BUG SparseDataFrame with dense Series (#19374)
- [X] closes #19374
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

@datapythonista : Looks pretty good so far.  Don't forget to add a `whatsnew` entry. Thanks a lot for the comments. Sorry about the whatsnew, I added it when opening the PR, but forgot to add it to the commit.

@jreback, I didn't find a way to construct the expected `SparseDataFrame` without using the constructor that is being tested itself. But I added the comparison of the length and sum of the original series and the new `SparseDataFrame`, which I think should be enough (and it helped find a bug in my previous code).

Addressed all the other comments, let me know if you see anything else. Thanks! Thanks for the feedback @jreback, I misunderstood what the columns argument had to do, and I was overcomplicating the code.

Now it simply creates the `DataFrame` with the `Series` name if it has one, or it uses 0 as the column if it doesn't. This seems to be consistent with the `Series` constructor and with creating a `SparseDataFrame` from a `DataFrame`, which ignores unknown columns.

I'm not 100% sure I understood what you mean by "actually contruct dic", please let me know if this new version doesn't address this too. Thanks once again for the comments @jreback, seems that I followed the conventions of an old test. Addressed your comments, should be all right now. thanks @datapythonista 