Add ss02
- [x] closes #25113, closes https://github.com/pandas-dev/pandas/issues/36745
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@jreback I resolved your comments, I think this is ready for review. Test that is failing in CI is pandas/tests/test_sorting.py which passes on my machine and is unrelated to this PR. thanks @abhishekmangla 