make core.config self-contained
Broken off from #25176
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=h1) Report
> Merging [#25613](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/cc4a7e510f4bbd5aeb8138de16b888f4ce1551da?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25613/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25613      +/-   ##
==========================================
- Coverage   91.26%   91.26%   -0.01%     
==========================================
  Files         173      173              
  Lines       52968    52969       +1     
==========================================
  Hits        48340    48340              
- Misses       4628     4629       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.83% <100%> (ø)` | :arrow_up: |
| #single | `41.71% <42.85%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/config.py](https://codecov.io/gh/pandas-dev/pandas/pull/25613/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnLnB5) | `87.08% <100%> (+0.04%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25613/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.57% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25613?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/25613?src=pr&el=footer). Last update [cc4a7e5...b0080f1](https://codecov.io/gh/pandas-dev/pandas/pull/25613?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/25613?src=pr&el=h1) Report
> Merging [#25613](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c975fc437744a62fffcc4a519cc124b025035f26?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25613/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25613      +/-   ##
==========================================
+ Coverage   91.26%   91.26%   +<.01%     
==========================================
  Files         172      172              
  Lines       52965    52961       -4     
==========================================
- Hits        48337    48334       -3     
+ Misses       4628     4627       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.82% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.73% <11.11%> (-0.02%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/config.py](https://codecov.io/gh/pandas-dev/pandas/pull/25613/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnLnB5) | `86.82% <100%> (-0.18%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25613/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `89.44% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25613?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/25613?src=pr&el=footer). Last update [c975fc4...600da0b](https://codecov.io/gh/pandas-dev/pandas/pull/25613?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 prob simpler to wait till we start ripping PY2 out, soon, just as release 0.24.2 Another option: `unicode` is only used to define `is_unicode`, which is never used anywhere.  Could just remove both of em. Just rebased.  Removed the compat code, since it was only necessary for `is_unicode`, which is never used anywhere.  Should be good to go. lgtm. merge master ping on green. ping thanks!