CI: Add unwanted pattern check
Follow up to https://github.com/pandas-dev/pandas/pull/37188
Nice! Would it work to make this a local pygrep hook?

Something like
```yaml
    -   id: unwanted-namespace-usage
        name: Check for unwanted namespace usage in tests
        language: pygrep
        entry: |
            (?x)
            pd\.DataFrame|
            pd\.Series
        types: [python]
        files: ^pandas/tests
```
?

(if I've understood what this does - are you jus checking for instances of `pd.DataFrame` in the test suite?) thanks @dsaxton 

yes making this a pre-commit hook would be good > Nice! Would it work to make this a local pygrep hook?
> 
> Something like
> 
> ```yaml
>     -   id: unwanted-namespace-usage
>         name: Check for unwanted namespace usage in tests
>         language: pygrep
>         entry: |
>             (?x)
>             pd\.DataFrame|
>             pd\.Series
>         types: [python]
>         files: ^pandas/tests
> ```
> 
> ?
> 
> (if I've understood what this does - are you jus checking for instances of `pd.DataFrame` in the test suite?)

@MarcoGorelli This is trying to make sure that we aren't using _both_ pd.DataFrame and DataFrame in the same test file. So it's okay if we use pd.DataFrame, just not in this way:

```python
import pandas as pd
from pandas import DataFrame

df = pd.DataFrame(...)
```

As far as I can tell there's no way to write this as a single grep command, but maybe there is still a way to add it to pre-commit? @dsaxton Thanks for explaining! You could do
```yaml
    -   id: namespace
        name: namespace
        language: pygrep
        entry: |
            (?x)
            (
                pd\.DataFrame\(    # pd.DataFrame(
                .*                 # match anything
                (?<!pd\.)          # negative lookbehind: pd.
                (?<!\w)            # negative lookbehind: any character
                DataFrame\(        # DataFrame(
            )|
            (
                (?<!pd\.)          # negative lookbehind: pd.
                (?<!\w)            # negative lookbehind: any character
                DataFrame\(        # DataFrame(
                .*                 # match anything
                pd\.DataFrame\(    # pd.DataFrame(
            )
        types: [python]
        args: [--multiline]
        files: ^pandas/tests
```

This brings up a further inconsistency in

```diff
diff --git a/pandas/tests/io/test_compression.py b/pandas/tests/io/test_compression.py
index 31e9ad4cf..8cbe8d264 100644
--- a/pandas/tests/io/test_compression.py
+++ b/pandas/tests/io/test_compression.py
@@ -205,8 +205,8 @@ def test_with_missing_lzma_runtime():
         import sys
         import pytest
         sys.modules['lzma'] = None
-        import pandas
-        df = pandas.DataFrame()
+        import pandas as pd
+        df = pd.DataFrame()
```

I'd be tempted to make a custom script if we want to add this to pre-commit though. IMO it'd be worth it, as accidentally using `pd.DataFrame` instead of `DataFrame` in tests is likely quite common, and waiting for the CI checks to all pass isn't idea...I'll pick this up later

Anyway, thanks for having done this! > ```yaml
>     -   id: namespace
>         name: namespace
>         language: pygrep
>         entry: |
>             (?x)
>             (
>                 pd\.DataFrame\(    # pd.DataFrame(
>                 .*                 # match anything
>                 (?<!pd\.)          # negative lookbehind: pd.
>                 (?<!\w)            # negative lookbehind: any character
>                 DataFrame\(        # DataFrame(
>             )|
>             (
>                 (?<!pd\.)          # negative lookbehind: pd.
>                 (?<!\w)            # negative lookbehind: any character
>                 DataFrame\(        # DataFrame(
>                 .*                 # match anything
>                 pd\.DataFrame\(    # pd.DataFrame(
>             )
>         types: [python]
>         args: [--multiline]
>         files: ^pandas/tests
> ```

Nice, yeah if it could be done in pre-commit that's probably better. Is there a way to make a single regex extensible to other classes (e.g., Series, Index, etc.) or would those be added hooks? I'm not sure, I think we'd need a custom Python script which gets called with an argument (e.g. `DataFrame`), but I'll come back to this @dsaxton got it, we can do
```
        language: pygrep
        entry: |
            (?x)
            (
                pd\.(\w+)\(        # pd.DataFrame(
                .*                 # match anything
                (?<!pd\.)          # negative lookbehind: pd.
                (?<!\w)            # negative lookbehind: any character
                \2\(               # DataFrame(
            )|
            (
                (?<!pd\.)          # negative lookbehind: pd.
                (?<!\w)            # negative lookbehind: any character
                (\w+)\(            # DataFrame(
                .*                 # match anything
                pd\.\4\(           # pd.DataFrame(
            )
        types: [python]
        args: [--multiline]
        files: ^pandas/tests
```