TST: prepare conftest for #25637
Split off from #25637 at the [request](https://github.com/pandas-dev/pandas/pull/25637#discussion_r289447555) of @gfyoung 

Relevant discussions:

https://github.com/pandas-dev/pandas/pull/25637#discussion_r289042255
https://github.com/pandas-dev/pandas/pull/25637#discussion_r289441644
