Restore CI after PY2 drop
#24942 wanted to update the PY2-CI to newer python versions, but @jreback ultimately wanted to split this off. This takes the open changes from #24942.

Quoting from the OP there:
> I kept most of the CI jobs that used to be 2.7 at the lower end of the various supported versions, with 2x 2.7->3.5, 1x 2.7->3.6 and only one real upgrade from 2.7->3.7 (first CI job for 3.7 & windows).

pls explain why you think we need *all* of these new jobs? exactly which is each testing that we don't have on the existing ones? I of course want comprehensive testing, but duplication is also not great. > pls explain why you think we need all of these new jobs? exactly which is each testing that we don't have on the existing ones? I of course want comprehensive testing, but duplication is also not great.

This would have been _so_ much easier to explain as part of #24942. For example, now there's no compat jobs anymore, theres two less locale jobs, there's less version coverage for numpy/mpl/other libs, etc.

I mean, if there's good reason to remove CI jobs, great. But the default should be updating the old ones, not throwing them out.

Now you make me argue for why these should be in - TBH I don't care about the old compat jobs (so I'm not gonna waste my energy fighting you for them), but lots of other people seem to do. @jorisvandenbossche @TomAugspurger @toobaz @gfyoung @WillAyd  @h-vetinari you are missing the point. You have changed a bunch of stuff and now some things fail. Its not really clear why this would be the case, so you must explain it. Since the CI jobs are so important to backward compatibility, it is now not clear what guarantees we have. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=h1) Report
> Merging [#25752](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/707c7201a744c48c835f719421e47480beee2184?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25752/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25752   +/-   ##
=======================================
  Coverage   91.25%   91.25%           
=======================================
  Files         172      172           
  Lines       52977    52977           
=======================================
  Hits        48342    48342           
  Misses       4635     4635
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.82% <ø> (ø)` | :arrow_up: |
| #single | `41.74% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=footer). Last update [707c720...8cb95fc](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=h1) Report
> Merging [#25752](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/72f4098ca91fb7f9051021b0f78adecec3f28fdf?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25752/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25752   +/-   ##
=======================================
  Coverage   91.47%   91.47%           
=======================================
  Files         173      173           
  Lines       52872    52872           
=======================================
  Hits        48364    48364           
  Misses       4508     4508
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.03% <ø> (ø)` | :arrow_up: |
| #single | `41.82% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=footer). Last update [72f4098...564a5a0](https://codecov.io/gh/pandas-dev/pandas/pull/25752?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 > @jreback: @h-vetinari you are missing the point. You have changed a bunch of stuff and now some things fail. Its not really clear why this would be the case, so you must explain it. 

The changes to the jobs have been minimal (basically just raising pins until dependencies can be resolved by conda), and 5 `PY35`-specific xfails for optional libraries that simply could not be fixed by raising/unpinning the version. These were simply undiscovered so far, but only affect PY35. Similarly for the regex fail.

> Since the CI jobs are so important to backward compatibility, it is now not clear what guarantees we have.

You forced me to remove those compat jobs. It's my goodwill despite your uncompromising reviews to try to re-add them. But yes, due to that removal, the diff is now much less clear. However, it's not a hill I'm gonna die on. cc @jorisvandenbossche @TomAugspurger  > You have changed a bunch of stuff and now some things fail. 

Let's try to keep two discussions separated: 1) do we need to add new jobs (to replace certain aspects that the py27 jobs were testing) and 2) how do we fix the new failures. 
Because we shouldn't *not add* a CI build just because it introduces failures that were not yet catched before (and thus need edits to the test files), so let's first discuss and decide on the first. And we can later investigate why or who we need to edit tests to get everything green.

---

I am not too up to date with all the different CI builds at the moment (especially not with the more recent Azure builds), so it is hard for me to help assessing if those extra builds are needed. 
(it's a bit related to the effort @datapythonista was doing to get an overview of all the dependencies in all builds and a way to simplify them: https://github.com/pandas-dev/pandas/issues/23115#issuecomment-435582308)

@h-vetinari you said above *"For example, now there's no compat jobs anymore, theres two less locale jobs, there's less version coverage for numpy/mpl/other libs, etc."*

With "no compat", I assume you mean there is no CI build anymore that consistently uses the lowest supported versions? 
Eg checking for "bottleneck", there is indeed no longer an environment that pins the version. So this is something for which we for sure want to add a build again I think.

