TST: move pandas/tests/io/test_date_converters.py to pandas/tests/io/parsers/parse_dates.py
 - [x] closes #15519
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

How can I run tests on `parse_dates.py`?

I am getting `ValueError: no option named 'only_slow'` with `item.config.getoption("--only-slow"):`