diff --git a/doc/source/whatsnew/v0.10.0.rst b/doc/source/whatsnew/v0.10.0.rst
index bd47e6e4bc025..4806f88924baa 100644
--- a/doc/source/whatsnew/v0.10.0.rst
+++ b/doc/source/whatsnew/v0.10.0.rst
@@ -181,7 +181,7 @@ labeled the aggregated group with the end of the interval: the next day).
   ``X0``, ``X1``, ...) can be reproduced by specifying ``prefix='X'``:
 
 .. ipython:: python
-   :okwarning:
+   :okexcept:
 
     import io
 
diff --git a/scripts/tests/conftest.py b/scripts/tests/conftest.py
new file mode 100644
index 0000000000000..a7976102eab98
--- /dev/null
+++ b/scripts/tests/conftest.py
@@ -0,0 +1,8 @@
+# pyproject.toml defines addopts: --strict-data-files
+# strict-data-files is defined & used in pandas/conftest.py
+def pytest_addoption(parser):
+    parser.addoption(
+        "--strict-data-files",
+        action="store_true",
+        help="Unused",
+    )