Added warning

Author: seanlaw

stumpy/cache.py

@@ -250,6 +250,11 @@ def save(cache_dir=None):
     else:  # pragma: no cover
         warnings.warn(CACHE_WARNING)
 
+    if numba.config.CACHE_DIR != '':
+        msg = "Found user specified `NUMBA_CACHE_DIR`/`numba.config.CACHE_DIR`. "
+        msg =+ "The `stumpy` cache files may not be saved/cleared correctly!"
+        warnings.warn(msg)
+
     _save(cache_dir)
 
     return