CLN: Use consistent  imports in tests
A while ago, I got the review from @jreback that:
* Replace instances of pd. with direct imports (from review https://github.com/pandas-dev/pandas/pull/21899#discussion_r202524353):
  > don’t import pd, directly import instead
* Replace direct use of `assert_..._equal` with the `tm.assert_..._equal`
    (from review https://github.com/pandas-dev/pandas/pull/21899#discussion_r202524374):
  > use tm; don’t import assert_series_equal

I kept applying these rules until #22730, where @jreback then said:
> Before we do any more of this
[quote of the above]
I would like a lint rule to see what is what (and basically list the offenders as exclusions for now).
We have been changing things like this for a long time and I think we somtimes change them back (e.g. to use the imports of `assert_*`, rather than `tm.`, and to use the `pd.*` rather than the direct imports.

and further:
> let's see which way is more common, then have a lint rule to enforce it, rather than ad-hoc conversions (which has been the policy up till now).

Opening this issue for someone to write such a lint rule, because I wouldn't know where to start.