BUG: Fix read of py3 PeriodIndex DataFrame HDF made in py2 (#16781)
…16781)

Reading a DataFrame with a PeriodIndex from an HDF file created in
Python2 in Python3 would incorrectly make the index an In64Index.

 - closes #16781 
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=h1) Report
> Merging [#16790](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/664348c440ccb4dab3d4c420d6aaee7c688c9b0e?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16790/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #16790   +/-   ##
=======================================
  Coverage   90.93%   90.93%           
=======================================
  Files         161      161           
  Lines       49260    49260           
=======================================
  Hits        44797    44797           
  Misses       4463     4463
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.71% <100%> (ø)` | :arrow_up: |
| #single | `40.18% <100%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `92.87% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16790?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/16790?src=pr&el=footer). Last update [664348c...b45c333](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@5e776fb`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16790/graphs/tree.svg?width=650&src=pr&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #16790   +/-   ##
=========================================
  Coverage          ?   90.96%           
=========================================
  Files             ?      161           
  Lines             ?    49260           
  Branches          ?        0           
=========================================
  Hits              ?    44809           
  Misses            ?     4451           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.73% <100%> (?)` | |
| #single | `40.18% <100%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `92.87% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16790?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/16790?src=pr&el=footer). Last update [5e776fb...6efc243](https://codecov.io/gh/pandas-dev/pandas/pull/16790?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Could you add a release note for 0.20.3? @TomAugspurger added the release note thanks!