TST: Parameterize tests
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

a bunch of nitpicks, but this is substantively excellent.  we have tons of legacy tests that need to be split up like this @MomIsBestFriend can you merge master? @MomIsBestFriend this looks fine, can you merge master and a few comments closing as stale 