CLN: Replace DataFrame() with empty_frame in tests
- [ ] closes #33161
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @Jason-M-Chan! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

























































































There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-04-02 03:51:38 UTC @Jason-M-Chan Thank you for taking on this!

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My suggestion is to have smaller PRs, that way it will be easier to debug if necessary, and to avoid future merge conflicts. I made the changes recommended above, but the Azure Pipeline still gives errors saying

`TypeError: setup_method() missing 1 required positional argument: 'empty_frame'`

I'm not sure how to debug this. Also, sorry about the large pull request, I will make smaller ones. -1 on this.  there are good use cases for fixtures, this is not one  of them. @jbrockmendel can you clarify your objection? I think this helps make what we consider an `empty_frame` consistent across the code base > can you clarify your objection? I think this helps make what we consider an empty_frame consistent across the code base

1) as you mentioned in another discussion, copy/paste-ability is desirable.  fixtures reduce copy/paste-ability, so should be used only in use cases where they provide non-trivial de-duplication or parametrization
2) When i look at `DataFrame()` i know exactly what im dealing with.  with a fixture, i have to go look that up.
3) singleton fixtures make test signatures harder to grok.  tz_naive_fixture is useful, empty_frame is not.

cc @jorisvandenbossche closing as stale. @WillAyd feel free to reopen if you want to pursue this.