CLN: Split test_window.py
xref #19228, #26807

- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

`test_window.py` was getting fairly unwieldily. There a couple test classes that use a non-pytest-idomatic `Base` class, so those test classes are kept together for now. I split out the rest of the test classes into separate files as they made sense.

I think the classes in `test_window.py` need further untangling before a `conftest.py` file can be made for the new directory.

Open to additional quick win optimizations.

cc @jreback 
@mroeschke @WillAyd let's do the straight split first, modifications later.

ping on green. I think we merged something, can you merge master and ping on green. All green @jreback  thanks @mroeschke  it looks like this broke the ci. @simonjayhawkins can u put a link up  https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=14275 Strange that my PRs based on earlier commit also fails. Does azure merge the PR into master before tesing?  > Does azure merge the PR into master before tesing?

it looks like it. good to know.