So we should probably list the removed py27 builds with the specific things they were testing. So that we can then assess for each of them whether this is already covered or not by the existing ones.

---

BTW, @h-vetinari thanks lot for working on this! (and it's not the most attractive part I would say ..) OK, here's the diff to the commit in `ci` compared to before #24942 got merged.

This should allow easier discussion of what this PR does compared to the CI up until very recently.
```
(pandas-dev) C:\Users\[...]\pddev>git diff 65c0441a41b2dcaeebb648274d30978419a8661a -- ci/
```
```diff
diff --git a/ci/azure/posix.yml b/ci/azure/posix.yml
index b9e0cd0b9..7119054cf 100644
--- a/ci/azure/posix.yml
+++ b/ci/azure/posix.yml
@@ -9,20 +9,20 @@ jobs:
   strategy:
     matrix:
       ${{ if eq(parameters.name, 'macOS') }}:
-        py35_np_120:
+        py35_macos:
           ENV_FILE: ci/deps/azure-macos-35.yaml
           CONDA_PY: "35"
           PATTERN: "not slow and not network"

       ${{ if eq(parameters.name, 'Linux') }}:
-        py27_np_120:
-          ENV_FILE: ci/deps/azure-27-compat.yaml
-          CONDA_PY: "27"
+        py35_compat:
+          ENV_FILE: ci/deps/azure-35-compat.yaml
+          CONDA_PY: "35"
           PATTERN: "not slow and not network"

-        py27_locale_slow_old_np:
-          ENV_FILE: ci/deps/azure-27-locale.yaml
-          CONDA_PY: "27"
+        py36_locale_slow_old_np:
+          ENV_FILE: ci/deps/azure-36-locale.yaml
+          CONDA_PY: "36"
           PATTERN: "slow"
           LOCALE_OVERRIDE: "zh_CN.UTF-8"
           EXTRA_APT: "language-pack-zh-hans"
diff --git a/ci/azure/windows.yml b/ci/azure/windows.yml
index cece00202..cd5879bf5 100644
--- a/ci/azure/windows.yml
+++ b/ci/azure/windows.yml
@@ -12,9 +12,9 @@ jobs:
         ENV_FILE: ci/deps/azure-windows-36.yaml
         CONDA_PY: "36"

-      py27_np121:
-        ENV_FILE: ci/deps/azure-windows-27.yaml
-        CONDA_PY: "27"
+      py37_np141:
+        ENV_FILE: ci/deps/azure-windows-37.yaml
+        CONDA_PY: "37"

   steps:
     - task: CondaEnvironment@1
@@ -22,13 +22,6 @@ jobs:
         updateConda: no
         packageSpecs: ''

-    - powershell: |
-        $wc = New-Object net.webclient
-        $wc.Downloadfile("https://download.microsoft.com/download/7/9/6/796EF2E4-801B-4FC4-AB28-B59FBF6D907B/VCForPython27.msi", "VCForPython27.msi")
-        Start-Process "VCForPython27.msi" /qn -Wait
-      displayName: 'Install VC 9.0 only for Python 2.7'
-      condition: eq(variables.CONDA_PY, '27')
-
     - script: |
         ci\\incremental\\setup_conda_environment.cmd
       displayName: 'Before Install'
diff --git a/ci/deps/azure-27-compat.yaml b/ci/deps/azure-35-compat.yaml
similarity index 59%
rename from ci/deps/azure-27-compat.yaml
rename to ci/deps/azure-35-compat.yaml
index a7784f17d..05436e799 100644
--- a/ci/deps/azure-27-compat.yaml
+++ b/ci/deps/azure-35-compat.yaml
@@ -3,26 +3,27 @@ channels:
   - defaults
   - conda-forge
 dependencies:
+  - beautifulsoup4==4.4.1
   - bottleneck=1.2.0
   - cython=0.28.2
+  - hypothesis>=3.58.0
   - jinja2=2.8
   - numexpr=2.6.1
   - numpy=1.12.0
-  - openpyxl=2.5.5
+  - openpyxl=2.2.6
   - pytables=3.4.2
   - python-dateutil=2.5.0
-  - python=2.7*
-  - pytz=2013b
+  - python=3.5*
+  - pytz=2015.4
   - scipy=0.18.1
   - xlrd=1.0.0
-  - xlsxwriter=0.5.2
-  - xlwt=0.7.5
+  - xlsxwriter=0.7.7
+  - xlwt=1.0.0
   # universal
-  - pytest>=4.0.2
   - pytest-xdist
   - pytest-mock
   - isort
   - pip:
+    # for python 3.5, pytest>=4.0.2 is not available in conda
+    - pytest>=4.0.2
     - html5lib==1.0b2
-    - beautifulsoup4==4.2.1
-    - hypothesis>=3.58.0
diff --git a/ci/deps/azure-27-locale.yaml b/ci/deps/azure-36-locale.yaml
similarity index 74%
rename from ci/deps/azure-27-locale.yaml
rename to ci/deps/azure-36-locale.yaml
index 8636a63d0..c74d56443 100644
--- a/ci/deps/azure-27-locale.yaml
+++ b/ci/deps/azure-36-locale.yaml
@@ -3,6 +3,7 @@ channels:
   - defaults
   - conda-forge
