[TST] Use tm.assert_produces_warning not pytest.warns

* Add comment linking to pandas-gbq issue for change in default
  dialect.

pandas/tests/io/test_gbq.py

@@ -12,8 +12,9 @@
 import numpy as np
 import pandas as pd
 from pandas import compat, DataFrame
-
 from pandas.compat import range
+import pandas.util.testing as tm
+
 
 pandas_gbq = pytest.importorskip('pandas_gbq')
 
@@ -99,10 +100,12 @@ def make_mixed_dataframe_v2(test_size):
 
 
 def test_read_gbq_without_dialect_warns_future_change(monkeypatch):
+    # Default dialect is changing to standard SQL. See:
+    # https://github.com/pydata/pandas-gbq/issues/195
     mock_read_gbq = mock.Mock()
     mock_read_gbq.return_value = DataFrame([[1.0]])
     monkeypatch.setattr(pandas_gbq, 'read_gbq', mock_read_gbq)
-    with pytest.warns(FutureWarning):
+    with tm.assert_produces_warning(FutureWarning):
         pd.read_gbq("SELECT 1")