TST: Period tests reorg (gh14854)
 - [x] Almost completes #14854 
 - [x] tests reorg
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew: Reorganization of ```Period``` tests.

whoosh that ``test_period`` was huge. ok. ping when green. hahah yeah. As a result, ```scalar/test_period.py``` and ```indexes/period/test_ops.py``` have gotten big as well.
 yep
certainly can come back later and split things a bit

but let's wait on that for now @TrigonaMinima going to merge shortly. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15352?src=pr&el=h1) Report
> Merging [#15352](https://codecov.io/gh/pandas-dev/pandas/pull/15352?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/704cdbf830c110001062012b92302ed30d8ae127?src=pr&el=desc) will **increase** coverage by `<.01%`.


```diff
@@            Coverage Diff             @@
##           master   #15352      +/-   ##
==========================================
+ Coverage   86.32%   86.32%   +<.01%     
==========================================
  Files         141      141              
  Lines       51163    51163              
==========================================
+ Hits        44166    44167       +1     
+ Misses       6997     6996       -1
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15352?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/tseries/index.py](https://codecov.io/gh/pandas-dev/pandas/compare/704cdbf830c110001062012b92302ed30d8ae127...b28eec76ffbfe4556fd2bb7fd81ae9cd021550c8?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvaW5kZXgucHk=) | `95.42% <ø> (+0.09%)` | :white_check_mark: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15352?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15352?src=pr&el=footer). Last update [704cdbf...b28eec7](https://codecov.io/gh/pandas-dev/pandas/compare/704cdbf830c110001062012b92302ed30d8ae127...b28eec76ffbfe4556fd2bb7fd81ae9cd021550c8?el=footer&src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). thanks again @TrigonaMinima !

if you are up for more :>

let's move the remainder of tseries/tests to pandas/tests/tseries

also let's remove tests/timeseries_legacy.py (and some of data can be removed as well).

BUT  should move any useful tests to a proper location. IOW the pickle things you can simply remove (they are really old). but some of the freq tests might be useful. Sure. I'll try to do it tonight.

I should also thank you. You are helping me alot throughout the way.

Is there something remaining to be done in this PR? closed via https://github.com/pandas-dev/pandas/commit/9ba10089f1c57d6fff569af39f0e6d37ee0210f5

@TrigonaMinima no this is all good. thanks!