 dependencies:
+  - beautifulsoup4==4.5.1
   - bottleneck=1.2.0
   - cython=0.28.2
   - lxml
@@ -11,14 +12,13 @@ dependencies:
   - openpyxl=2.4.0
   - python-dateutil
   - python-blosc
-  - python=2.7
-  - pytz
-  - pytz=2013b
+  - python=3.6
+  - pytz=2016.10
   - scipy
-  - sqlalchemy=0.8.1
+  - sqlalchemy=1.1.4
   - xlrd=1.0.0
-  - xlsxwriter=0.5.2
-  - xlwt=0.7.5
+  - xlsxwriter=0.9.4
+  - xlwt=1.2.0
   # universal
   - pytest>=4.0.2
   - pytest-xdist
@@ -27,4 +27,3 @@ dependencies:
   - isort
   - pip:
     - html5lib==1.0b2
-    - beautifulsoup4==4.2.1
diff --git a/ci/deps/azure-windows-36.yaml b/ci/deps/azure-windows-36.yaml
index 8517d340f..5ce55a4cb 100644
--- a/ci/deps/azure-windows-36.yaml
+++ b/ci/deps/azure-windows-36.yaml
@@ -15,7 +15,7 @@ dependencies:
   - pyarrow
   - pytables
   - python-dateutil
-  - python=3.6.6
+  - python=3.6.*
   - pytz
   - scipy
   - xlrd
diff --git a/ci/deps/azure-windows-27.yaml b/ci/deps/azure-windows-37.yaml
similarity index 81%
rename from ci/deps/azure-windows-27.yaml
rename to ci/deps/azure-windows-37.yaml
index f40efdfca..96ddc1d62 100644
--- a/ci/deps/azure-windows-27.yaml
+++ b/ci/deps/azure-windows-37.yaml
@@ -5,17 +5,17 @@ channels:
 dependencies:
   - beautifulsoup4
   - bottleneck
-  - dateutil
   - gcsfs
   - html5lib
-  - jinja2=2.8
+  - jinja2
   - lxml
-  - matplotlib=2.0.1
+  - matplotlib=3.0.1
   - numexpr
-  - numpy=1.12*
+  - numpy=1.14.*
   - openpyxl
   - pytables
-  - python=2.7.*
+  - python=3.7.*
+  - python-dateutil
   - pytz
   - s3fs
   - scipy
diff --git a/ci/deps/travis-27.yaml b/ci/deps/travis-35.yaml
similarity index 71%
rename from ci/deps/travis-27.yaml
rename to ci/deps/travis-35.yaml
index a910af36a..8ae0bf6a0 100644
--- a/ci/deps/travis-27.yaml
+++ b/ci/deps/travis-35.yaml
@@ -6,11 +6,9 @@ dependencies:
   - beautifulsoup4
   - bottleneck
   - cython=0.28.2
-  - fastparquet>=0.2.1
   - gcsfs
   - html5lib
   - ipython
-  - jemalloc=4.5.0.post
   - jinja2=2.8
   - lxml
   - matplotlib=2.2.2
@@ -24,28 +22,27 @@ dependencies:
   - py
   - pyarrow=0.9.0
   - PyCrypto
-  - pymysql=0.6.3
+  - pymysql=0.6.6
   - pytables
   - blosc=1.14.3
   - python-blosc
   - python-dateutil=2.5.0
-  - python=2.7*
-  - pytz=2013b
-  - s3fs
+  - python=3.5*
+  - pytz=2015.4
   - scipy
-  - sqlalchemy=0.9.6
+  - sqlalchemy=1.0.8
+  - s3fs
   - xarray=0.9.6
   - xlrd=1.0.0
-  - xlsxwriter=0.5.2
-  - xlwt=0.7.5
+  - xlsxwriter=0.7.7
+  - xlwt=1.0.0
   # universal
-  - pytest>=4.0.2
   - pytest-xdist
   - pytest-mock
-  - moto==1.3.4
+  - moto
   - hypothesis>=3.58.0
   - isort
   - pip:
-    - backports.lzma
+    # not available for python 3.5 through conda
     - pandas-gbq
-    - pathlib
+    - pytest>=4.0.2
diff --git a/ci/deps/travis-36-doc.yaml b/ci/deps/travis-36-doc.yaml
index 6f33bc58a..8015f7bdc 100644
--- a/ci/deps/travis-36-doc.yaml
+++ b/ci/deps/travis-36-doc.yaml
@@ -15,12 +15,12 @@ dependencies:
   - ipywidgets
   - lxml
   - matplotlib
-  - nbconvert
+  - nbconvert>=5.4.1
   - nbformat
   - nbsphinx
-  - notebook
+  - notebook>=5.7.5
   - numexpr
-  - numpy=1.13*
+  - numpy
   - numpydoc
   - openpyxl
   - pandoc
diff --git a/ci/run_with_env.cmd b/ci/run_with_env.cmd
index 848f4608c..0661039a2 100644
--- a/ci/run_with_env.cmd
+++ b/ci/run_with_env.cmd
@@ -1,5 +1,5 @@
 :: EXPECTED ENV VARS: PYTHON_ARCH (either x86 or x64)
-::                    CONDA_PY (either 27, 33, 35 etc. - only major version is extracted)
+::                    CONDA_PY (either 35, 36 etc. - only major version is extracted)
 ::
 ::
 :: To build extensions for 64 bit Python 3, we need to configure environment
@@ -45,7 +45,7 @@ SET WIN_SDK_ROOT=C:\Program Files\Microsoft SDKs\Windows
 SET MAJOR_PYTHON_VERSION=%CONDA_PY:~0,1%

 IF "%CONDA_PY:~2,1%" == "" (
-    :: CONDA_PY style, such as 27, 34 etc.
+    :: CONDA_PY style, such as 36, 37 etc.
     SET MINOR_PYTHON_VERSION=%CONDA_PY:~1,1%
 ) ELSE (
     IF "%CONDA_PY:~3,1%" == "." (
``` Let's have a look at the python versions in the CI:

