TST: Add tests for sparse quantile/where
- [x] closes #xxxx
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is the part of https://github.com/pandas-dev/pandas/pull/17386.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=h1) Report
> Merging [#17568](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/cbb090fac6a39d0e687a01b2ad1b7c136f5d92fc?src=pr&el=desc) will **increase** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17568/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17568      +/-   ##
==========================================
+ Coverage   91.22%   91.25%   +0.02%     
==========================================
  Files         163      163              
  Lines       49624    49624              
==========================================
+ Hits        45269    45282      +13     
+ Misses       4355     4342      -13
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.03% <ø> (+0.04%)` | :arrow_up: |
| #single | `40.19% <ø> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.77% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/dtypes/cast.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Nhc3QucHk=) | `88% <0%> (+0.18%)` | :arrow_up: |
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `94.48% <0%> (+0.18%)` | :arrow_up: |
| [pandas/core/sparse/array.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL2FycmF5LnB5) | `92.27% <0%> (+0.96%)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.05% <0%> (+1.81%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17568?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/17568?src=pr&el=footer). Last update [cbb090f...b5e3b50](https://codecov.io/gh/pandas-dev/pandas/pull/17568?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/17568?src=pr&el=h1) Report
> Merging [#17568](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/5959ee3e133723136d4862864988a63ef3cc2a2f?src=pr&el=desc) will **increase** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17568/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17568      +/-   ##
==========================================
+ Coverage   91.24%   91.25%   +0.01%     
==========================================
  Files         163      163              
  Lines       50091    50091              
==========================================
+ Hits        45704    45711       +7     
+ Misses       4387     4380       -7
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `100% <ø> (+10.96%)` | :arrow_up: |
| #single | `40.25% <ø> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/parser.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL3BhcnNlci5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/tools/hashing.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL2hhc2hpbmcucHk=) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/lib.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2xpYi5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/tslib.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL3RzbGliLnB5) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/types/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL3R5cGVzL2NvbmNhdC5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/io/json/json.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL2pzb24vanNvbi5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/io/formats/style.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvc3R5bGUucHk=) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `90.76% <0%> (ø)` | :arrow_up: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `90.27% <0%> (ø)` | :arrow_up: |
| ... and [113 more](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17568?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/17568?src=pr&el=footer). Last update [5959ee3...6af4266](https://codecov.io/gh/pandas-dev/pandas/pull/17568?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback Thanks for your review. Parametrized `other`. @jreback Parametrized `data`. can you rebase @jreback Rebased. these tests are failing the CI, not really sure why @jreback Okay. I'll check. @jreback It seems that segfault happened in `test_where_with_bool_data_and_other`.
Marked `skip`.
https://github.com/pandas-dev/pandas/pull/17568/files#diff-49bcacdc5f10a302e7cd6acb3ab0006aR1509 thanks @Licht-T 

love to have the fixes for these!