PERF: Using Numpy C-API when calling `np.arange`
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

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Somewhat of a follow up to #32681.

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I could not benchmark this change as this function is ```cdef``` and not ```def``` or ```cpdef``` (I would also love if someone could give me a tip on how to benchmark  ```cdef``` functions from an ```Ipython``` shell for example).

What I did what I ran ```cython -a pandas/_libs/internals.pyx``` and took a screenshot of the before and after.

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#### Master:

![orig_arange](https://user-images.githubusercontent.com/50263213/76964675-c4885280-692b-11ea-8ddf-b9eaf2ed0cd2.png)

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#### PR:

![New_arange](https://user-images.githubusercontent.com/50263213/76964722-d7028c00-692b-11ea-970a-454cbb56adcf.png)


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Also, is there a reason not to replace every call of ```np.arange``` with ```cnp.PyArray_Arange```? (cython files only)