DOC: fix DataFrame.replace and DataFrame.set_index docstrings
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Based on #22459. Fix the docstring for DataFrame.replace and DataFrame.set_index. I put them together since set_index was quite simple: there was two Returns sections.

I also updated ci/code_checks.sh. DataFrame.stack was already correct.

Hello @Moisan! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/frame.py`](https://github.com/Moisan/pandas/blob/c46c0127bab59ad109f7efed3487226009a307b8/pandas/core/frame.py) !

 - There are no PEP8 issues in the file [`pandas/core/generic.py`](https://github.com/Moisan/pandas/blob/c46c0127bab59ad109f7efed3487226009a307b8/pandas/core/generic.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23939?src=pr&el=h1) Report
> Merging [#23939](https://codecov.io/gh/pandas-dev/pandas/pull/23939?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/ede0dae3b74a5b9cba11ad6d86fcbc92329f631c?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23939/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23939?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23939   +/-   ##
=======================================
  Coverage   92.29%   92.29%           
=======================================
  Files         161      161           
  Lines       51501    51501           
=======================================
  Hits        47534    47534           
  Misses       3967     3967
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.69% <ø> (ø)` | :arrow_up: |
| #single | `42.42% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23939?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/23939/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.02% <ø> (ø)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/23939/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.84% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23939?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/23939?src=pr&el=footer). Last update [ede0dae...c46c012](https://codecov.io/gh/pandas-dev/pandas/pull/23939?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @Moisan 