DEPR: Deprecate convert_float
- [x] closes #41127
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

I added tm.assert_produces_warning for every existing test that uses the `convert_float` argument, and a git grep only found one reference to `convert_float` in doc/. Is anything else required for a deprecation? IIUC, the actual feature would get removed in a pandas 2.0, correct?
Hello @ahawryluk! 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 2021-05-25 16:38:24 UTC I'm failing some checks due the warnings stacklevel. I think stacklevel=5 would be correct if the user calls pd.read_excel, but then it would be wrong for pd.ExcelFile.parse. What would you recommend? cc @rhshadrach @WillAyd  @ahawryluk can you merge master to resolve conflicts @jreback @rhshadrach I've updated the warnings in pandas/io/excel/_base.py to use the recently improved find_stack_level from pandas.utils._exceptions. One of the test suites failed, but I don't think it's related to excel routines. One of the error messages was "TypeError: Cannot cast array data from dtype('O') to dtype('<U') according to the rule 'unsafe'", and all the others were "FutureWarning: Promotion of numbers and bools to strings is deprecated." thanks @ahawryluk very nice Thanks everyone for your help