COMPAT: make sure use_inf_as_null is deprecated (#17126)

closes #17115

Author: jreback

Diff for: pandas/core/config_init.py

@@ -412,8 +412,11 @@ def use_inf_as_na_cb(key):
     _use_inf_as_na(key)
 
 
-cf.register_option('mode.use_inf_as_na', False, use_inf_as_na_doc,
-                   cb=use_inf_as_na_cb)
+with cf.config_prefix('mode'):
+    cf.register_option('use_inf_as_na', False, use_inf_as_na_doc,
+                       cb=use_inf_as_na_cb)
+    cf.register_option('use_inf_as_null', False, use_inf_as_null_doc,
+                       cb=use_inf_as_na_cb)
 
 cf.deprecate_option('mode.use_inf_as_null', msg=use_inf_as_null_doc,
                     rkey='mode.use_inf_as_na')

Diff for: pandas/tests/series/test_missing.py

@@ -410,6 +410,22 @@ def test_isna_for_inf(self):
         tm.assert_series_equal(r, e)
         tm.assert_series_equal(dr, de)
 
+    @tm.capture_stdout
+    def test_isnull_for_inf_deprecated(self):
+        # gh-17115
+        s = Series(['a', np.inf, np.nan, 1.0])
+        with tm.assert_produces_warning(DeprecationWarning,
+                                        check_stacklevel=False):
+            pd.set_option('mode.use_inf_as_null', True)
+            r = s.isna()
+            dr = s.dropna()
+            pd.reset_option('mode.use_inf_as_null')
+
+        e = Series([False, True, True, False])
+        de = Series(['a', 1.0], index=[0, 3])
+        tm.assert_series_equal(r, e)
+        tm.assert_series_equal(dr, de)
+
     def test_fillna(self):
         ts = Series([0., 1., 2., 3., 4.], index=tm.makeDateIndex(5))