ERR: Consistent errors for non-numeric ranking. (#19560)
- [ ] closes #19560 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

*This is only partial solution to issue #19560. 
*There were some errors with the tests, but I guess they are unrelated to these changes since I also
have them with master.
*I modified some tests so that they don't contradict with the update "don't allow objects to be ranked unless they are ordered categorials" that was suggested in #19560.
it looks like another commit is included here. can you rebase on master. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=h1) Report
> Merging [#20670](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d104ecd4eb3ec359177a99dd372ad1644b66ff19?src=pr&el=desc) will **decrease** coverage by `0.03%`.
> The diff coverage is `71.42%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20670/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20670      +/-   ##
==========================================
- Coverage   91.84%   91.81%   -0.04%     
==========================================
  Files         153      153              
  Lines       49275    49277       +2     
==========================================
- Hits        45255    45242      -13     
- Misses       4020     4035      +15
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.2% <71.42%> (-0.04%)` | :arrow_down: |
| #single | `41.89% <0%> (-0.02%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/algorithms.py](https://codecov.io/gh/pandas-dev/pandas/pull/20670/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYWxnb3JpdGhtcy5weQ==) | `94.1% <71.42%> (-0.26%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/20670/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.07% <0%> (-1.74%)` | :arrow_down: |
| [pandas/util/\_test\_decorators.py](https://codecov.io/gh/pandas-dev/pandas/pull/20670/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvX3Rlc3RfZGVjb3JhdG9ycy5weQ==) | `92% <0%> (-0.5%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/20670/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.89% <0%> (-0.05%)` | :arrow_down: |
| [pandas/core/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/20670/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYmFzZS5weQ==) | `96.79% <0%> (ø)` | :arrow_up: |

------

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> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=footer). Last update [d104ecd...d330a46](https://codecov.io/gh/pandas-dev/pandas/pull/20670?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Rebased and added a whatsnew entry @jreback. this can fully close the issue.  e.g. the issue is about raising an error, not actually supporting this. can you rebase closing as stale. if you'd like to continue, pls ping.