TST: psycopg2 errors when running tests locally
I just started noticing these (167 of them) in the logs from `python -m pytest pandas/tests --skip-slow`

```
_____________________________ ERROR at setup of TestPostgreSQLAlchemyConn.test_read_sql[load_iris_data0] ______________________________

cls = <pandas.tests.io.test_sql.TestPostgreSQLAlchemyConn object at 0x7f2843ab4a50>

    @pytest.fixture(autouse=True, scope='class')
    def setup_class(cls):
        cls.setup_import()
        cls.setup_driver()
        conn = cls.connect()
>       conn.connect()

[...]
>       conn = _connect(dsn, connection_factory=connection_factory, async=async)
E       OperationalError: (psycopg2.OperationalError) fe_sendauth: no password supplied

../../.local/lib/python2.7/site-packages/psycopg2/__init__.py:164: OperationalError
```