CI job: line number | https://github.com/pandas-dev/pandas/commit/65c0441a41b2dcaeebb648274d30978419a8661a | master | this PR | OS
-------|-----------------------------|--------|----------|---
`ci/deps/azure-XX-compat.yaml:10:` | `python=2.7*` | - | `3.5` | posix
`ci/deps/azure-XX-locale.yaml:10:` | `python=2.7` |  - | `3.6` | posix
`ci/deps/azure-XX-locale_slow.yaml:16:` | `python=3.6*` | `3.6*`  | `3.6*` | posix
`ci/deps/azure-XX-locale.yaml:15:` | `python=3.7*` | `3.7*`  | `3.7*` | posix
`ci/deps/azure-XX-numpydev.yaml:18:` | `python=3.7*` | `3.7*`  | `3.7*` | posix
`ci/deps/azure-macos-XX.yaml:14:` | `python=3.5*` | `3.5*` | `3.5*` | macos
`ci/deps/azure-windows-XX.yaml:15:` | `python=2.7.*` | - | `3.6*` | win
`ci/deps/azure-windows-XX.yaml:12:` | `python=3.6.6` | `3.6.*` | `3.6.*` | win
`ci/deps/travis-XX.yaml:20:` | `python=2.7*` |  - | `3.5` | posix
`ci/deps/travis-XX-doc.yaml:23:` | `python=3.6*` | `3.6*` | `3.6*` | posix
`ci/deps/travis-XX-locale.yaml:15:` | `python=3.6*` | `3.6*` | `3.6*` | posix
`ci/deps/travis-XX-slow.yaml:12:` | `python=3.6*` | `3.6*` | `3.6*` | posix
`ci/deps/travis-XX.yaml:17:` | `python=3.6.6` | `3.6.6` | `3.6.6` | posix
`ci/deps/travis-XX.yaml:10:` | `python=3.7` | `3.7` | `3.7*` | posix

