TST: Define sections in pandas/conftest.py
part of #31989
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Apart from one helper function rename and a new docstring (marked with a comment), this is purely a reordering.

I suggest to just read the new `pandas/conftest.py` instead of the "Files changed" tab @jreback CI isn't green, but the failure isn't related. The same check fails for a lot of other PRs. -> I think this is good to be merged Thanks @SaturnFromTitan 