TST/REF: Parametrize consistency data and de-private methods
xref #30486 

I am sorry that this PR looks huge again. @jreback 
But this seems a bit unavoidable, and please allow me to briefly explain this, and it is quite simple actually:
1. move `_create_consistency_data` method to `conftest.py` and fixturize it as `consistency_data`.
2. Use `consistency_data` as fixture, and parametrize it to replace the inner loops.
3. Now since consistency_data is fixture, we do not need `self.data = _create_consistency_data()` as part init in `ConsistencyBase`, so I remove it, also a bunch of tests can be moved out of the BIG ConsistencyBase class (which I think is the ultimate goal: avoid using big classes, but simply the functions).
4. I also move some tests in `test_moments_rolling`, `test_moments_ewm`, and `test_moment_expanding` out of their classes to be independent test functions

After this PR, we could start reducing the reliance on the giant Base/ConsistencyBase classes, and next step will be fixturize other data and then reduce more reliance on those classes and make tests look smaller.
