TST: Check error raised when inserting wrong length categorical column
- [x] closes #9374
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Any ides why CI is failing on Linux Py36 ?  Doesn't seem related to my additions - having similar issue in #29522

```
=================================== FAILURES ===================================
______________ test_chunks_have_consistent_numerical_type[python] ______________
[gw0] linux -- Python 3.6.1 /home/vsts/miniconda3/envs/pandas-dev/bin/python

all_parsers = <pandas.tests.io.parser.conftest.PythonParser object at 0x7fb4c86cb5f8>

    def test_chunks_have_consistent_numerical_type(all_parsers):
        parser = all_parsers
        integers = [str(i) for i in range(499999)]
        data = "a\n" + "\n".join(integers + ["1.0", "2.0"] + integers)
    
        # Coercions should work without warnings.
        with tm.assert_produces_warning(None):
>           result = parser.read_csv(StringIO(data))

pandas/tests/io/parser/test_common.py:1204: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

self = <contextlib._GeneratorContextManager object at 0x7fb48ad70390>
type = None, value = None, traceback = None

    def __exit__(self, type, value, traceback):
        if type is None:
            try:
>               next(self.gen)
E               AssertionError: Caused unexpected warning(s): [('ResourceWarning', ResourceWarning("unclosed file <_io.BufferedReader name='test1.xlsx'>",), '/home/vsts/work/1/s/pandas/io/parsers.py', 2927)].

``` Just a flakey test: https://github.com/pandas-dev/pandas/issues/29514

Could you try pushing again? Ok just repushed - waiting for CI CI failures still related to that test #29514  Thanks - will try repushing again and see if it works  now. thanks @ryankarlos 