CLN/TST: Remove Base Class and all subclasses and fixturize data
- [x] closes #30486

This PR will be able to finally close 30486 in my opinion (even a little beyond the scope ^^), and after this, all classes adhered to Base in `tests/window` folder is removed.

Although the PR is huge, it actually is quite simple, basically it does:
1. Turn needed data from `_create_data()` in `Base` class as fixtures
2. Remove Base class
3. Change the shared methods which need to inherit data from Base class to use arguments, and in the real tests, assign corresponding fixtures to those arguments accordingly.
4. Remove all sub-classes which inherit from Base class, and now they all turn to independent test functions.

cc @jreback 

And there is no test missing or added, so number of tests remain unchanged for all:
This is the result after i did a quick run for all changed tests to check the number of tests:
```
test_api: 15
test_ewm: 6
test_expanding: 21
test_rolling: 150
test_window: 23
test_moments_ewm: 22
test_moments_rolling: 253
test_moments_consitency_ewm: 4310
test_moments_consistenty_expanding: 1340
test_moments_consistency_rolling: 10881
```

Hello @charlesdong1991! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

























There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-05-15 09:02:26 UTC thanks @charlesdong1991 tremendous job!