BUG: Warn when dtypes differ in between chunks in csv parser
Closes #3866

I've pushed what I think is a good compromise.

If all types are numeric, then coerce appropriately.

If not, then use np.object type (this is actually the default) and issue warning. The problem here is that an array with type object can hold elements of different types. We either have to coerce the types to the same (very complicated with dates, objects, and what have you) or issue a warning and let the user sort it out. I've opted for a warning in this case. Tests added for both cases.
 ok....that sounds good. coercing is quite difficult, I fixed a bug in concat that does that and its about a page of code!. The parser is not setup to do it (nor should it be), so that is fine.

The warning is probably fine. Though I don't believe other warnings are issued for really anything. Maybe they should even occur in other situations like this. If you think of something, pls open an issue.

thanks!
 any chance that code in concat can be used for this?
 maybe
look in tools/merge/concat_single_item

not sure it is worth it though
 Done. Should be ready to go pending tests.
 I made two changes:
Fix extra print (oops)
Change tests to run on all parsers. Only C low memory parser should raise the warning.
 gr8.....waiting to merge a big change (unrealed to this)....
 @guyrt #4335?
 I'll take a look at that one next.

I've got a data set I've been playing with (nhtsa vehicle safety reports... pretty interesting) that triggers the warning for 11 columns. That's 11 warnings. I'm going to try to squash it to one warning, so hold off on merging this request until I do.
 ok...sure...lmk
 Tests pass. Ready for merge.
 thank you sir!
 @guyrt did you have a chance to look at #4335 ?
 @jreback  yes - I'll add comments there.
