 CLN: Deprecate pandas.SparseArray for pandas.arrays.SparseArray
- [x] closes #30642 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
  - in #30644

Change all references in code from `pd.SparseArray` to `pd.arrays.SparseArray` .  Add deprecation message for `pd.SparseArray`

Per comment from @TomAugspurger here: https://github.com/pandas-dev/pandas/pull/30644#issuecomment-570671439, this may require discussion.
Hello @Dr-Irv! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:















































There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-01-05 15:15:43 UTC @jreback now green ahh turns out need to have you rebase. can you make those import changes as well. Yeah, good with these changes.

On Sat, Jan 4, 2020 at 5:24 PM Jeff Reback <notifications@github.com> wrote:

> ahh turns out need to have you rebase. can you make those import changes
> as well.
>
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 @Dr-Irv can u merge master @jreback I did the merge, but CI is failing when trying to compile `pandas/_libs/src/ujson/python/objToJSON.c`, and I didn't touch that.
 > @jreback I did the merge, but CI is failing when trying to compile `pandas/_libs/src/ujson/python/objToJSON.c`, and I didn't touch that > > @jreback I did the merge, but CI is failing when trying to compile `pandas/_libs/src/ujson/python/objToJSON.c`, and I didn't touch that

Seems to be reported in #30709 and fixed in #30710 so not sure what to do with many parallel things going on. thanks @Dr-Irv very nice! Consistency in our docs is certainly a good change, but I am not sure the deprecation of the top-level name is necessary. First, it's just historical reasons it is there (we have many things the way they are for historical reasons), and second, you can't create a sparse array as easily with a top-level function (`pd.array`, `pd.date_range`, etc) as you can for other array types.

Anyway, besides that comment, two practical comments on this PR:

- The deprecation for older python versions is incorrect I think: you added a dummy class that will not function at all, so this will break instead of deprecate (the test should maybe try to create a sparse array, to ensure it still works).
- I would also use a DeprecationWarning instead of a FutureWarning here first, we have time enough to change to FutureWarning later. FutureWarning is correct here - why add this extra step / burden
so -1 on DeprecationWarning 
> Anyway, besides that comment, two practical comments on this PR:
> 
> * The deprecation for older python versions is incorrect I think: you added a dummy class that will not function at all, so this will break instead of deprecate (the test should maybe try to create a sparse array, to ensure it still works).

Yes, I just built an python 3.6 environment and see what you are saying, so I'll work on fixing that.
