fixed pathlib tests on windows
as requested here: https://github.com/pydata/pandas/issues/11033#issuecomment-148924778

i can’t test on windows unfortunately.

use this

```
In [6]: os.path.join('',*['foo','bar'])
Out[6]: 'foo/bar'
```
 much easier: `os.path.join('foo', 'bar')`
 @flying-sheep right!

ok ping on green.
 passes on windows
 ping!
 thanks!
