
FAILED parfive/tests/test_downloader.py::test_download_out_of_main_thread - Failed: DID NOT WARN. No warnings of type (<class 'UserWarning'>,) were emitted.
================================================================================================================= 1 failed, 59 deselected, 1 warning in 0.64s ================================================================================================================

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 90.36%. Comparing base (3b049c5) to head (15506e0).
Report is 9 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #151      +/-   ##
==========================================
+ Coverage   90.23%   90.36%   +0.13%     
==========================================
  Files           5        5              
  Lines         635      654      +19     
==========================================
+ Hits          573      591      +18     
- Misses         62       63       +1     

☔ View full report in Codecov by Sentry.
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[samaloney]

So adding try finally block seemed to surface a part of the issue, it looks as if the expected error is being clobbered by a PytestUnraisableExceptionWarning warning. I tied to filter that warning but that didn't seem to work.

=============================== warnings summary ===============================
parfive/tests/test_downloader.py::test_changed_max_conn
parfive/tests/test_downloader.py::test_download_filename
parfive/tests/test_downloader.py::test_ftp_http
  /Users/runner/work/parfive/parfive/.tox/py38/lib/python3.8/site-packages/_pytest/unraisableexception.py:80: PytestUnraisableExceptionWarning: Exception ignored in: <function BaseEventLoop.__del__ at 0x10a6878b0>
  
  Traceback (most recent call last):
    File "/Users/runner/hostedtoolcache/Python/3.8.18/x64/lib/python3.8/asyncio/base_events.py", line 656, in __del__
      self.close()
    File "/Users/runner/hostedtoolcache/Python/3.8.18/x64/lib/python3.8/asyncio/unix_events.py", line 61, in close
      self.remove_signal_handler(sig)
    File "/Users/runner/hostedtoolcache/Python/3.8.18/x64/lib/python3.8/asyncio/unix_events.py", line 150, in remove_signal_handler
      signal.signal(sig, handler)
    File "/Users/runner/hostedtoolcache/Python/3.8.18/x64/lib/python3.8/signal.py", line 47, in signal
      handler = _signal.signal(_enum_to_int(signalnum), _enum_to_int(handler))
  ValueError: signal only works in main thread
  
    warnings.warn(pytest.PytestUnraisableExceptionWarning(msg))

parfive/tests/test_downloader.py::test_download_out_of_main_thread
  /Users/runner/work/parfive/parfive/parfive/downloader.py:230: UserWarning: This download has been started in a thread which is not the main thread. You will not be able to interrupt the download.
    warnings.warn(

-- Docs: https://docs.pytest.org/en/stable/how-to/capture-warnings.html

---------- coverage: platform darwin, python 3.8.18-final-0 ----------
Coverage XML written to file /Users/runner/work/parfive/parfive/coverage.xml

=========================== short test summary info ============================
FAILED parfive/tests/test_downloader.py::test_download_out_of_main_thread - Failed: DID NOT WARN. No warnings of type (<class 'UserWarning'>,) were emitted.
 Emitted warnings: [].
================== 1 failed, 59 passed, 4 warnings in 18.04s ===================