BUG: Fix warning with c engine when skipping lines with comment (#16455)

* Fix correct warning with c engine when skipping lines

Fixed bug where c engine would not print warnings for lines
it skipped in case the skipped line had an inline comment.
Also, its accounting of number of fields in such lines would
be off by one.

* Use `tm.capture_stderr` to capture stderr

* Add bug fix note in `whatsnew/v0.20.3.txt`

* Move test to CParserTests

The behavior is only applicable on the `c` engine.

* Update whatsnew bug entry as per review

Author: pankajp

doc/source/whatsnew/v0.20.2.txt

@@ -53,6 +53,7 @@ Indexing
 I/O
 ^^^
 
+- Bug in pd.read_csv() when comment is passed in space deliminted text files (:issue:`16472`)
 - Bug that would force importing of the clipboard routines unnecessarily, potentially causing an import error on startup (:issue:`16288`)
 - Bug that raised IndexError HTML-rendering an empty DataFrame (:issue:`15953`)
 

pandas/_libs/src/parser/tokenizer.c

@@ -832,6 +832,9 @@ int tokenize_bytes(parser_t *self, size_t line_limit, int start_lines) {
                 } else if (IS_CARRIAGE(c)) {
                     self->state = EAT_CRNL;
                     break;
+                } else if (IS_COMMENT_CHAR(c)) {
+                    self->state = EAT_COMMENT;
+                    break;
                 } else if (!IS_WHITESPACE(c)) {
                     self->state = START_FIELD;
                     // fall through to subsequent state

pandas/tests/io/parser/c_parser_only.py

@@ -7,6 +7,8 @@
 further arguments when parsing.
 """
 
+import sys
+
 import pytest
 import numpy as np
 
@@ -417,3 +419,30 @@ def test_data_after_quote(self):
         expected = DataFrame({'a': ['1', 'ba']})
 
         tm.assert_frame_equal(result, expected)
+
+    @tm.capture_stderr
+    def test_comment_whitespace_delimited(self):
+        test_input = """\
+1 2
+2 2 3
+3 2 3 # 3 fields
+4 2 3# 3 fields
+5 2 # 2 fields
+6 2# 2 fields
+7 # 1 field, NaN
+8# 1 field, NaN
+9 2 3 # skipped line
+# comment"""
+        df = self.read_csv(StringIO(test_input), comment='#', header=None,
+                           delimiter='\\s+', skiprows=0,
+                           error_bad_lines=False)
+        error = sys.stderr.getvalue()
+        # skipped lines 2, 3, 4, 9
+        for line_num in (2, 3, 4, 9):
+            assert 'Skipping line {}'.format(line_num) in error, error
+        expected = DataFrame([[1, 2],
+                              [5, 2],
+                              [6, 2],
+                              [7, np.nan],
+                              [8, np.nan]])
+        tm.assert_frame_equal(df, expected)