Since you're asking me to remove `ci/deps/travis-XX.yaml`, I'd say that `ci/deps/azure-windows-XX.yaml` should be moved from `3.6` to `3.5`. Will do that once I have some time on Friday.

Maybe the overview helps with other decisions as well? More windows jobs? @jreback
I went with your review after all - better to have a `3.6` job on windows rather than a third `3.5` job.

Now that the `travis-35` job is out, I can also revert a few of the xfails. Looking at https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=9457 I'll still need two, but double-checking again with the last commit. @jreback
Anything left to do here? Once this one's in, I can rebase the numpy bump pr. also merge master @jreback
Green. :) @jreback 
See here: https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=9644&view=logs

I guess now that there's only one xfail left, I could try bumping openpyxl again - before it had no impact on the xfails, but that may have also been for the job that's how been removed. yeah this is an openpyxl issue. so no problem bumping that up 2.4.0 should work i think (and that is the pinned on another version). ping on fixed. > @jreback: yeah this is an openpyxl issue. so no problem bumping that up 2.4.0 should work i think (and that is the pinned on another version). ping on fixed.

For that particular job, it was already pinned to 2.5.5. I've unpinned it now, but if it still does not pass, can we agree that a *single* PY35 skip is OK? openpyxl==2.2.6 on the 35_compat build

pls bump in that one > @jreback: openpyxl==2.2.6 on the 35_compat build

That's already the case. The failure was on the other 35 build, and already had `openpyxl=2.5.5`. I already unpinned this yesterday but had forgotten to remove the xfail. Let's see if it passes now.

Also, I seem to remember that the DB-tests only run on travis (cc @TomAugspurger), so by removing the travis-compat job, there's now no lower bound being tested for pymysql anymore. 

 ok fair

can u out a comprehensive comment on that skip then - explaining why u think it’s failing and on what build (so hence u skip) @jreback 
Will have a look and add a comment.

But so you're fine with dropping compat testing for `pymysql`? Not sure what I should add for the minimum versions then - the lowest resolvable for PY36? yeah lowest resolvable for py36 is fine @jreback 
This seems like its gonna be green (only waiting for travis).

I "solved" the xfail by bumping the minimum for openpyxl to 2.4.0, but that's from 2016, so shouldn't be an issue. pymysql is now the lowest resolvable for py36. thanks @h-vetinari 

comment, but can address in a followup. just want to distinguish real required version that we test vs 'recommended' things that we just have compat on our CI for. (maybe just needs a small expl / wording change). pls rebase the numpy bump and can get that in. @jreback 
OK. I think that no minimum version is actually enforced except for `numpy`, `pytz` and `bottleneck`, `numexpr` and `xlrd`. In this case, should we just word it as "the lowest version being tested for compatibility"? pytz i agree
numpy not true 
numexpr we used to have this - it still might be there - look in pandas.conputation @jreback 
`numpy`, `pytz` and `python-dateutil` are checked in `setup.py`:
https://github.com/pandas-dev/pandas/blob/master/setup.py#L33-L42

`numpy` is also checked at import time of `pandas`:
https://github.com/pandas-dev/pandas/blob/master/pandas/compat/numpy/__init__.py#L19-L24

`numexpr`:
https://github.com/pandas-dev/pandas/blob/master/pandas/core/computation/check.py#L5-L19

`bottleneck`:
https://github.com/pandas-dev/pandas/blob/master/pandas/core/nanops.py#L26-L39

`xlrd`:
https://github.com/pandas-dev/pandas/blob/master/pandas/io/excel/_xlrd.py#L25-L32

Haven't found other *enforced* minimum versions.