bpo-37795: Capture DeprecationWarnings in the test suite (GH-15184)

diff --git a/Lib/test/test_httplib.py b/Lib/test/test_httplib.py
index 9148169..656932f 100644
--- a/Lib/test/test_httplib.py
+++ b/Lib/test/test_httplib.py
@@ -7,6 +7,7 @@
 import re
 import socket
 import threading
+import warnings
 
 import unittest
 TestCase = unittest.TestCase
@@ -1759,8 +1760,11 @@
         self.assertIs(h._context, context)
         self.assertFalse(h._context.post_handshake_auth)
 
-        h = client.HTTPSConnection('localhost', 443, context=context,
-                                   cert_file=CERT_localhost)
+        with warnings.catch_warnings():
+            warnings.filterwarnings('ignore', 'key_file, cert_file and check_hostname are deprecated',
+                                    DeprecationWarning)
+            h = client.HTTPSConnection('localhost', 443, context=context,
+                                       cert_file=CERT_localhost)
         self.assertTrue(h._context.post_handshake_auth)