CI: Troubleshoot PY38 windows build
Some of the error messages look like a OOM, so this is just trying cutting down the number of tests collected/run by ~40%
@simonjayhawkins thoughts on a better way to approach this.  the win38 build has passed twice in a row here, suggesting this might be on to something In case this helps with troubleshooting: on my local Windows 10 machine on a py38 env, the test suite fails with a stack overflow exception. However, when I run tests folder-by-folder, the folder it had failed on passes. Looks like some kind of memory leak accumulating stuff on stack to me. The windows py38 build has succeeded here 4ish times in a row, making me think the issue is just "the test suite is too big for that particular build"

Thoughts on more elegant ways to solve this cc @pandas-dev/pandas-core ? so we are skipping high memory tests? ok sounds fine to me to merge (is there any pure debugging code here?) > so we are skipping high memory tests? ok sounds fine to me to merge (is there any pure debugging code here?)

ATM this PR isnt just skipping high-memory tests, its also very hackily running a subset of tests can u try skipping some files instead (until it reliably passes)

py.test --ignore=somedir

would be a more less fragile i think > can u try skipping some files instead (until it reliably passes)

@AlexKirko can you give this a shot locally before I try it on the CI? this looks reasonable, merging will create an issue to see if can troubleshoot at some point.