BLD: updated mypy version to 0.812
- [x] closes #40106 
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry


After making necessary changes
```bash
mypy pandas
```
O/P
```
Success: no issues found in 1237 source files
```
![Screenshot from 2021-02-27 19-13-10](https://user-images.githubusercontent.com/31338369/109389161-5157d080-7931-11eb-9ead-82a0c8ca0d91.png)

lgtm. @simonjayhawkins if you have any concerns. Thanks @Muktan 