DOC: Code style documentation
- [x] ref [(comment)](https://github.com/pandas-dev/pandas/pull/29963#discussion_r353760238)
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This still needs a lot more work.
I will appreciate any advice/idea/fix.