TST: Change class-based auto-use setup to fixtures 
In https://github.com/pandas-dev/pandas/pull/19535 we're excluding data test files from the distribution, which required some changes.

The hardest tests to update were the IO ones that read in a bunch of files in `setup` and set them as attributes on `self`.

In the PR, I changed these setup / teardown methods to be yield-base autouse yield methods. See https://github.com/pandas-dev/pandas/pull/19535/files#diff-8cfd1704100c1e13de1bac288482b344R41 for an example.

Ideally we would change the tests to accept the file / parsed object as a fixture, rather than accessing it off `self`.

The hard part is generating fixtures dynamically, e.g. one fixture per CSV in this directory. We can accomplish that with `pytest_generate_tests`: https://github.com/pandas-dev/pandas/pull/19535/files#diff-3f782eafb799811bd5516f328411418dR31