PyTest Allert / Message Box

My code generates an Alert / Message Box using the code below.

import win32api
win32api.MessageBox(0, 'You have reached the end of the data.', 'End of Data')

Is there a way to test that the message appears e.g. something like assert appears? Ideally I'd like to do this using PyTest, however solutions using other frameworks would still be greatly appreciated. It would also be good to test the text within the box e.g. assert message == "You have reached the end of the data."