Parametrize PeriodIndex tests
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=h1) Report
> Merging [#19659](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/569bc7a35c06ef8eb9a121ca983ba8951399a124?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19659/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19659      +/-   ##
==========================================
- Coverage   91.58%   91.58%   -0.01%     
==========================================
  Files         150      150              
  Lines       48806    48862      +56     
==========================================
+ Hits        44701    44748      +47     
- Misses       4105     4114       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.95% <ø> (-0.01%)` | :arrow_down: |
| #single | `41.75% <ø> (+0.01%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/s3.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3MzLnB5) | `72.72% <0%> (-13.64%)` | :arrow_down: |
| [pandas/io/packers.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhY2tlcnMucHk=) | `87.31% <0%> (-1.34%)` | :arrow_down: |
| [pandas/core/arrays/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2Jhc2UucHk=) | `60% <0%> (-0.61%)` | :arrow_down: |
| [pandas/io/json/json.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2pzb24vanNvbi5weQ==) | `92.23% <0%> (-0.37%)` | :arrow_down: |
| [pandas/io/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2NvbW1vbi5weQ==) | `68.77% <0%> (-0.3%)` | :arrow_down: |
| [pandas/io/parquet.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnF1ZXQucHk=) | `71.79% <0%> (-0.28%)` | :arrow_down: |
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.32% <0%> (-0.25%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.56% <0%> (-0.06%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.16% <0%> (-0.02%)` | :arrow_down: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.06% <0%> (-0.01%)` | :arrow_down: |
| ... and [13 more](https://codecov.io/gh/pandas-dev/pandas/pull/19659/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=footer). Last update [569bc7a...d93c11e](https://codecov.io/gh/pandas-dev/pandas/pull/19659?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Multiple Travis builds have been running for almost 2hours. Is this the only PR affected? ping Thanks!