CLN: Fixturize test_base.py
Partially Fixes #23877

- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

@jreback Could you please review the fixtures, I haven't replaced all the `indexes` if the changes are correct I would fixturize other test cases 