pandas._testing.assert_produces_warning docstring unclear?
#### Code Sample, a copy-pastable example if possible

```python

import pandas._testing as tm                                                                                                                                                                              
import warnings            
                                                                                                                                                                              
def func():
    warnings.warn("foo", FutureWarning) 

# The following block will raise: AssertionError: Did not see expected warning of class 'FutureWarning'
with tm.assert_produces_warning(FutureWarning, filter_level="ignore", check_stacklevel=False): 
    func()

# This will run just fine
with tm.assert_produces_warning(FutureWarning, filter_level="always", check_stacklevel=False): 
    func()
```
#### Problem description

The docstring reads
```
    filter_level : str or None, default "always"
        Specifies whether warnings are ignored, displayed, or turned
        into errors.
        Valid values are:

        * "error" - turns matching warnings into exceptions
        * "ignore" - discard the warning
        * "always" - always emit a warning
        * "default" - print the warning the first time it is generated
          from each location
        * "module" - print the warning the first time it is generated
          from each module
        * "once" - print the warning the first time it is generated
```
so I was expecting that, with 'ignore', no error would be raised, regardless of whether the error was produced or not. 

I'm also not convinced the description for 'always' is correct - should it be "always emit a warning", or "always emit an error"?

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : 8f9e726128e486b354c485ec8e8a5c3cde2b94fe
python           : 3.7.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-76-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_GB.UTF-8
LOCALE           : en_GB.UTF-8

pandas           : 0.25.0+1982.g8f9e72612.dirty
numpy            : 1.17.5
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 45.1.0.post20200119
Cython           : 0.29.14
pytest           : 5.3.4
hypothesis       : 5.3.0
sphinx           : 2.3.1
blosc            : 1.8.3
feather          : None
xlsxwriter       : 1.2.7
lxml.etree       : 4.4.2
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.11.1
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : 1.3.1
fastparquet      : 0.3.2
gcsfs            : None
lxml.etree       : 4.4.2
matplotlib       : 3.1.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.1
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
pytest           : 5.3.4
pyxlsb           : None
s3fs             : 0.4.0
scipy            : 1.4.1
sqlalchemy       : 1.3.12
tables           : 3.6.1
tabulate         : 0.8.6
xarray           : 0.14.1
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.2.7
numba            : 0.47.0

</details>
