PERF: Optimize _categorical_convert CSV parser when categories are known ahead of time
We should be able to speed up https://github.com/pandas-dev/pandas/blob/2310faa109bdfd9ff3ef4fc19a163d790d60c645/pandas/_libs/parsers.pyx#L1612 when the users passes a `CategoricalDtype`.

xref https://github.com/pandas-dev/pandas/pull/17643