BLD/CI: fix py39 ci #36296
closes  #36296 

Need  #36298 first.
go ahead and add the commit from #36298  here ok can u add a note in 1.1.3 whats new that we support 3.9
also maybe need small edits in setup.py

and add a note that need cython==0.29.21 in the whats new as well cc @pandas-dev/pandas-core 

backporting this would bump the required cython for 1.1.3

alt we could release this as 1.2
(and bump current to 1.3)

i am ok with doing this to support 3.9 

as this is not a runtime dep changing

 Is Cython required for sdist builds or only for git repo builds?   > Is Cython required for sdist builds or only for git repo builds?

It's required for sdists, but we set it as a requirement in pyproject.toml so that users don't need it in their env ahead of time. I'm fine with bumping the Cython requirement. We just need to update it in a few places (setup.py, pyproject.toml, install.rst, ...) @VirosaLi can you update the cython requirements in these places as well.

> (setup.py, pyproject.toml, install.rst, ...) @TomAugspurger @simonjayhawkins if you'd have a quick look. I doubt this will autobackport because of differences in the ci setup. so I think OK to merge and then patch as needed if issues on 1.1.x or MacPython. > I doubt this will autobackport because of differences in the ci setup. so I think OK to merge and then patch as needed if issues on 1.1.x or MacPython.

@simonjayhawkins yep figured that. Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.1.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 11d5fc9e89ad8e238ece42890482bae875d9de98
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #36393: BLD/CI: fix py39 ci #36296'
```

4. Push to a named branch :

```
git push YOURFORK 1.1.x:auto-backport-of-pr-36393-on-1.1.x
```

5. Create a PR against branch 1.1.x, I would have named this PR:

> "Backport PR #36393 on branch 1.1.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 thanks @VirosaLi really nice! @VirosaLi did you want to do the backport? > @VirosaLi did you want to do the backport?

Sure, I'll do that later today. wheel build failing https://dev.azure.com/pandas-dev/pandas-wheels/_build/results?buildId=42575&view=logs&j=a846d25a-e32c-5640-1b53-e815fab94407