CLN: missing f for f-string
wonder if there is a way to actually check for this (out of scope here).

cc @MarcoGorelli would be a nice plugin for style checking. I think pylint detects this... might be worth bringing some of its (less pedantic) rules  https://github.com/MichaelKim0407/flake8-use-fstring That's how I found it but we have many false positives because of the shared documentation using "{}"