Merge pull request #3855 from jtratner/patch-1

TST: Fix missing import in io/tests/test_json
Move PerformanceWarning to core/common.py
ENH: Change groupby to allow funcs to produce lists/ndarrays, but raise PerformanceWarning instead
ENH: Use warnings.warn with PerformanceWarning

ENH: Change warning to something more reasonable.
TST: Catch warnings in test_groupby
TST: Add test util for checking for warnings

Just checks that only warnings of the specified type were produced
and works as a context manager.
TST: Use assert_produces_warnings in test_groupby
TST: Test result of non-agg groupby
Remove explicit tests of results

Try adding explicit filter check to warnings
Try pushing test to earlier in the ordering