Nope - don't know how it got by me before.

The chunk below seems to work, but before I commit, could you have a quick look?  I'm not familiar with <code>with</code>.

    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter('always')
        for setno in ['Left Auditory', 0, None]:
            read_evoked(fname, setno=setno)
            assert_true(w[0].category == DeprecationWarning)