Fix CMFCategory test in Python 2.

• The warnings are compared in a set instead of a list, as we do not care of how many times is the warning raised.
• The warning filter is added inside the context manager, as recommended in https://docs.python.org/2.7/library/warnings.html#testing-warnings .
• We change the clear method of list, using del instead, as the clear method was added on Python 3.3.

Local tests pass and a test suite is in progress.