Remove old warnings (plus some useless code)
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

This removes some warnings which @jreback [suggested](https://github.com/pandas-dev/pandas/pull/17934#discussion_r146225334) to split from #17934 , plus some other useless, probably obsolete, lines of code.