ARROW-6556: [Python] Fix warning for pandas SparseDataFrame removal

python/pyarrow/pandas-shim.pxi

@@ -82,11 +82,10 @@ cdef class _PandasAPIShim(object):
         self._datetimetz_type = DatetimeTZDtype
         self._have_pandas = True
 
-        try:
-            from pandas import SparseDataFrame
-            self.has_sparse = True
-        except ImportError:
+        if self._loose_version > LooseVersion('0.25'):
             self.has_sparse = False
+        else:
+            self.has_sparse = True
 
     cdef inline _check_import(self, bint raise_=True):
         if self._tried_importing_pandas:

python/pyarrow/tests/test_feather.py

@@ -34,6 +34,7 @@ from pyarrow.lib import FeatherWriter
 try:
     from pandas.util.testing import assert_frame_equal
     import pandas as pd
+    import pyarrow.pandas_compat
 except ImportError:
     pass
 
@@ -518,7 +519,7 @@ class TestFeatherReader(unittest.TestCase):
     @pytest.mark.filterwarnings("ignore:Sparse:FutureWarning")
     @pytest.mark.filterwarnings("ignore:DataFrame.to_sparse:FutureWarning")
     def test_sparse_dataframe(self):
-        if not hasattr(pd, 'SparseDataFrame'):
+        if not pa.pandas_compat._pandas_api.has_sparse:
             pytest.skip("version of pandas does not support SparseDataFrame")
         # GH #221
         data = {'A': [0, 1, 2],

python/setup.cfg

@@ -26,3 +26,5 @@ build-dir  = doc/_build
 
 [tool:pytest]
 addopts = --ignore=scripts
+filterwarnings =
+    error:The SparseDataFrame:FutureWarning