TST: For GH4861, Period and datetime in multiindex
- [X] closes #4861
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry (only test added)

Hello @eoveson! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/indexes/period/test_period.py`](https://github.com/eoveson/pandas/blob/eecede19e4ac4afc97802f2496e7fe98343b8039/pandas/tests/indexes/period/test_period.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23776?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@c9c9912`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23776/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23776?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #23776   +/-   ##
=========================================
  Coverage          ?   92.28%           
=========================================
  Files             ?      161           
  Lines             ?    51434           
  Branches          ?        0           
=========================================
  Hits              ?    47467           
  Misses            ?     3967           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.68% <ø> (?)` | |
| #single | `42.29% <ø> (?)` | |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23776?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/23776?src=pr&el=footer). Last update [c9c9912...4f16c8b](https://codecov.io/gh/pandas-dev/pandas/pull/23776?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @eoveson 