DOC: Fix reference, old file was separated last year
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

The comment referenced a file deleted last year after separating the tests into a few files. I referenced the correct folder again
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> Small nit-pick, otherwise good find / clean-up

Done :)

Thanks thanks @phofl 